Derivative valuation methodologies for real estate investments
SummaryChatham 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.
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Request your Q2 2021 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, 2021. Debt mark-to-market had a slightly negative impact on equity fund returns in Q2 driven by spread compression in fixed...
Capital markets and accounting considerations in real estate M&A
Mergers and acquisitions involve a multitude of complexities and risks. Speed and accuracy at every stage of an acquisition is critical to not only winning the deal but also giving the transaction the best chance of financial and strategic success. Financial risk associated with the valuation of...
EPRA earnings and the requirement for debt valuation
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.
U.S. real estate market update—July 27, 2020
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.
Financial risk management serving commercial real estate since 1991
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.
The renewed importance of impairment testing
Real estate market participants remain cautious, requiring significant areas of judgement in quantifying updates to cash flow modeling and discount rates.
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 market for the purpose of financial reporting. This document is focused on clarifying policy and practice nuances related to debt valuation.