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On October 16, 2020, the central counterparties (CCPs) of the London Clearing House (LCH) and Chicago Mercantile Exchange (CME)
Going forward, being nimble and remaining selective will be critical to identifying attractive new opportunities.
Risk across the entire commercial mortgage-backed securities market is being viewed through the narrow lens of two troubled sub-sectors.
On October 16, 2020, the central counterparties (CCPs) of the London Clearing House (LCH) and Chicago Mercantile Exchange (CME)
revised the discounting and price alignment interest (PAI) of U.S.-dollar cleared interest rate swaps to use the secured overnight
financing rate (SOFR).
Going forward, being nimble and remaining selective will be critical to identifying attractive new opportunities.
Risk across the entire commercial mortgage-backed securities market is being viewed through the narrow lens of two troubled sub-sectors.
Challenges and Opportunities for DC-Focused Advisor
As the world adapts and moves forward, we expect emerging markets to rebound strongly in 2021 and outperform developed markets.
Plan Sponsors will want to consider how to structure fees in the best interest of participants. However, there are caveats to these changes, and how they may affect recordkeeping fees paid by participants.
A closer look at how GNMA securities performed through the recent COVID-19 market dislocation.
Against the current backdrop, forbearance is the most sensible route for lenders to consider.