Derivatives Compliance

Derivatives compliance and hedging regulation white papers, webinars and resources. Chatham is an active voice for end-users in Dodd-Frank, EMIR and regulatory decisions impacting derivatives use. Find information on LIBOR, ISDA, margin rules, clearing, portfolio reconciliation, Basel III, Volcker, and other topics from the CFTC, FCA, and other regulating bodies.

  • Brexit’s potential impact on derivatives documentation

    Brexit’s potential impact on derivatives documentation

    With Brexit likely, clients should begin thinking about the potential impacts Brexit could have on their derivatives documentation.

    View More
  • ×

    Subscribe to Chatham's Quarterly Derivatives Compliance Insights

    First Name
    Last Name
    Company Name
    !
    Thank you!
    Error - something went wrong!
  • Chatham's responses to ISDA's LIBOR consultations

    Chatham's responses to ISDA's LIBOR consultations

    Chatham's respondes to both ISDA consultations in July 2019, focusing on the potential impacts of ISDA’s proposals on derivatives end users.

    View More
  • FAQ: USD LIBOR Transition to SOFR

    FAQ: USD LIBOR Transition to SOFR

    USD LIBOR transition to SOFR: Frequently asked questions for end users. How to start preparing for the USD LIBOR transition and what to expect in the next 18 months.

    View More
  • Derivatives regulation compliance doesn't have to be hard

    Email Our Team
  • SEC raises expectations for public disclosures on LIBOR transition risks

    SEC raises expectations for public disclosures on LIBOR transition risks

    Chatham's methodology for entities to assess their LIBOR transition activities and risks to meet the SEC's new expectations for disclosure.

    View More
  • Response to the CFTC's Certain Swap Data Repository and Data Reporting Requirements

    Response to the CFTC's Certain Swap Data Repository and Data Reporting Requirements

    Chatham's comment on the CFTC's proposed rulemaking, Certain Swap Data Repository and Data Reporting Requirements, especially for section 49.11

    View More
  • Bank Yield Index and constructing a term-SOFR curve

    Bank Yield Index and constructing a term-SOFR curve

    Comparing solutions for constructing a term-SOFR curve: Matt Hoffman comments on the methodology Chatham has used to create daily, monthly, and quarterly term-SOFR curves.

    View More
  • Helping End Users Navigate the Transition to IBOR Alternatives

    Helping End Users Navigate the Transition to IBOR Alternatives

    Chatham Financial has drafted a list of principles and potential actions to facilitate the transition from LIBOR and protect end users against unnecessary costs, risks, and disruption.

    View More
  • Response to ISDA's supplemental consultation spread and term adjustments for USD LIBOR

    Response to ISDA's supplemental consultation spread and term adjustments for USD LIBOR

    Chatham's response to ISDA's Supplemental Consultation on Spread and Term Adjustments for Fallbacks in Derivatives Referencing USD LIBOR, CDOR and HIBOR

    View More
  • Response to ISDA's Consultation on Pre-Cessation Issues for LIBOR

    Response to ISDA's Consultation on Pre-Cessation Issues for LIBOR

    Chatham's response to ISDA's Consultation on Pre-Cessation Issues for LIBOR and Certain Other Interbank Offered Rates (IBORs)

    View More
  • Finalized Volcker Rule changes will benefit certain financial institutions

    Finalized Volcker Rule changes will benefit certain financial institutions

    What you need to know about the revisions to the Volcker Rule.

    View More
  • EMIR Refit Benefits European Corporate Entities

    EMIR Refit Benefits European Corporate Entities

    Changes to EMIR that that will benefit the compliance obligations for European corporate entities became effective June 17, 2019.

    View More
  • ×

    Subscribe to Chatham's Quarterly Derivatives Compliance Insights

    First Name
    Last Name
    Company Name
    !
    Thank you!
    Error - something went wrong!
  • EMIR Refit Impacts for Fund-Level Hedging

    EMIR Refit Impacts for Fund-Level Hedging

    Changes to EMIR that could impact fund-level hedging, including REITs became effective June 17, 2019. European regulators have expanded the financial counterparty definition to include all funds.

    View More
  • Corporate Borrowers Must Engage More in SOFR Phase-In

    Corporate Borrowers Must Engage More in SOFR Phase-In

    Corporate borrowers are running out of time to weigh in on SOFR as the benchmark rate to replace LIBOR.

    View More
  • SOFR Forward Curve: Jump Bootstrapper

    SOFR Forward Curve: Jump Bootstrapper

    The background, methodology, and applicability for Chatham Financial’s SOFR forward curve, taking into account key dates such as FOMC meetings.

    View More
  • Chatham Financial Urges Revisions to the Proposed SA-CCR Rulemaking

    Chatham Financial Urges Revisions to the Proposed SA-CCR Rulemaking

    Chatham Financial today announced that it has submitted a letter urging regulators to reconsider the proposed SA-CCR rule, which may unintentionally impact end users.

    View More
  • Amanda Breslin Named to U.S. CFTC Agricultural Advisory Committee (AAC)

    The U.S. Commodity Futures Trading Commission (CFTC) has appointed Amanda Breslin, executive director, treasury advisory for Chatham Financial, as a member of its Agricultural Advisory Committee (AAC)

    View More
  • Preparing for Brexit's Impact

    Preparing for Brexit's Impact

    How will a hard Brexit affect the application of hedge accounting if a trade is novated? Chatham Financial reviews hedging relationships viewed under US GAAP rules and IFRS.

    View More
  • LIBOR Fallbacks a Low Priority for Most Bond Investors

    LIBOR Fallbacks a Low Priority for Most Bond Investors

    LIBOR-backed securities, sold with poor fallback language to apply if LIBOR ceases in 2021, require investors to familiarize themselves with fallback provisions.

    View More
  • How FASB can help hedge accountants weather the LIBOR transition

    How FASB can help hedge accountants weather the LIBOR transition

    Rob Anderson, product manager at Chatham Financial, discusses the FASB guidance and time required to transition from LIBOR to another benchmark rate.

    View More
  • CFTC's Proposed Revision of SEF Trade Execution Requirements

    CFTC's Proposed Revision of SEF Trade Execution Requirements

    Chatham Financial provided comment on the CFTC's proposed revision of the SEF Trade Execution Requirements, showing how these revisions could negatively impact the bespoke swaps market end users.

    View More
  • loading
    Loading More...