Financial Institutions

Interest rate risk hedging, balance sheet risk management and treasury investment advisory resources for CEOs, CFOs, CLOs and Treasurers at community and regional banks.

  • U.S. equities rise on vaccine hopes

    U.S. equities rise on vaccine hopes

    The major U.S. equity indices moved higher on the week as optimism over the prospects of the development of an effective COVID-19 vaccine buoyed investor sentiment despite rising tensions between...

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  • U.S./China tensions reignite

    U.S./China tensions reignite

    Major U.S. equity indices moved lower on the week as weakening domestic economic data and rising geopolitical tensions soured investor sentiment and jeopardized hopes for a V-shaped economic recovery.

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  • Helping your customers understand interest rate swaps 3:52

    Helping your customers understand interest rate swaps

    Learn how to help your commercial customers understand why an interest rate swap makes.

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  • When Rates are Zero, Derivatives Make Every Basis Point Count

    When Rates are Zero, Derivatives Make Every Basis Point Count

    A financial institution with hedging capabilities is better equipped to protect its net interest margin and make every basis point count with the recent return to rock-bottom interest rates.

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  • Interest rate swaps with floors3:24

    Interest rate swaps with floors

    Learn how an interest rate swap with an embedded floor works and what the implications are for utilizing this structure.

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  • Market Update: Strategies for Volatile Markets, Q1 2020

    Market Update: Strategies for Volatile Markets, Q1 2020

    Our experts will examine the factors driving the markets and discuss the balance sheet risk management strategies that are being implemented.

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  • Request the 2019 Swap Benchmark Stats Report

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  • Derivatives market update for financial institutions

    Derivatives market update for financial institutions

    Learn how financial institutions are dealing with recent market volatility as well as a wide range of issues from net interest margin pressures and asset-liability management.

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  • Unemployment rate spikes to 14.7%

    Unemployment rate spikes to 14.7%

    Major U.S. equity indices moved higher on the week, snapping a two-week streak of losses, as optimism grew over the prospects of effective COVID-19 treatments and vaccines.

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  • Hedge Accounting considerations for loan deferrals

    Hedge Accounting considerations for loan deferrals

    Read more about the hedge accounting considerations and impacts for loan deferrals as it relates to the COVID-19 pandemic.

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  • Hedging against growing risks in oil and gas lending

    Hedging against growing risks in oil and gas lending

    Read how banks that loan to the oil and gas industry are being impacted from the second sharp downturn in the past five years.

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  • Why interest rate swaps make sense for banks and borrowers3:54

    Why interest rate swaps make sense for banks and borrowers

    Learn why interest rate swaps are beneficial for both banks and their commercial borrowers.

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  • Optimizing and Protecting Financial Institution’s Balance Sheet

    Optimizing and Protecting Financial Institution’s Balance Sheet

    Interest rate risk management is top of mind for senior managers at financial institutions and has been Chatham’s focus for decades.

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  • U.S. economy contracts in the first quarter

    U.S. economy contracts in the first quarter

    The major U.S. equity indices moved lower on the week as weak domestic economic data and rising tensions between the U.S. and China soured investor sentiment.

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  • Getting Started with Swaps: Three Ways to Test the Water

    Getting Started with Swaps: Three Ways to Test the Water

    There are three distinct methods for community banks looking to enter the derivatives “waters.”

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  • ASU 2020-04: Reference Rate Reform

    ASU 2020-04: Reference Rate Reform

    Read more on the ASU 2020-04, Reference Rate Reform (“ASC 848”): Facilitation of the Effects of Reference Rate Reform on Financial Reporting.

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  • Understanding ASC 848

    Understanding ASC 848

    A summary of key issues companies need to know about the FASB's optional relief in ASC 848 Reference Rate Reform.

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  • Back-to-Back Interest Rate Swaps Explained in 3 Minutes3:47

    Back-to-Back Interest Rate Swaps Explained in 3 Minutes

    Back-to-back swaps work as follows: the bank enters into two separate transactions with the customer: 1) a floating-rate loan and 2) a companion fixed-rate swap with its customer.

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  • LIBOR Transition Update

    LIBOR Transition Update

    After December 31, 2021 the Financial Conduct Authority (“FCA”) will no longer compel banks to submit rates for the calculation of LIBOR, which may lead to a permanent cessation of this benchmark.

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  • Request the 2019 Swap Benchmark Stats Report

    Request Here
  • Back to Back Swaps

    Back to Back Swaps

    Help commercial customers make informed financing decisions by offering market-based, flexible, and transparent fixed rate solutions.

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  • Chatham Financial wins Hedging Adviser of the Year at the Risk Awards

    Chatham Financial wins Hedging Adviser of the Year at the Risk Awards

    Chatham Financial accepted the inaugural Hedging Adviser of the Year award at the 2020 Risk Awards. This new award recognizes excellence in providing independent advice to derivatives users.

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