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Curated Questions: Conversations Celebrating the Power of Questions!
20:50
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20:50This episode dives into the significant political question posed by Ronald Reagan during the closing moments of his 1980 presidential debate with Jimmy Carter: 'Are you better off than you were four years ago?' Ken Woodward explores the context of the 1980 political climate, marked by economic difficulties, high inflation, unemployment, and international issues such as the Iran hostage crisis and concerns about U.S. global standing and nuclear threats. Reagan's question, which became iconic in U.S. political discourse, was noted for its simplicity, personal relevance, emotional resonance, and strategic timing. The question invited voters to reflect on their circumstances rather than abstract policies, ultimately contributing to Reagan's landslide victory. The episode details six crucial lessons for crafting influential questions, emphasizing audience perspective, engagement, simplicity, timing, self-reflection, and a call to action. Listeners are encouraged to consider how such questions have shaped their decisions and to apply these insights in personal and professional contexts. This Curated Questions episode can be found on all major platforms and at CuratedQuestions.com . Keep questioning! Episode Notes [01:58] Setting the Stage: The 1980 Presidential Debate [04:24] Reagan's Memorable Question [06:01] Impact and Aftermath of the Debate [06:45] Analyzing the Rhetorical Question [13:06] Lessons from Reagan's Question [16:05] Modern Applications and Reflections [18:04] Conclusion and Call to Action Resources Mentioned Ronald Reagan Jimmy Carter Beauty Pill Producer Ben Ford Questions Asked Are you better off now than you were four years ago? Is it easier for you to go and buy things in the stores than it was four years ago? Is there more or less unemployment in the country than there was four years ago? Is America as respected throughout the world as it was? Do you feel that our security is as safe, that we're as strong as we were four years ago? Where do you feel it in your body? What emotions come to the surface? What pictures race through your mind? Would it kill you to stop chewing your food with your mouth open? What is your number seven? What comes to mind? Did you feel the knee-jerk need to answer right away when your politician asked? Did you actually do the homework to determine what factors were most important to you, then look at data vice depending on emotion? Is it any easier to see why someone in a different circumstance may answer differently than you? How did the question affect your answer when the opposing politician asked it? Did you use the same metric for the candidates or give your preferred candidate extra leeway? What famous questions continue to pop up in your world?…
The ISDA Fallback Protocol: Part 2
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Content provided by Mayer Brown. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Mayer Brown or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://ro.player.fm/legal.
In this second part, Mayer Brown partners Ed Parker, Chris Arnold and Curtis Doty will focus on an analysis of the protocol and answer questions such as: “What are the key implications for loan markets? and “Who are the likely adherents to the protocol?”
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24 episoade
Manage episode 306746465 series 3004961
Content provided by Mayer Brown. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Mayer Brown or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://ro.player.fm/legal.
In this second part, Mayer Brown partners Ed Parker, Chris Arnold and Curtis Doty will focus on an analysis of the protocol and answer questions such as: “What are the key implications for loan markets? and “Who are the likely adherents to the protocol?”
