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.

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

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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.

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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

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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)

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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.

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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.

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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.

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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.

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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.

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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)

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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.

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Subscribe to Chatham's Quarterly Derivatives Compliance Insights

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Last Name

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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.

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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.

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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.

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FASB carefully crafts transition guidance for SOFR

Rob Anderson, director in Chatham Financial’s hedge accounting practice, discusses FASB’s guidance on the transition to SOFR.

View More
LIBOR Transition: Replacements Begin Addressing Cash Products

Eric Juzenas discusses the possibility of variations to ARRC’s fallback language, but says it will be used as a starting point for most dealers and lenders updating their documentation.

View More
Response to the CFTC Request for Input on Ethereum Blockchain

Chatham Financial discusses the current state and future of Ethereum Blockchain and distributed ledger technology (DLT) in response to a request from the CFTC.

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Chatham Financial Wins Award At Barclay's DerivHack 2018

Chatham Financial announced that its technology team earned the Best Solution Architecture Award at Barclay's DerivHack 2018 in New York.

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ARRC Consultations for Fallback Contract Language

U.K.’s Financial Conduct Authority (FCA) announced that banks would no longer be compelled by the FCA to support LIBOR past the end of 2021.

View More
Considerations for LIBOR Alternatives in Loan Documentation

Chatham Financial covers some of the issues that should be considered as market participants prepare for the unavailability of LIBOR and the resulting impact on loans and derivatives.

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Derivatives Compliance

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

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.

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

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)

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.

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.

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.

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.

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.

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)

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.

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.

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.

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.

FASB carefully crafts transition guidance for SOFR

Rob Anderson, director in Chatham Financial’s hedge accounting practice, discusses FASB’s guidance on the transition to SOFR.

LIBOR Transition: Replacements Begin Addressing Cash Products

Eric Juzenas discusses the possibility of variations to ARRC’s fallback language, but says it will be used as a starting point for most dealers and lenders updating their documentation.

Response to the CFTC Request for Input on Ethereum Blockchain

Chatham Financial discusses the current state and future of Ethereum Blockchain and distributed ledger technology (DLT) in response to a request from the CFTC.

Chatham Financial Wins Award At Barclay's DerivHack 2018

Chatham Financial announced that its technology team earned the Best Solution Architecture Award at Barclay's DerivHack 2018 in New York.

ARRC Consultations for Fallback Contract Language

U.K.’s Financial Conduct Authority (FCA) announced that banks would no longer be compelled by the FCA to support LIBOR past the end of 2021.

Considerations for LIBOR Alternatives in Loan Documentation

Chatham Financial covers some of the issues that should be considered as market participants prepare for the unavailability of LIBOR and the resulting impact on loans and derivatives.