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.

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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Derivatives regulation compliance doesn't have to be hard
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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 SA-CCR

Eric Juzenas, Global Head of Compliance and Regulation for Chatham Financial, discusses the“Notice of Proposed Rulemaking,” which concerns revisions to the standardized approach for calculating the ex

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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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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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Preparing for the IBOR Transition: Steps End Users Need to Consider

The IBORs – the Interbank Offered Rates – are in danger of degrading or disappearing.

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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.

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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.

View More
ISDA Consultation on Certain Aspects of Fallbacks for Derivatives

Chatham's response to ISDA's consultations on amending the 2006 ISDA Definitions to provide fallback definitions for key IBORs upon their permanent discontinuation.

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Transition to LIBOR Alternatives: The Regulators Are Serious

With the transition to LIBOR alternatives, regulators are keen to encourage market participants to transition to RFR alternatives such as SOFR or SONIA, but what does this mean for end users?

View More
Industry Pushes CFTC to Prioritise Cross-border Clarity

Industry pushes CFTC to prioritise cross-border clarity By Joanna Wright August 30, 2017 Eric Juzenas, director of Chatham Financial’s global regulatory solutions team, adds that decisions on a...

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REITs Should Prepare for Likely Transition from LIBOR

Gavin Duckworth, director of hedging and capital markets at Chatham Financial, participated in a video interview at REITwise 2018, Nareit’s Law, Accounting & Finance Conference in Hollywood, Florida.

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Derivatives Compliance

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 SA-CCR

Eric Juzenas, Global Head of Compliance and Regulation for Chatham Financial, discusses the“Notice of Proposed Rulemaking,” which concerns revisions to the standardized approach for calculating the ex

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.

Preparing for the IBOR Transition: Steps End Users Need to Consider

The IBORs – the Interbank Offered Rates – are in danger of degrading or disappearing.

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.

ISDA Consultation on Certain Aspects of Fallbacks for Derivatives

Chatham's response to ISDA's consultations on amending the 2006 ISDA Definitions to provide fallback definitions for key IBORs upon their permanent discontinuation.

Transition to LIBOR Alternatives: The Regulators Are Serious

With the transition to LIBOR alternatives, regulators are keen to encourage market participants to transition to RFR alternatives such as SOFR or SONIA, but what does this mean for end users?

Industry Pushes CFTC to Prioritise Cross-border Clarity

Industry pushes CFTC to prioritise cross-border clarity By Joanna Wright August 30, 2017 Eric Juzenas, director of Chatham Financial’s global regulatory solutions team, adds that decisions on a...

REITs Should Prepare for Likely Transition from LIBOR

Gavin Duckworth, director of hedging and capital markets at Chatham Financial, participated in a video interview at REITwise 2018, Nareit’s Law, Accounting & Finance Conference in Hollywood, Florida.