LIBOR Transition
Insights from Chatham Financial on the market's eventual LIBOR transition to alternative rates
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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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View MoreLIBOR transition update
An update on ISDA's changes to its 2006 Definitions to provide for fallback rates for the LIBOR transition and the upcoming new protocol to incorporate new fallback definitions.
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View MoreFAQ: IBOR transition to risk-free rates in Europe
Chatham’s experts on financial risk, hedge accounting, and regulatory matters answer questions our clients have asked to prepare for risk-free rates in Europe.
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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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Learn how Chatham can help you prepare for the upcoming transition
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6:58Watch VideoLIBOR transition: GBP update—18 May, 2020
Despite the disruption caused by the COVID-19 pandemic, the UK Financial Conduct Authority is still advising all market participants to prepare for a discontinuation of LIBOR at the end of 2021.
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9:37Watch VideoU.S. real estate market update—May 11, 2020
This summarizes the impacts that COVID-19 has had on repo markets and SOFR, how market participants have responded, and the possible implications of the economic slowdown on the LIBOR-SOFR transition.
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View MoreARRC pushes for NY State legislation to support IBOR transition and endorses cash instrument spread adjustment methodology
The ARRC seeks legal certainty from New York state to clarify what will happen when LIBOR benchmark rates are no longer available and announces its fallback spread methodology.
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View MoreARRC consultation on spread adjustments for fallbacks in cash products referencing USD LIBOR
Chatham's response to the ARRC consultation on spread adjustment within loan documentation. It is essential for end users that the fallbacks for cash instruments align with fallbacks for derivatives.
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View MoreISDA consultation on pre-cessation fallbacks
ISDA issued a consultation on whether a pre-cessation trigger should be added to their standard documentation.
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View MoreChatham's response to ISDA's consultation on pre-cessation fallback provisions
Chatham believes that pre-cessation fallback provisions should be included in the Supplement to the 2006 ISDA Definitions and the related Protocol.
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View MoreLibor Transition Expected to Accelerate in 2020
Matt Hoffman discusses how clearinghouse actions will be key in the move to SOFR.
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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 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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