Hedging

Interest rate, foreign currency and commodity hedging news and resources. Covering LIBOR, ISDA, hedging benchmarking, and derivatives trends in the markets.

  • REITs Should Prepare for Likely Transition from LIBOR

    REITs Should Prepare for Likely Transition from LIBOR

    Gavin Duckworth, director of hedging and capital markets at Chatham Financial, participated in a video interview at REITwise 2018, Nareit’s Law, Accounting & Finance Conference in Hollywood, Florida.

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  • Considerations for LIBOR Alternatives in Loan Documentation

    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.

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  • FX Risk: Break the cycle of “just keeping up”

    FX Risk: Break the cycle of “just keeping up”

    The first step in managing your FX risk – collecting exposures from your business units – can be an exhausting and error prone process

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  • Learning Curve: The Promise and Perils of Deal-Contingent Hedging

    Learning Curve: The Promise and Perils of Deal-Contingent Hedging

    Deal-contingent hedging can be a great way to hedge risks associated with mergers and acquisitions, but a number of pitfalls can flummox first time users of these specialist derivatives.

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  • A vine copula–GARCH approach to corporate exposure management

    Our results suggest that, while more traditional models may be adequate to capture either tail behavior or dependence adequately for a given portfolio at a given time, vine–GARCH models more...

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  • The State of Play on Derivatives Regulation

    The State of Play on Derivatives Regulation

    The State of Play on Derivatives Regulation Now more than a year since a new Presidential administration took residence on Pennsylvania Avenue, consequential changes to derivatives laws are...

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  • Increase Your FX Penetration and Better Serve Customers

    Increase Your FX Penetration and Better Serve Customers

    About 95% of bank accounts outside the US are denominated in some currency other than USD. Yet the percentage of wires going to international destinations in a foreign currency is in single digits.

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  • A Practical Guide to Using Receive-Fixed Interest Rate Swaps to Reduce Asset-Sensitivity

    A Practical Guide to Using Receive-Fixed Interest Rate Swaps to Reduce Asset-Sensitivity

    Banks use several techniques to convert some of their asset-sensitivity to current period earnings. Traditional non-derivative approaches take time and can create capital implications for the bank.

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  • Derivatives: Deal-contingent Hedgers Set Sights on Infrastructure

    Derivatives: Deal-contingent Hedgers Set Sights on Infrastructure

    Derivatives: Deal-contingent hedgers set sights on infrastructure January 3, 2018 “There is a complication,” says Conly. “It is one thing if the hedge is for a standard sale and purchase...

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  • Loan Level Hedging Programs Under the Volcker Rule

    Loan Level Hedging Programs Under the Volcker Rule

    Regulators have indicated that a financial institution desiring to conform its loan level hedging program to a permitted form of proprietary trading should pursue the market making exemption.

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  • NeuGroup FXMPG Summit 2018

    NeuGroup FXMPG Summit 2018

    NeuGroup FX Summit, hosted by Chatham Financial, discussed new hedge accounting policies and FX management implications of U.S. tax reform.

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  • Crypto Token Financial Risk Management: Analogy

    Looking at bitcoin through the historical view of traditional commodity markets.

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  • Semi-Annual Market Update

    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.

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  • A Return to Emotional Hedging?

    A Return to Emotional Hedging?

    We Philadelphia sports fans are a long-suffering lot. Our Flyers last won the NHL title in 1975, so long ago that it was the last Stanley Cup-winning team composed...

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  • Compete for Long-Term Fixed-Rate Deals. Manage Interest Rate Risk. Earn Fee Income.

    Compete for Long-Term Fixed-Rate Deals. Manage Interest Rate Risk. Earn Fee Income.

    RateManager equips you with a turn-key borrower-facing swap program, enabling you to generate fee income while offering your borrowers a competitive long-term fixed-rate financing package.

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  • The State of Financial Risk Management: Benchmark Report

    The State of Financial Risk Management: Benchmark Report

    An independent study of more than 1,500 US, public companies examining their risk exposures, hedging, and hedge accounting practices as reported in their 2015 annual 10-K.

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  • Commodity Risk Fitness: A Guide to Shaping Up

    Commodity Risk Fitness: A Guide to Shaping Up

    This brief guide will draw parallels between a successful fitness plan and developing a successful commodity risk management program, citing components and implications every treasury professional

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  • Going Long: Four Ways to Mitigate the Risk of Long-Term, Fixed-Rate Lending

    Going Long: Four Ways to Mitigate the Risk of Long-Term, Fixed-Rate Lending

    For any financial institution that wants to use derivatives to mitigate the interest rate risk associated with longer term, fixed-rate lending, the path forward can be daunting.

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  • Looking for Alternatives to Manage Interest Rate Risk?

    Looking for Alternatives to Manage Interest Rate Risk?

    RateManager suite of turnkey solutions enables regional and community financial institutions to meet borrower demand for fixed-rate loans without adversely impacting their interest rate risk profile.

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  • Common Challenges to Hedging FX Risk

    Common Challenges to Hedging FX Risk

    This article will cover three key hurdles that companies face when crafting and maintaining currency hedging programs: Data, Design, and Accounting.

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