LIBOR Transition

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

  • FAQ: USD LIBOR Transition to SOFR

    FAQ: 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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  • SEC raises expectations for public disclosures on LIBOR transition risks

    SEC 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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  • Chatham's responses to ISDA's LIBOR consultations

    Chatham'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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  • FASB’s proposed accounting relief clears the way for hedge accounting to continue during LIBOR transition

    FASB’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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  • 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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  • Bank Yield Index and constructing a term-SOFR curve

    Bank 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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  • 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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  • 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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  • 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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  • 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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