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LIBOR to SOFR Path Paved but Curves Lie Ahead
1/21/2021 · by KBRA · Tracking the LIBOR to SOFR Transition · Research and Background Documents
KBRA provides an update to its January 2020 LIBOR report: CRE Securitization: Transitioning Away From LIBOR report. In this publication, KBRA covers what has transpired with LIBOR in 2020, provide an assessment on the state of CRE securitization market, and recaps the risks and exposures across the different CRE securitizations segments.