LIBOR Transition

Insights from Chatham Financial on the market's eventual LIBOR transition to alternative rates

  • Helping End Users Navigate the Transition to IBOR Alternatives

    Helping 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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  • Response to ISDA's Supplemental Consultation Spread and Term Adjustments for USD LIBOR

    Response 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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  • Response to ISDA's Consultation on Pre-Cessation Issues for LIBOR

    Response 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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  • 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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  • SOFR Forward Curve: Jump Bootstrapper

    SOFR 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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  • Learn how Chatham can help you prepare for the upcoming transition

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  • ARRC Consultations for Fallback Contract Language

    ARRC 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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  • LIBOR Fallback Language on Bilateral Business Loans

    LIBOR 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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  • ISDA Consultation on Certain Aspects of Fallbacks for Derivatives

    ISDA 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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  • 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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  • Corporate Borrowers Must Engage More in SOFR Phase-In

    Corporate 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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  • Preparing for SOFR: Changing the Playbook

    Preparing 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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  • LIBOR Fallbacks a Low Priority for Most Bond Investors

    LIBOR Fallbacks a Low Priority for Most Bond Investors

    LIBOR-backed securities, sold with poor fallback language to apply if LIBOR ceases in 2021, require investors to familiarize themselves with fallback provisions.

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  • How FASB can help hedge accountants weather the LIBOR transition

    How FASB can help hedge accountants weather the LIBOR transition

    Rob Anderson, product manager at Chatham Financial, discusses the FASB guidance and time required to transition from LIBOR to another benchmark rate.

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  • FASB carefully crafts transition guidance for SOFR

    FASB carefully crafts transition guidance for SOFR

    Rob Anderson, director in Chatham Financial’s hedge accounting practice, discusses FASB’s guidance on the transition to SOFR.

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  • LIBOR Transition: Replacements Begin Addressing Cash Products

    LIBOR Transition: Replacements Begin Addressing Cash Products

    Eric Juzenas discusses the possibility of variations to ARRC’s fallback language, but says it will be used as a starting point for most dealers and lenders updating their documentation.

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  • Term Versions of LIBOR-Replacement Rates Pick Up Steam

    Term Versions of LIBOR-Replacement Rates Pick Up Steam

    Eric Juzenas, a director in the Chatham Financial global regulatory solutions team, said that a hardwired approach has benefits over the long run because of the certainty and transparency it provides.

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  • 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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  • A Banking Rule Change Puts $350 Trillion Of Debt In Limbo

    A Banking Rule Change Puts $350 Trillion Of Debt In Limbo August 7, 2017 “Clearly, given the wide variety of language that can potentially appear in a loan agreement, any broad example will not...

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  • Life After LIBOR: The $350 Trillion Question

    Life After LIBOR: The $350 trillion question On an otherwise quiet, summer Thursday, the news yesterday morning of the expected future discontinuation of LIBOR has created a flurry of...

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  • Regulators Underscore Urgency of LIBOR Transition

    Regulators Underscore Urgency of LIBOR Transition

    Robert Mangrelli discusses risk of LIBOR no longer existing, banks limiting issuance of debt or derivatives based on LIBOR & pushing market participants to find ways to value and hedge SOFR products.

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