…
continue reading
24 episoade
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LIBOR Transition
1 The Last 100 Days of LIBOR: Episode 6 - The Syndicated Loan Market and CLOs 41:25
41:25
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41:25The latest episode of our IBOR Transition podcast mini series, “The last 100 days of LIBOR” is now live. David Duffee and Sagi Tamir provide an overview of pricing developments in the syndicated loan market and how those developments may affect CLOs, including addressing the following: Dealing with multiple reference rates Managing spread adjustments in SOFR deals and deals transitioning to SOFR Synthetic LIBOR…
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LIBOR Transition
1 The Last 100 Days of LIBOR: Episode 5 - The Derivatives Market 21:55
21:55
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21:55The latest episode of our IBOR Transition podcast mini series, “The last 100 days of LIBOR” is now live. Edmund (Ed) Parker provides an overview of developments in the UK derivatives market, including addressing the following: Tackling “tough legacy contracts” Recent, and imminent regulatory and legislative developments An analysis of the scope of the ISDA protocol and supplements The impending cessation of EONIA and its replacement with ESTR…
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LIBOR Transition
1 The Last 100 Days of LIBOR: Episode 4 - The US Derivatives Market 18:51
18:51
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18:51The latest episode of our IBOR Transition podcast mini series, “The last 100 days of LIBOR” is now live. Anna Pinedo provides an overview of developments in the US derivatives market, including addressing the following: New York State legislation regarding the discontinuance of LIBOR Managing the differences arising from the ARRC recommended use of SOFR and the direction of the derivatives market Mismatches between loans and the related hedges The CFTC’s SOFR-First Transition Initiative Using credit sensitive rates…
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LIBOR Transition
1 The Last 100 Days of LIBOR: Episode 3 - Anti Trust 18:22
18:22
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18:22In this episode, Britt Miller and Thomas Panoff discuss antitrust conduct risk related to the transition process, including topics such as: An overview of key pending litigation potentially impacting the transition Guidance from antitrust regulators to trade associations and the financial services industry Pending federal and state legislation, and Guidance in navigating common antitrust concerns as part of the transition.…
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LIBOR Transition
1 The Last 100 Days of LIBOR: Episode 2 - Requirements of Regulators around the World 29:09
29:09
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29:09This second episode is designed to support your ongoing efforts toward an orderly transition away from LIBOR by year end-2021. We discuss perspectives from the following regions: The United Kingdom: UK definition of “conduct risk”; UK regulators and legislative solutions; Europe: a comparison between EU member states; possible EU solutions and next steps; Hong Kong and APAC: IBOR transition in HK; a comparison between HK and other regions; a view from Japan and Singapore; US: Statements by banking regulators on stopping LIBOR issuances this year; NY State LIBOR legislation; Federal LIBOR legislation status; ARRC adoption of CME forward-looking Term SOFR and related statements…
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LIBOR Transition
1 The Last 100 Days of LIBOR: Episode 1 - Conduct Risk Issues 21:12
21:12
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21:12In this first episode of our IBOR Transition series, we introduce the following topics: Overview of Conduct Risk, and its importance during Q4 2021 to ensure orderly transition; Discuss a framework to assist with risk mitigation
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LIBOR Transition
1 Assessing the Post IBOR Cessation US Litigation Risk Landscape 38:19
38:19
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38:19In this latest webinar in our IBOR Transition series, we will discuss the recent New York LIBOR legislation and analyze some of the key litigation risks that the cessation of LIBOR presents in spite of such legislation. Mark Hanchet, Jenn Rosa, Chris Houpt and Anjanique Watt will cover topics such as: The scope and impact of the April 6 New York legislation; Potential constitutional challenges to the New York legislation; Gaps that remain, and the litigation risks they pose; An update on progress of potential federal legislation.…
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LIBOR Transition
1 The IBOR Transition End Game: The State of Play in Sterling Loan Markets 37:58
37:58
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37:58In this latest in our LIBOR Transition series, Mayer Brown Partner Ash McDermott and UK Finance LIBOR Transition Director Daniel Cichocki will focus primarily on the impact of recent announcements and development on market participants, including:What Banks and borrowers should be planning to do for the remainder of 2021; The impact of recent announcements on market participants who may not be regulated in the UK (eg. funds, international banks); and Further predicted developments in 2021.…
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LIBOR Transition
