Resources » Derivatives Compliance » Impact of Margin Rules for OTC Derivatives on Fund Risk Management
A Banking Rule Change Puts $350 Trillion Of Debt In Limbo
A Banking Rule Change Puts $350 Trillion Of Debt In Limbo August 7, 2017 “Clearly, given the wide variety...
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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.
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.
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.
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