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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Market Insights - December 17, 2018
The recent bout of market volatility seems to be accelerating into year-end as concerns over economic growth prospects and geopolitical risks take center stage.
Video: Tools to Manage Interest Rate Risk
Interest rate risk is embedded in every financial institution’s balance sheet. Board members should encourage their management teams to consider adding derivatives to their tool kit.
A borrower swap program is a tool to help banks compete for long-term, fixed-rate loans. Success starts with identifying goals, deciding how to resource, and building the program.
Brexit No Deal Could be Big Deal for Swaps
Eric Juzenas, director of global compliance and regulation at Chatham Financial, explains the potential effects on both the US and the UK on the impact of a no-deal Brexit.
SOFR Transition to Impact Real Estate Market Broadly
Evan Marble, a member of Chatham Financial’s hedge advisory team, was a guest on Nareit’s REIT Report podcast. Marble discussed the planned transition away from the LIBOR in favor of SOFR.
Caution: Potential Inverted Yield Curve Ahead
Robert Mangrelli, director of global real estate hedging and capital markets, discusses how the flat yield curve can be a leading indicator of a recession.
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.
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.
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.
Chatham Financial Wins Award At Barclay's DerivHack 2018
Chatham Financial announced that its technology team earned the Best Solution Architecture Award at Barclay's DerivHack 2018 in New York.
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.
Many companies are using derivatives to address the impact of rising interest rates on their business.
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