Real Estate

Hedging and capital markets resources for commercial real estate investors, REITs, and multifamily developers.

  • Market Insights - December 3, 2018

    Market Insights - December 3, 2018

    Minutes for Nov FOMC meeting suggest the Fed remains on its current trajectory of targeted increases in the Fed Funds rate while keeping an eye of the risks these hikes may have on continued growth.

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  • SOFR Transition to Impact Real Estate Market Broadly

    SOFR Transition to Impact Real Estate Market Broadly

    Evan Marble, a member of Chatham Financial’s hedge advisory team, was a guest on Nareit’s REIT Report podcast. Marble discussed the planned transition away from the LIBOR in favor of SOFR.

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  • Get current treasury and
    swap rates from Chatham

    ChathamRates.com
  • Rate Cap Provider Ratings and Downgrade Triggers

    Rate Cap Provider Ratings and Downgrade Triggers

    When a lender sets out the requirements of a cap, they nearly always stipulate minimum Counterparty Ratings Requirements.

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  • Caution: Potential Inverted Yield Curve Ahead

    Caution: Potential Inverted Yield Curve Ahead

    Robert Mangrelli, director of global real estate hedging and capital markets, discusses how the flat yield curve can be a leading indicator of a recession.

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  • The Obstacle-Strewn Path to Replacing LIBOR

    The Obstacle-Strewn Path to Replacing LIBOR

    Robert Mangrelli discusses key indications that the SOFR rate is being adopted by the market.

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  • Market leader in lender required interest rate hedging. Need a cap?

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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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  • 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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  • Chatham’s perspective on the concerns of end users facing LIBOR transition

    Chatham’s perspective on the concerns of end users facing LIBOR transition

    Chatham’s Rob Mangrelli’s statement today at the CFTC on key challenges with the transition from LIBOR for end users.

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  • Contact the Defeasance Team 610.925.3120

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  • Do you know what your swap will actually cost before closing?

    Do you know what your swap will actually cost before closing?

    Swap fee, credit charge, mark up...it has many names, but do you know the price before you go to closing?

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  • WSJ: Global Regulators Push for Faster Transition Away From Libor

    WSJ: Global Regulators Push for Faster Transition Away From Libor

    Chatham's Robert Mangrelli discusses market infrastructure and liquidity for SOFR products with The Wall Street Journal.

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  • Rising U.S. hedging costs decrease Asian real estate investment

    Rising U.S. hedging costs decrease Asian real estate investment

    With two more U.S. interest rate hikes planned for 2018, and rates in Japan and South Korea expected to remain static, hedging costs will likely increase further.

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  • Looking for help with your next hedge?

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  • Defeasance Pitfalls: What Borrowers Need to Know

    Defeasance Pitfalls: What Borrowers Need to Know

    While CMBS can be accretive to returns, it can also impair them; borrowers that refinance or sell mid-term will be forced to repay loans early, triggering a potentially painful exit.

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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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  • 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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  • Defeasance Best Practices for Borrowers, Brokers, and Counsel

    Defeasance Best Practices for Borrowers, Brokers, and Counsel

    Successor borrower rights are a material defeasance consideration, not just at the time of defeasance but at origination as well.

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  • Derivatives: Deal-contingent Hedgers Set Sights on Infrastructure

    Derivatives: Deal-contingent Hedgers Set Sights on Infrastructure

    Derivatives: Deal-contingent hedgers set sights on infrastructure January 3, 2018 “There is a complication,” says Conly. “It is one thing if the hedge is for a standard sale and purchase...

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  • Understanding Yield Maintenance

    Understanding Yield Maintenance

    Understanding Yield Maintenance Both yield maintenance and defeasance allow borrowers to unencumber the underlying real estate asset. However, from a legal and economic perspective, the two...

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  • Expert Panel Discussion – Implementing FASB’s Changes to Hedge Accounting

    Expert Panel Discussion – Implementing FASB’s Changes to Hedge Accounting

    Watch our webcast with experts from the FASB, EY’s national office, GE, Comerica, and Chatham Financial to learn about the upcoming changes to hedge accounting.

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  • Nareit: Accounting Expert Outlines Impact of FASB Hedge Accounting Proposals on REITs

    Nareit: Accounting Expert Outlines Impact of FASB Hedge Accounting Proposals on REITs

    Accounting Expert Outlines Impact of FASB Hedge Accounting Proposals on REITs May 11, 2017 Rob Barton, director of hedge accounting advisory at Chatham Financial, joined REIT.com for a video...

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  • The State of Play on Derivatives Regulation

    The State of Play on Derivatives Regulation

    The State of Play on Derivatives Regulation Now more than a year since a new Presidential administration took residence on Pennsylvania Avenue, consequential changes to derivatives laws are...

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