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LSTA and Risk Retention: Efforts on the Hill and in the Courts

Meredith Coffey
The Journal of Structured Finance Summer 2016, 22 (2) 55-58; DOI: https://doi.org/10.3905/jsf.2016.22.2.055
Meredith Coffey
is the executive vice president of the Loan Syndications and Trading Association in New York, NY.
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  • For correspondence: mcoffey@lsta.org
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Abstract

The U.S. Risk Retention Rule was published on December 24, 2016, leaving the industry two years to prepare for its implementation for open-market collateralized loan obligations (CLOs). Unfortunately, risk retention simply does not work for open-market CLOs. Notwithstanding the poor fit, market practitioners have spent the past 18 months trying to figure out a way to make CLOs fit the risk retention rules. In contrast, the Loan Syndications & Trading Association has spent the last 18 months attempting to find a way to make risk retention better fit CLOs. This article recaps the efforts, both on Capitol Hill and in the Courts, to create a better fit.

TOPICS: CLOs, CDOs, and other structured credit, legal/regulatory/public policy, credit risk management

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The Journal of Structured Finance: 22 (2)
The Journal of Structured Finance
Vol. 22, Issue 2
Summer 2016
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LSTA and Risk Retention: Efforts on the Hill and in the Courts
Meredith Coffey
The Journal of Structured Finance Jul 2016, 22 (2) 55-58; DOI: 10.3905/jsf.2016.22.2.055

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LSTA and Risk Retention: Efforts on the Hill and in the Courts
Meredith Coffey
The Journal of Structured Finance Jul 2016, 22 (2) 55-58; DOI: 10.3905/jsf.2016.22.2.055
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