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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The True Cost of Hedging
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.
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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Treasurers: What Your Team Needs from a Treasury Risk Management System
Treasurers, whether you know it or not, your team is beset with dangers. They are already a lean team doing more than their fair share of work, managing cash and risk and other important missions.
What Your Accountants Need from a Treasury Risk System
If you are in the process of researching treasury systems for your team, you are likely spending time considering what your accountants need.
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Many companies are using derivatives to address the impact of rising interest rates on their business.
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.
FX Risk: Break the Cycle of “Just Keeping Up”
Working on a lean treasury team can be a difficult job. The large number of areas that have to be covered and the amount of information that needs to be gathered, analyzed and understood is daunting.
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...
The State of Play on Derivatives Regulation
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Increase Your FX Penetration and Better Serve Customers
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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.
Derivatives: Deal-contingent Hedgers Set Sights on Infrastructure
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Analyzing FX Exposures to Understand Risk
The three common questions companies have to answer when analyzing and mitigating FX risk
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.
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.
Crypto Token Financial Risk Management: Analogy
Looking at bitcoin through the historical view of traditional commodity markets.
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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