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The State of Play on Derivatives Regulation Now more than a year since a new Presidential administration to...
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...
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.
Learn how to help your commercial customers understand why an interest rate swap makes.
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.
Learn how an interest rate swap with an embedded floor works and what the implications are for utilizing this structure.
Our experts will examine the factors driving the markets and discuss the balance sheet risk management strategies that are being implemented.
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.
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.
Read more about the hedge accounting considerations and impacts for loan deferrals as it relates to the COVID-19 pandemic.
Read how banks that loan to the oil and gas industry are being impacted from the second sharp downturn in the past five years.
Learn why interest rate swaps are beneficial for both banks and their commercial borrowers.
Interest rate risk management is top of mind for senior managers at financial institutions and has been Chatham’s focus for decades.
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.
There are three distinct methods for community banks looking to enter the derivatives “waters.”
Read more on the ASU 2020-04, Reference Rate Reform (“ASC 848”): Facilitation of the Effects of Reference Rate Reform on Financial Reporting.
A summary of key issues companies need to know about the FASB's optional relief in ASC 848 Reference Rate Reform.
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.
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.
Help commercial customers make informed financing decisions by offering market-based, flexible, and transparent fixed rate solutions.
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.