Semi-Annual Market Update
In this installment of Chatham’s semi-annual market update webinar series, we will examine current market c...
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Back-to-Back Interest Rate Swaps Explained in 3 Minutes
Swaps have always been a useful way for banks to manage risk. Currency risk, credit risk and interest rate risk can all be hedged, separating out the different types of risk inherent in a transaction.
Market Insights – August 13, 2018
Last week was another relatively uneventful summer week that saw very little in the way of interesting economic data points.
3 Reasons to Partner With an Advisor on Your Investment Portfolio
As rising short-term interest rates flatten the yield curve, the resulting squeeze in bank margins is leading executives to look in every nook and cranny seeking cost savings.
Transition to LIBOR Alternatives: The Regulators Are Serious
With the transition to LIBOR alternatives, regulators are keen to encourage market participants to transition to RFR alternatives such as SOFR or SONIA, but what does this mean for end users?
Regulators Underscore Urgency of LIBOR Transition
Robert Mangrelli discusses risk of LIBOR no longer existing, banks limiting issuance of debt or derivatives based on LIBOR & pushing market participants to find ways to value and hedge SOFR products.
SOFR and SONIA Futures Gain Steam
Eric Juzenas, director of global regulatory and compliance policy, discusses SOFR based loans and term products, along with risks arising from offering those products.
Semi-Annual Market Update
In this installment of Chatham’s semi-annual market update webinar series, we will examine current market conditions, drivers, and indicators, as well as communications from the Fed, and more.
WSJ: Global Regulators Push for Faster Transition Away From Libor
Chatham's Robert Mangrelli discusses market infrastructure and liquidity for SOFR products with The Wall Street Journal.
Rate Cap Provider Ratings and Downgrade Triggers
When a lender sets out the requirements of a cap, they nearly always stipulate minimum Counterparty Ratings Requirements.
Dealers slam ‘nonsensical’ treatment of forex derivatives
That the CFTC hasn’t acted on window forwards before could be testament to some uncertainty about the window timeframe, says Eric Juzenas, a director in the global regulatory solutions business at Cha
Considerations for LIBOR Alternatives in Loan Documentation
Chatham Financial covers some of the issues that should be considered as market participants prepare for the unavailability of LIBOR and the resulting impact on loans and derivatives.
Rising U.S. hedging costs decrease Asian real estate investment
With two more U.S. interest rate hikes planned for 2018, and rates in Japan and South Korea expected to remain static, hedging costs will likely increase further.
LIBOR Transition Raises Basis Risk Fear
Chatham's Todd Cuppia is quoted in a Risk article about the transition from LIBOR to SOFR, and how the shift to a secured benchmark could cause dislocation between bank funding and lending rates.
Some TMS Providers Not Living Up to Expectations
Chatham's Joe Siu discusses the ChathamDirect end-to-end solution as an alternative for treasury teams underserved by their TMS platform.
Summit Fever, the Pope, and the Canadian Teacher
Sixty-five years ago today, on May 29th, 1953, Edmund Hillary and Tenzing Norgay became the first confirmed climbers to stand atop Mount Everest, a dizzying 29,035 feet above sea level.
Do you know what your swap will actually cost before closing?
Swap fee, credit charge, mark up...it has many names, but do you know the price before you go to closing?
What's lost in transition from LIBOR to new benchmark
International Swaps and Derivatives Association is developing a methodology that would essentially add a credit-risk spread premium to a SOFR-derived rate.
REITs Should Prepare for Likely Transition from LIBOR
Gavin Duckworth, director of hedging and capital markets at Chatham Financial, participated in a video interview at REITwise 2018, Nareit’s Law, Accounting & Finance Conference in Hollywood, Florida.
Hedge Accounting Changes: What, Where, When and How
An in depth review of the new hedge accounting standard (ASU No. 2017-12). What has changed, where will you see the impacts, when can you adopt, and how can that process be best accomplished?
Learning Curve: The Promise and Perils of Deal-Contingent Hedging