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

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 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

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

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

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

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

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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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

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

View More
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Subscribe to Chatham's Quarterly Derivatives Compliance Insights

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Last Name

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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.

View More
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.

View More
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

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

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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Derivatives Compliance

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.

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.

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.

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.

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

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.

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)

Finalized Volcker Rule changes will benefit certain financial institutions

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

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.