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.
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View MoreFAQ: 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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View MoreBrexit 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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View MoreUnderstanding 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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View MoreProposed 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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View MoreUpcoming 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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View MoreEnd 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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View MoreU.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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View MoreUpcoming 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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View MoreChatham 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
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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View MoreBrexit’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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View MoreChatham'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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View MoreFAQ: 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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View MoreSEC 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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View MoreResponse 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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View MoreBank 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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View MoreHelping 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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View MoreResponse 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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View MoreResponse 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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