In this latest webinar in our IBOR Transition series, we will reflect on the impact of recent developments for derivative based products. Edmund Parker and Patrick Scholl will look at: How successful has the ISDA Protocol been? What does the FCA Announcement on the future cessation or loss of representativeness of all 35 LIBOR benchmarks mean in the context of the Protocol? What impact will the US “ Legislative solution" which became law this week have on US tough legacy contracts? How do you prepare for non-standard remediation? What do I need to know about the German Banking Association’s “Supplementary Agreement for IBOR succession”.…
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LIBOR Transition
1 Ambiguity and Confusion Surround the End of LIBOR 37:46
37:46
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37:46In this latest webinar in our IBOR Transition series, David Duffee, Adam Wolk and Mary Jo Miller reflect on the recent IBA and FCA announcements on the cessation of LIBOR and introduce the following topics: What is “synthetic LIBOR” and why won’t it work in the United States (but will work in Europe)? Fallbacks in 2021 – are US regulators mandating the use of the hard-wired approach, or not? What decisions must lenders make to document SOFR loans in 2021.…
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LIBOR Transition
1 Exploring Credit Sensitive Alternatives to SOFR 18:13
18:13
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18:13The Alternative Reference Rates Committee (ARRC) has selected Secured Overnight Financing Rate (SOFR) as the replacement for LIBOR in the US. However, a group of US banks — primarily non-money centers have expressed concerns about the use of SOFR as the replacement benchmark for LIBOR. They argue that during times of economic stress, SOFR would decrease as their cost of funds increase, eroding the return on SOFR-linked loans. These banks have championed a more credit sensitive approach or a credit sensitive supplement to SOFR. In response, the New York Fed created a Credit Sensitivity Group and have convened four meetings of the group to date in 2020 to (i) understand of the challenges that banks of all sizes, and their borrowers, may face in transitioning loan products from LIBOR to SOFR and (ii) explore methodologies that consider a credit sensitive rate/spread that could be added to SOFR. Join Mayer Brown Partner Paul Forrester and Heidi Rudolph, Managing Director at Morae Global, as we discuss topics including: Why is there a need for credit sensitive rate? What are the “credit sensitive” alternatives to SOFR? How can banks use modelling techniques to identify, quantify and mitigate credit (?) exposures (and preserve their profit margins?) across their portfolios? How can banks ensure that these modelling techniques are transparent so that borrowers can anticipate and manage their borrowing cost?…
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LIBOR Transition
1 The ISDA Fallback Protocol: Part 2 20:03
20:03
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20:03In this second part, Mayer Brown partners Ed Parker, Chris Arnold and Curtis Doty will focus on an analysis of the protocol and answer questions such as: “What are the key implications for loan markets? and “Who are the likely adherents to the protocol?”
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LIBOR Transition
1 The ISDA Fallback Protocol: Part 1 39:18
39:18
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39:18Mayer Brown partners Ed Parker, Chris Arnold and Curtis Doty will discuss the key features of the protocol and its underlying document template as well as issues such as adherence to the protocol and key timing milestones. In the second part of the edition, we will focus on an analysis of the protocol and answer questions such as: “What are the key implications for loan markets? and “Who are the likely adherents to the protocol?”…
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LIBOR Transition
1 SOFR Loan Documentation: 8 things for lenders and borrowers to consider 40:01
40:01
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40:01Mayer Brown Partners David Duffee, Jennie Kratchovil, Adam Wolk and Paul Forrester discuss 8 key things that both borrowers and lenders need to focus on when documenting SOFR loans in the face of the Alternative Reference Rates Committee (ARRC) hardwired approach on SOFR.
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LIBOR Transition
1 Issues Impacting Floating Rate Notes, Preferred Stock, Depositary Shares, and Capital Securities: Part 2 26:06
26:06
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26:06Join Mayer Brown partners Anna Pinedo and Paul Forrester for the second of our two part edition focusing on the key LIBOR related issues impacting Floating Rate Notes (FRNs), Preferred Stock, Depositary Shares, and Capital Securities. In this part, we will focus specifically addressing LIBOR based Preferred Stock, Depositary Shares, and Capital Securities. Amongst other things, Anna and Paul will discuss LIBOR cessation and understanding the terms of legacy LIBOR-based instruments; understanding the provisions of fixed-to-floating or floating rate preferred or depositary shares; evaluating the alternatives for amending the terms of these securities based on the governing documents, state law requirements, and other considerations and, Pooled TruPS and possible “tranche wars”.…
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LIBOR Transition
1 Issues impacting Floating Rate Notes, Preferred Stock, Depositary Shares, and Capital Securities: Part 1 36:00
36:00
