Expert Conversation with Matt Henry and Rob Mangrelli
Matt Henry, Chatham's Managing Partner and CEO, met with Rob Mangrelli, Managing Director of Hedging and Capital Markets, and together, they discussed a range of economic topics.
Key discussion themes
- Economic indicators to monitor market volatility
- Explanation of economic theories and policies
- Capital markets during the GFC compared to present day
- History of inflation and its impact on the markets
- Fed policies and future capital considerations
Term SOFR, USD LIBOR, and Treasury Forward Curves
Forward curves are often useful for forecasting and underwriting floating- and fixed-rate debt or for calculating yield maintenance, but should not be viewed as predictive of actual future interest rates. Stay up to date as market data changes. View swap rates and forward curves.
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Your guide for upcoming market closures
Quickly see U.S. and U.K. holidays for the next 10 years to assist your capital markets planning processes. We've color-coded each closure date by its affected region and hovering over the date reveals the holiday name that you can download directly to your calendar.
Video Q&A with Chatham's Head of EMEA, Jackie Bowie
In this interview, Jackie discusses macro and micro economic issues and trends that the U.K. and Europe could be facing going into 2023 and 2024.
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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.23-0073
Our featured insights
Chatham Financial announces CEO transition effective January 2022
Matt Henry named the next Chatham CEO
Chatham Financial wins Hedging Adviser of the Year at the Risk Awards
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.
- Post Date
- May 22, 2020
Interest rate swaption
An interest rate swaption is an option that provides the borrower with the right but not the obligation to enter into an interest rate swap on an agreed date(s) in the future on terms protected by the swaption.
Interest rate swap and floor
An interest rate swap and floor is a combination of an interest rate swap with the purchase of an interest rate floor.
Participating interest rate swap
A participating interest rate swap is a derivative instrument that combines an interest rate swap with an interest rate cap. A portion of the debt is hedged with a swap and the remainder with a cap.
A cancellable swap is a combination of an interest rate swap and a receiver’s swaption that may be cancelled by the borrower at no cost on an agreed future date.
Interest rate collar
An interest rate collar is an option used to hedge exposure to interest rate moves. It protects a borrower against rising rates and establishes a floor on declining rates through the purchase of an interest rate cap and the simultaneous sale of an interest rate floor.
Chatham crowned Risk Management Advisory Firm of the Year
JCRA, now part of Chatham Financial, the independent financial risk management advisory, is delighted to announce that it has been recognised as Risk Management Advisory Firm of the Year at the GlobalCapital Global Derivatives Awards 2019.
- Post Date
- Sep 25, 2019