Debt valuation recommended policies and best practices
The purpose of this document is to provide a framework for understanding best practices in marking debt to ...
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swap rates from Chatham
U.S. real estate market update—March 30, 2020
Weekly bulletin—Cash is king: the old adage has never been more true
Last week, Fitch downgraded the UK sovereign credit rating one notch to AA-, citing the inevitable increased borrowing which will be required to fund the stimulus.
Europe real estate market update—30 March, 2020
Why are LIBOR and swap rates not following the central bank rates down? What is the status with LIBOR transition and should I continue to prepare? Read this week's European real estate market update.
Congress passes stimulus bill
The Federal Reserve continued to deploy aggressive and extensive measures to mitigate the economic impact of the COVID-19 outbreak.
Common FX questions in the current environment
Multiple standard deviation movements in currency rates since the COVID-19 pandemic unfolded has brought FX to the forefront. Here’s a list of common FX questions that Chatham has fielded.
FAQ: Market volatility and impact on debt valuations
As Treasury yields and LIBOR continue to decline, we have provided comments on a few frequently asked questions related to the expected impact of market volatility on debt valuation conclusions.
Real estate market update—March 23, 2020
This past week saw no abatement to the market uncertainty and volatility that had characterized the previous two weeks.
How to manage FX hedges in a COVID-19 world
The impact of the coronavirus on the global economy, equity, bond, and FX markets is immense. Currency markets have always been a barometer of financial market volatility.
The implications of negative interest rates in the UK
Following last week’s interest rate cut by the Bank of England, GBP swap rates fell to all-time lows with the 5-year swap reaching 0.29% and the 10-year swap only one basis point higher at 0.30%.
Real estate market update—March 16, 2020
The past month has provided the most volatile and concerning set of market conditions since the 2008 financial crisis. During the past 30-day period, we have witnessed a peak 25% decline in the S&P.
Debt valuation market update, Q1 2020
This webinar highlights the key drivers of debt valuation for first quarter 2020. They will also cover hot topics including recent market volatility and projected impact on fund returns.
What is an interest rate cap?
An interest rate cap is essentially an insurance policy on a floating-rate, most frequently 1-month LIBOR. It has three primary economic terms: notional, term, and strike rate.
Financial risk management serving commercial real estate since 1991
From the start, Chatham built its reputation in real estate. Today, we're at the forefront of the industry, offering best-in-class advisory and technology services for CRE investors.
Rates have dropped—should you consider refinancing?
As rates fall dramatically, many borrowers consider the possible benefits of refinancing fixed-rate loans. CRE borrowers should consider refinancing floating-rate loans with embedded floors.
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 . . .
Libor Transition Expected to Accelerate in 2020
Matt Hoffman discusses how clearinghouse actions will be key in the move to SOFR.
Debt Valuation Market Update Q4 2019
This webinar highlighted the key drivers of debt valuation for fourth quarter 2019. They also covered hot topics including Chatham's debt valuation methodology in accordance with accounting...
Chatham Financial wins Hedging Adviser of the Year at the Risk Awards
Chatham Financial accepted the inaugural Hedging Adviser of the Year award at the 2020 Risk Awards. This new award recognizes excellence in providing independent advice to derivatives users.
Chatham Financial Acquires London-Based JCRA Group
Chatham Financial announced today that it has acquired the JCRA Group, significantly expanding the firm’s presence in Europe to create a global powerhouse in financial risk management solutions.
FAQ: USD LIBOR Transition to SOFR