LIBOR Transition
Insights from Chatham Financial on the market's eventual LIBOR transition to alternative rates
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View MoreUpcoming ISDA 2020 IBOR fallbacks protocol and amended 2006 ISDA definitions
What to expect in ISDA's upcoming revision to its fallback protocol and definitions detailing the circumstances in which trades will transition away from IBORs
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View MoreEnd Users’ Challenges in the LIBOR Transition
End users must recognize and understand the complexity of the challenges during the LIBOR transition so they can act to mitigate their impact.
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Chatham’s response to ISDA’s consultation on the final parameters of the LIBOR transition
Chatham's evaluation of spread and term options that will best serve market participants through the IBOR transition in response to ISDA's consultation.
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View MoreU.S. companies advised to prepare for multiple benchmark rates in transition from LIBOR
Globally expanding businesses need to look beyond the replacement created by the Federal Reserve panelists say during AFP 2019, including Rob Mangrelli of Chatham Financial.
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View MoreFAQ: USD LIBOR Transition to SOFR
USD LIBOR transition to SOFR: Frequently asked questions for end users. How to start preparing for the USD LIBOR transition and what to expect in the next 18 months.
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Learn how Chatham can help you prepare for the upcoming transition
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View MoreSEC raises expectations for public disclosures on LIBOR transition risks
Chatham's methodology for entities to assess their LIBOR transition activities and risks to meet the SEC's new expectations for disclosure.
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View MoreChatham's responses to ISDA's LIBOR consultations
Chatham's respondes to both ISDA consultations in July 2019, focusing on the potential impacts of ISDA’s proposals on derivatives end users.
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View MoreFASB’s proposed accounting relief clears the way for hedge accounting to continue during LIBOR transition
Chatham CPA Rob Anderson explains how FASB's recently proposed Topic 848 allows hedge accounting to continue if a contract is modified as a result of reference rate reform.
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View MoreResponse to ISDA's supplemental consultation spread and term adjustments for USD LIBOR
Chatham's response to ISDA's Supplemental Consultation on Spread and Term Adjustments for Fallbacks in Derivatives Referencing USD LIBOR, CDOR and HIBOR
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View MoreResponse to ISDA's Consultation on Pre-Cessation Issues for LIBOR
Chatham's response to ISDA's Consultation on Pre-Cessation Issues for LIBOR and Certain Other Interbank Offered Rates (IBORs)
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View MoreBank Yield Index and constructing a term-SOFR curve
Comparing solutions for constructing a term-SOFR curve: Matt Hoffman comments on the methodology Chatham has used to create daily, monthly, and quarterly term-SOFR curves.
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View MoreSOFR Forward Curve: Jump Bootstrapper
The background, methodology, and applicability for Chatham Financial’s SOFR forward curve, taking into account key dates such as FOMC meetings.
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View MoreConsiderations 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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View MoreHelping End Users Navigate the Transition to IBOR Alternatives
Chatham Financial has drafted a list of principles and potential actions to facilitate the transition from LIBOR and protect end users against unnecessary costs, risks, and disruption.
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View MoreARRC Consultations for Fallback Contract Language
U.K.’s Financial Conduct Authority (FCA) announced that banks would no longer be compelled by the FCA to support LIBOR past the end of 2021.
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View MoreLIBOR Fallback Language on Bilateral Business Loans
Chatham provided comment on ARRC consultations regarding the fallback contract language for new originations of LIBOR Bilateral business loans.
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View MoreISDA Consultation on Certain Aspects of Fallbacks for Derivatives
Chatham's response to ISDA's consultations on amending the 2006 ISDA Definitions to provide fallback definitions for key IBORs upon their permanent discontinuation.
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View MoreSemi-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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View MoreCorporate Borrowers Must Engage More in SOFR Phase-In
Corporate borrowers are running out of time to weigh in on SOFR as the benchmark rate to replace LIBOR.
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View MorePreparing for SOFR: Changing the Playbook
This webinar will recap what we know so far about the transition toward risk free rates and provide insight into what financial institution management teams are doing now to prepare.
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