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.

  • ISDA Agreements and the effects of COVID-19 — FAQ

    ISDA Agreements and the effects of COVID-19 — FAQ

    Chatham’s team of ISDA negotiators and regulatory advisors provide answers to questions about the status of ISDA agreements in view of the COVID-19 pandemic.

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  • EMIR Refit reporting changes update

    EMIR Refit reporting changes update

    Answers to how the reporting changes under EMIR Refit, taking effect in June 2020, will affect corporates, special purpose entities, and holding companies, now classified as NFCs-.

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  • ARRC pushes for NY State legislation to support IBOR transition and endorses cash instrument spread adjustment methodology

    ARRC pushes for NY State legislation to support IBOR transition and endorses cash instrument spread adjustment methodology

    The ARRC seeks legal certainty from New York state to clarify what will happen when LIBOR benchmark rates are no longer available and announces its fallback spread methodology.

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  • ISDA consultation on pre-cessation fallbacks

    ISDA consultation on pre-cessation fallbacks

    ISDA issued a consultation on whether a pre-cessation trigger should be added to their standard documentation.

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  • ARRC consultation on spread adjustments for fallbacks in cash products referencing USD LIBOR

    ARRC consultation on spread adjustments for fallbacks in cash products referencing USD LIBOR

    Chatham's response to the ARRC consultation on spread adjustment within loan documentation. It is essential for end users that the fallbacks for cash instruments align with fallbacks for derivatives.

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  • FAQ: IBOR transition to risk-free rates in Europe

    FAQ: IBOR transition to risk-free rates in Europe

    Chatham’s experts on financial risk, hedge accounting, and regulatory matters answer questions our clients have asked to prepare for risk-free rates in Europe.

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  • Chatham's response to ISDA's consultation on pre-cessation fallback provisions

    Chatham's response to ISDA's consultation on pre-cessation fallback provisions

    Chatham believes that pre-cessation fallback provisions should be included in the Supplement to the 2006 ISDA Definitions and the related Protocol.

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  • Brexit Impact on Hedge Accounting under U.S. GAAP

    Brexit Impact on Hedge Accounting under U.S. GAAP

    Decisions made throughout the Brexit transition period could have an impact on the application of hedge accounting from a U.S. GAAP perspective.

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  • Understanding ASC 848

    Understanding ASC 848

    A summary of key issues companies need to know about the FASB's optional relief in ASC 848 Reference Rate Reform.

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  • Proposed amendments to EMIR margin rules

    Proposed amendments to EMIR margin rules

    The European Supervisory Authorities issued a final report outlining proposed revisions to the margin regulatory technical standards (RTS) to EMIR.

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  • Upcoming ISDA 2020 IBOR fallbacks protocol and amended 2006 ISDA definitions

    Upcoming ISDA 2020 IBOR fallbacks protocol and amended 2006 ISDA definitions

    What to expect in ISDA's upcoming revision to its fallback protocol and definitions detailing the circumstances in which trades will transition away from IBORs

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  • End Users’ Challenges in the LIBOR Transition

    End Users’ Challenges in the LIBOR Transition

    End users must recognize and understand the complexity of the challenges during the LIBOR transition so they can act to mitigate their impact.

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  • U.S. Prudential Regulators finalize SA-CCR rule

    U.S. Prudential Regulators finalize SA-CCR rule

    The U.S. Prudential Regulators adopted a final rule to implement SA-CCR. The final rule includes changes that are beneficial to derivatives end users as well as some changes that are less favorable.

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  • Chatham’s response to ISDA’s consultation on the final parameters of the LIBOR transition

    Chatham's evaluation of spread and term options that will best serve market participants through the IBOR transition in response to ISDA's consultation.

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  • Upcoming changes to initial margin rules mitigate their impact

    Upcoming changes to initial margin rules mitigate their impact

    Regulators have split the final phase (Phase 5) of the initial margin rules into two parts — now Phases 5 and 6 — to mitigate the impact of the upcoming expansion.

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  • Chatham Financial wins award at Barclays DerivHack 2019

    Chatham Financial wins award at Barclays DerivHack 2019

    Chatham Financial's technology team earned the Best Solution Architecture Award at Barclay’s DerivHack 2019 in New York. This is the second consecutive year that Chatham’s team has won the award.

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  • U.S. companies advised to prepare for multiple benchmark rates in transition from LIBOR

    U.S. companies advised to prepare for multiple benchmark rates in transition from LIBOR

    Globally expanding businesses need to look beyond the replacement created by the Federal Reserve panelists say during AFP 2019, including Rob Mangrelli of Chatham Financial.

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  • Brexit’s potential impact on derivatives documentation

    Brexit’s potential impact on derivatives documentation

    As the EU and UK continue to negotiate the terms of a trade deal, clients should think about the impacts Brexit may have on their derivatives documentation.

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  • 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.

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  • 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.

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