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36:00In the latest in our LIBOR Transition Webinar Series, join Mayer Brown partners Anna Pinedo and Jerry Marlatt and Counsel Bradley Berman for the first in this two part edition focussing on the key LIBOR related issues impacting Floating Rate Notes (FRNs), Preferred Stock, Depositary Shares, and Capital Securities. In this part, we will focus specifically on FRNs and understanding your legacy LIBOR FRN exposure, ARCC waterfall provisions for new FRNs and solutions for legacy FRNs.…
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LIBOR Transition
1 It's later than you think! Part 1 29:30
29:30
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29:30In the latest instalment of our LIBOR Transition series of webinars and podcasts, Mayer Brown partner Oral Pottinger and Christopher Cahn, Managing Director from Morae discuss the 10 things that you need to do in the next 100 days to ensure that you have a solid foundation for successful execution of your IBOR transition strategy.…
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LIBOR Transition
1 It's later than you think! Part 2 29:17
29:17
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29:17Welcome to Part 2 of the latest instalment where Mayer Brown partner Oral Pottinger and Morae managing director Christopher Cahn, continue to discuss the 10 steps you should take within the next 100 days to ensure that you have a solid foundation for successful execution of your IBOR transition strategy.…
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LIBOR Transition
1 Key Points for the Loans Market and Linked Derivatives Hedging Arrangements 48:36
48:36
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48:36As the deadline for the transition away from IBORs fast approaches, our global focus on the loans market and derivatives continues to help participants in the loans and derivatives markets ready themselves for the changes to alternative risk-free rates. Mayer Brown partners Ed Parker, Trevor Borthwick, Ash McDermott and David Duffee, and senior associate Emma Khoo cover the syndicated loans market, export credit agencies, emerging markets, project finance, trade finance peculiarities, Hedging and ISDA documentation, recent transition-related events in the US loan market, and conduct risk in the UK…
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LIBOR Transition
1 The SEC OCIE Examination: A Practical Guide to Achieving "LIBOR Transition Preparedness" 31:48
31:48
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31:48Mayer Brown’s Marlon Paz and Leslie Cruz and Morae’s Heidi Rudolph discuss their views on the focus of the OCIE announcement, specific and practical actions that affected organisations need to take to achieve “preparedness” and how organisations can start to build a programmatic approach to responding to the OCIE’s announcement.…
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LIBOR Transition
1 Are you Prepared for the LIBOR Sunset? 19:31
19:31
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19:31Mayer Brown partner Paul Forrester and Joy Saphla, President, Strategic Solutions from Morae discuss the broader landscape as well as sharing insight into the collaboration between Morae Global and Mayer Brown.
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LIBOR Transition
1 Key Points for Derivatives, Structured Finance and Loan Hedging 39:39
39:39
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39:39Mayer Brown partners Ed Parker and Patrick Scholl, counsel Nanak Keswani and Bradley Berman, and senior associate Emma Khoo for a discussion that will cover the latest market updates on IBOR replacement, transition from EONIA under ISDA and DRV, issues and considerations for other structured products in the United States, including CMS rate-linked products, key issues when a loan or structured finance arrangement has an embedded swap, and fallback considerations for legacy transactions.…
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LIBOR Transition
1 Proposed US Federal Tax Regulations 38:32
38:32
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38:32On October 8, 2019, the US Internal Revenue Service released proposed regulations addressing the US federal tax consequences of replacing an interbank offered rate (IBOR) with a successor rate. The proposed regulations generally provide the circumstances in which the replacement of an IBOR with a fallback rate, or an addition of a fallback mechanic to an existing instrument, will not result in a deemed exchange of the instrument under Section 1001 of the Internal Revenue Code of 1986, as amended. The proposed regulations also provide guidance on other considerations with respect to the transition away from IBORs. Mayer Brown partners Russell Nance and Steven Garden and associate Brennan Young provide an overview of the proposed regulations.…
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LIBOR Transition
1 Market Update and Litigation Risks 33:07
33:07
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33:07The expected phase-out of LIBOR will affect trillions of dollars in investments across a wide range of financial products. The market has been working to adapt new transactions to a post-LIBOR world, but legacy transactions will also be affected. Whether and how those contracts can be modified to account for the unavailability of LIBOR - and how courts will respond to the changed facts - are open questions. Mayer Brown partners Matthew Ingber, Chris Houpt and Sagi Tamir discuss the current efforts to replace LIBOR, litigation risks that market participants may face, and how to plan for those risks.…
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