The True Cost of Hedging
Ensuring an effective, compliant hedging program means assessing both visible and hidden costs across all h...
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Market Insights – September 24, 2018
Rates rose over the course of last week in anticipation of a likely 25 basis point hike by the FOMC on Wednesday.
Applying a Holistic Approach to Commodity Hedging
Bryant Lee, a director on Chatham Financial’s risk-management team, explains holistic hedging amid jump in commodity prices.
The True Cost of Hedging
Ensuring an effective, compliant hedging program means assessing both visible and hidden costs across all hedging activities, including strategy and pricing, legal and regulatory, and accounting.
Past Performance, No Guarantee
With so many moving parts, assessing the performance of the individuals responsible for managing the investment portfolio can be a difficult task.
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.
Why the LIBOR Transition is a Marathon, Not a Sprint
Eric Juzenas examines why speeding up the transition away from LIBOR is easier said than done. If LIBOR goes away entirely, there are still questions of which ARR will be the one to truly replace it.
The Obstacle-Strewn Path to Replacing LIBOR
Robert Mangrelli discusses key indications that the SOFR rate is being adopted by the market.
What to do about rising interest rates?
Many companies are using derivatives to address the impact of rising interest rates on their business.
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.
Chatham’s perspective on the concerns of end users facing LIBOR transition
Chatham’s Rob Mangrelli’s statement today at the CFTC on key challenges with the transition from LIBOR for end users.
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