Considering derivatives for smoothing earnings and managing interest rate risk

In a holiday-shortened week, the major U.S. equity indices moved lower while long-term Treasury yields ticked modestly higher as signs of firming inflationary pressures, hawkish comments from Federal Reserve officials, and the latest legislative developments in Washington dominated headlines and investors’ attention.

In the lead-up to the holiday weekend, the major U.S. equity indices ended the week mixed with the S&P 500 and Nasdaq Composite Index setting new intraday highs as market participants dissected the latest economic data, most notably the August nonfarm payroll report, and comments from Federal Reserve officials.

Excess liquidity in the financial system creates challenges for financial institutions. Balance sheets demonstrate greater sensitivity to short-term rates and NIM compresses.

In an eventful week, the major U.S. equity indices and long-term treasury yields moved higher as investors digested Fed Chair Powell’s Jackson Hole comments, mixed economic data, and the continued spread of the COVID-19 delta variant.

The Alternative Reference Rates Committee issued updated guidance regarding the scope of use for Term Secured Overnight Financing Rate (SOFR) derivatives.

Todd Cuppia spoke to S&P's Capital IQ about how banks can prepare for the opportunities created by the surge in deposits sitting on their balance sheets.

In this installment of Chatham Financial’s Market Update webinar series, our experts will examine the factors driving the markets and discuss the balance sheet risk management strategies that are being implemented by our clients. We will share perspective on the interest rate risk management...

The major U.S. equity indices moved lower for the week, falling from all-time highs, as market participants digested mostly weaker-than-expected economic data, the continued spread of the COVID-19 delta variant, and the minutes of the latest FOMC meeting.