Zwi Sacho, head of the European hedge accounting and advisory team at consultancy Chatham Financial, discusses how derivatives users are in a predicament over how to manage existing swaps.
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Trade Fears Abound
Trade war jitters gripped markets last week and sent U.S. equities and Treasury yields lower.
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.
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.
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.
The new hedge accounting guidance expands the strategies that qualify for hedge accounting and introduces new opportunities for companies to mitigate earnings volatility.
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.
Setting Up Treasury at High-Growth Companies: Informed Insights from Chatham Financial
At what point does a high-growth company need a treasurer? Amol Dhargalkar discusses the right time to start or expand a treasury department and how to balance talent and technology for maximum effect
How FASB can help hedge accountants weather the LIBOR transition
Rob Anderson, product manager at Chatham Financial, discusses the FASB guidance and time required to transition from LIBOR to another benchmark rate.
LIBOR Transition: Replacements Begin Addressing Cash Products
Eric Juzenas discusses the possibility of variations to ARRC’s fallback language, but says it will be used as a starting point for most dealers and lenders updating their documentation.
CFTC's Proposed Revision of SEF Trade Execution Requirements
Chatham Financial provided comment on the CFTC's proposed revision of the SEF Trade Execution Requirements, showing how these revisions could negatively impact the bespoke swaps market end users.
4:14The IBORs – the Interbank Offered Rates – are in danger of degrading or disappearing.
ChathamDirect - February 2019
As part of our ongoing efforts to deliver the most advanced treasury risk management system in the marketplace, ChathamDirect is pleased to introduce the latest enhancements to our platform.
Chatham Financial discusses the current state and future of Ethereum Blockchain and distributed ledger technology (DLT) in response to a request from the CFTC.
ARRC Consultations for Fallback Contract Language
U.K.’s Financial Conduct Authority (FCA) announced that banks would no longer be compelled by the FCA to support LIBOR past the end of 2021.
Term Versions of LIBOR-Replacement Rates Pick Up Steam
Eric Juzenas, a director in the Chatham Financial global regulatory solutions team, said that a hardwired approach has benefits over the long run because of the certainty and transparency it provides.
How to Measure the Success of Your Customer Swap Program
You launched a customer swap program for your financial institution. You may have one swap, or many swaps, under your belt and you want to understand just how successful your program has been.
The year is closing with tremendous market uncertainty, requiring treasury and finance professionals to re-evaluate their risk management strategies with a particular focus on these 5 key trends.
CFTC Proposes Relaxed Swap Rules
Christopher Bender discusses how CFTC white paper will provide a roadmap for the regulatory agency’s goal of reforming cross-border swap rules, providing users with less work and adding more liquidity
Hedge Accounting: 5 Advantages of Early Adopting ASU 2017-12
The FASB issued ASU 2017-12 in an effort to make targeted improvements to hedge accounting. Many companies plan to early adopt the new standard because it offers strategic benefits.
