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.

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

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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

    With Brexit likely, clients should begin thinking about the potential impacts Brexit could 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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  • 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.

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  • 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

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  • 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.

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  • 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.

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  • 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

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  • 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)

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  • 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.

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  • 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.

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  • 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.

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