The State of Play on Derivatives Regulation Now more than a year since a new Presidential administration to...
An update on ISDA's changes to its 2006 Definitions to provide for fallback rates for the LIBOR transition and the upcoming new protocol to incorporate new fallback definitions.
Chatham’s team of ISDA negotiators and regulatory advisors provide answers to questions about the status of ISDA agreements in view of the COVID-19 pandemic.
Answers to how the reporting changes under EMIR Refit, taking effect in June 2020, will affect corporates, special purpose entities, and holding companies, now classified as NFCs-.
The ARRC seeks legal certainty from New York state to clarify what will happen when LIBOR benchmark rates are no longer available and announces its fallback spread methodology.
ISDA issued a consultation on whether a pre-cessation trigger should be added to their standard documentation.
Chatham's response to the ARRC consultation on spread adjustment within loan documentation. It is essential for end users that the fallbacks for cash instruments align with fallbacks for derivatives.
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.
Chatham believes that pre-cessation fallback provisions should be included in the Supplement to the 2006 ISDA Definitions and the related Protocol.
Decisions made throughout the Brexit transition period could have an impact on the application of hedge accounting from a U.S. GAAP perspective.
A summary of key issues companies need to know about the FASB's optional relief in ASC 848 Reference Rate Reform.
The European Supervisory Authorities issued a final report outlining proposed revisions to the margin regulatory technical standards (RTS) to EMIR.
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
End users must recognize and understand the complexity of the challenges during the LIBOR transition so they can act to mitigate their impact.
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.
Chatham's evaluation of spread and term options that will best serve market participants through the IBOR transition in response to ISDA's consultation.
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.
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.
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.
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.