Building a customer back-to-back swap program
Financial Institutions | Kennett Square, PA
Help commercial customers make informed financing decisions by offering market-based, flexible, and transparent fixed rate solutions.
Turn-key advisory and technology platform
Chatham’s back-to-back solution, RateManager, helps community and regional financial institutions win profitable long-term fixed rate deals, grow revenue through product line diversification, and build stronger customer relationships.
Enterprise-class software built to meet the needs of the most demanding financial institution.
Efficiency regardless of deal volume, from one trade to hundreds of trades.
One team dedicated to helping your financial institution and your customers succeed.
Control and complianceBest in class controls, data quality infrastructure, and risk management automation.
Success with a customer back-to-back swap program
Chatham works with over 190 financial institutions of all sizes to help launch, run, and grow successful customer back-to-back swap programs. We offer a platform where all participants can succeed through the combination of best practices, client feedback, and industry-wide collaboration. We deliver the knowledge and know-how to help our clients make the next move and benefit each step of the way.
Keys to program success:
Chatham's support along the way:
Are you looking to get started?
Get in contact with a Chatham advisor today.
Chatham Hedging Advisors, LLC (CHA) is a subsidiary of Chatham Financial Corp. and provides hedge advisory, accounting and execution services related to swap transactions in the United States. CHA is registered with the Commodity Futures Trading Commission (CFTC) as a commodity trading advisor and is a member of the National Futures Association (NFA); however, neither the CFTC nor the NFA have passed upon the merits of participating in any advisory services offered by CHA. For further information, please visit chathamfinancial.com/legal-notices.
Transactions in over-the-counter derivatives (or “swaps”) have significant risks, including, but not limited to, substantial risk of loss. You should consult your own business, legal, tax and accounting advisers with respect to proposed swap transaction and you should refrain from entering into any swap transaction unless you have fully understood the terms and risks of the transaction, including the extent of your potential risk of loss. This material has been prepared by a sales or trading employee or agent of Chatham Hedging Advisors and could be deemed a solicitation for entering into a derivatives transaction. This material is not a research report prepared by Chatham Hedging Advisors. If you are not an experienced user of the derivatives markets, capable of making independent trading decisions, then you should not rely solely on this communication in making trading decisions. All rights reserved.20-0004
Our featured insights
Despite faltering stimulus bill negotiations, rising COVID-19 cases in the U.S. and Europe, and troubling COVID-19 vaccine developments, the major U.S. equity indices marched higher for the third consecutive week.
Challenged by having excess liquidity and fewer loan opportunities, financial institutions need to utilize all available tools to be competitive and determine how best to meet their customers’ needs while also managing their own rate risk in this historically low-rate environment.
The major U.S. equity indices moved higher for a second consecutive week as hopes for a breakthrough in stimulus package negotiations, positive COVID-19 treatment developments, and better-than-expected economic data improved investor sentiment despite rising COVID-19 cases in the U.S. and Europe.
The CEO of a community bank who actively uses a correspondent bank hedging program contacted Chatham and was looking to analyze pricing. They wanted better visibility into the economics of a $6.8M transaction the bank had recently executed.
A $2.8B community bank in the Midwest wanted to provide their commercial borrower with long-term fixed rate funding through a swap program with a correspondent bank. The correspondent bank denied their request due to a disagreement over loan-to-value proceeds.
Each year we publish a back-to-back swap benchmark report capturing the previous year’s activity that compares data across years, regions, and bank asset size. Given the unique circumstances of 2020, we are providing a midyear update. Request your copy to gain additional insight.
Our experts examine the factors driving the markets and discuss the balance sheet risk management strategies being implemented by financial institutions. We will share perspective on the interest rate risk management concerns by reviewing the challenges and opportunities in today’s volatile market.
In a piece written for BAI, Matt Tevis highlights how smaller institutions are thinking about how they can retain and broaden their new commercial relationships.