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.

An FX Swap/Rollover is a strategy that allows the client to roll forward the exchange of currencies at the maturity (settlement) of a Forward contract.

An interest rate swap and floor is a combination of an interest rate swap with the purchase of an interest rate floor.

An FX collar involves buying a cap and selling a floor on the same currencies with the same expiration date. The two options set the upper and lower strike prices.

Interest rate caps are purchased to hedge floating-rate loans every business day. Cap pricing is driven by economic factors including the notional hedged, term, strike rate, forward curve, and volatility of the underlying index.

A case study of how Chatham helped publicly listed company Regional REIT with a successful £50M fund-raise.

A case study of how Chatham advised a UK REIT how to optimise its hedging strategy, when substituting an existing loan.

What financial institutions need to know about the revisions to the Volcker Rule.

This white paper introduces the key sources of FX exposure, some common methods for mitigating FX risks, and some of the challenges and choices that typically arise around that process.

A borrower swap program is a tool to help banks compete for long-term, fixed-rate loans. Success starts with identifying goals, deciding how to resource, and building the program.