Term Versions of LIBOR-Replacement Rates Pick Up Steam

January 22, 2019 Chatham Financial

 

 

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. Nearer term, however, it is difficult to predict how hardwired approaches will work in practice, because RFRs and spread adjustments are still being developed. Hence market participants must be wary of locking themselves into hardwired approaches that could lead to unpredictable results.

Read More

Previous Article
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 t...

Next Article
How to Measure the Success of Your Customer Swap Program
How to Measure the Success of Your Customer Swap Program

You launched a customer swap program for your financial institution. You may have one swap, or many swaps, ...

Questions on Chatham News?

Email Us