91-100 of 671
results
-
Market Update
Expert Conversation with Matt Henry and Rob Kaplan
- Real Estate
- Corporates
- Financial Institutions
- Infrastructure
- Insurance
- Private Equity
- Interest Rate Risk Management
- Fiscal & Monetary Policy
Matt Henry, Chatham's Managing Partner and CEO, and Rob Kaplan, former President and CEO of the Federal Reserve Bank of Dallas, discuss the economy, alternative capital sources, interest rates, and more. -
Case Study
Polaris assesses commodity risk and implements a new commodity hedging program
- Corporates
- Commodity Risk Management
- Hedge Accounting
- Technology
Facing extreme volatility in the diesel, aluminum, and steel markets, Polaris partnered with Chatham to assess its commodity risk and develop a hedging program that achieved its economic and accounting objectives. -
Guide
SOFR update for customer hedging programs
- Financial Institutions
- Interest Rate Risk Management
With renewed efforts towards business-generating activities as we move past London Interbank Offered Rate (LIBOR) cessation, financial institutions (FIs) should evaluate the different Secured Overnight Financing Rate (SOFR) indices they offer to remain competitive and to provide their customers... -
Case Study
Hedge accounting implementation leads to an automated solution
When facing increasing shifts in the manufacturing sector, new senior leadership of a Fortune 100 company proposed the application of hedge accounting. The firm was faced with integrating and automating an accounting program to support the high volume of trades and meet its complex needs in... -
Article
Six key steps to implementing an operational FX program
- Corporates
- Foreign Currency Risk Management
- Technology
Over Chatham’s 30 years serving clients, we identified six key activities for implementing a leading-practice operational FX program: -
Article
Hidden drivers of FX gain/loss: stranded balances
- Corporates
- Foreign Currency Risk Management
“Stranded” or “shadow” balances have become a common problem for corporates looking to minimize FX gain/loss noise due to remeasuring balances. In this article, we’ll give some background on what these balances are, how to manage existing ones, and how to prevent new ones from forming. -
Guide
Do interest rate swaps with floors make sense?
- Financial Institutions
- Financial Institutions
- Interest Rate Risk Management
- Borrower Swap Solution
Discover the mechanics and implications for financial institutions when using an interest rate swap with an embedded floor. -
Article
Interest rate caps vs. swaps: weighing the alternatives
- Corporates
- Interest Rate Risk Management
When deciding between interest rate caps and swaps, you typically need to consider the inherent benefits of each instrument within the context of the current interest rate environment. In this article, we’ll review the fundamentals of caps and swaps and consider how market factors can affect... -
Article
Achieving automation and efficiency in treasury
- Corporates
- Interest Rate Risk Management
- Foreign Currency Risk Management
- Commodity Risk Management
- Hedge Accounting
- Valuation
- Technology
Treasury teams can optimize the hedging and hedge accounting process through new technology tools and operating workflows. Whether improving exposure forecast visibility, achieving a faster close process, or improving platform integration, many opportunities exist for treasury to drive efficiencies. -
Guide
Term SOFR – daily SOFR divergence
- Corporates
- Infrastructure
- Insurance
- Private Equity
- Real Estate
- Interest Rate Risk Management
Term SOFR is an index rate frequently used in floating-rate loans and notes. It is published by the Chicago Mercantile Exchange (CME Group) in tenors of one, three, six, and 12 months and reflects market expectations for spot SOFR (an overnight rate) for that given tenor. This piece examines...
91-100 of 671
results