Request your Q2 2020 Average Market Credit Spreads report
The information presented in this report represents average credit spread conclusions segregated by property type and grouped by LTV for the quarter ending June 30, 2020. Please use this form to request your copy of the Q2 2020 Average Market Credit Spreads report from Chatham.
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Recent changes in the EPRA NAV measures have led many CRE borrowers to include a valuation on their debt portfolios. The following commentary summarises the changes, and how Chatham is assisting clients in this valuation and reporting process.
In reviewing what has transpired in the commercial real estate (CRE) lending markets over the past six months, we found it helpful to re-read our market commentary as it was written at the end of each of the last three quarters.
Chatham Financial is the largest independent financial risk management advisory and technology firm. A leader in debt and derivative solutions, we provide access to in-depth knowledge, innovative tools, and an incomparable team to help mitigate risks associated with interest rate and FX exposures.
On November 26, 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.
Real estate market participants remain cautious, requiring significant areas of judgement in quantifying updates to cash flow modeling and discount rates.
The purpose of this document is to provide a framework for understanding best practices in marking debt to market for the purpose of financial reporting. This document is focused on clarifying policy and practice nuances related to debt valuation.
The following are answers to commonly asked questions around market volatility and its impact on debt valuations.
Chatham provides daily valuations for tens of thousands of interest rate, foreign currency, and commodity derivatives. The interest rate derivatives valued include swaps, cross currency swaps, basis swaps, swaptions, cancellable swaps, caps, floors, collars, corridors, and interest rate options.