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Our Team
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- Michael Kim
- John Kjelstrom
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- Rhona Macpherson
- Sean Marcellus
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Insights
- U.S. economy contracts sharply in the second quarter
- What is a forward curve?
- Agency ARM and interest rate cap update
- Be “real” – where do we go now?
- U.S./China relations fray
- U.S. real estate market update—July 27, 2020
- Designation strategies using simplified documentation could make hedge accounting more complicated
- Request your Q2 2020 Average Market Credit Spreads report
- Automation and Efficiency in Treasury
- Virus resurgence complicates reopening plans
- Europe real estate market update—20 July 2020
- Key trends in life insurance operations
- How insurance accounting teams can enable new investment strategies | Hedging floating rate investments
- How to win business with sophisticated lending tools
- Semiannual Market Update for U.S. Real Estate
- Underwriting swap exposures
- Semiannual Market Update for Corporations
- Top 4 limitations in managing CRE debt in Excel
- Semiannual Market Update for European Real Estate
- FAQ: USD LIBOR Transition to SOFR
- Equities rally as virus surges in U.S.
- U.S. real estate market update—July 13, 2020
- Why hire an advisor for a lender-required swap?
- What is an interest rate cap?
- Third-Party Swaps: we’ve got control issues
- What is an interest rate swap?
- Financial risk management serving commercial real estate since 1991
- Solutions that grow with your institution
- Optimizing and protecting your financial institution’s balance sheet
- The true cost of hedging
- Interest rate swap pricing: pulling back the curtain on syndication
- Strategic opportunities under the revised hedge accounting standard
- ChathamDirect financial risk management platform
- COVID-19 impacts on future debt issuances
- Hedging and COVID-19: 3 key considerations
- Reducing the impact of forecast errors
- Market volatility impacts fuel markets
- Upcoming changes to initial margin rules mitigate their impact
- EMIR Refit benefits European corporate entities
- FAQ: IBOR transition to risk-free rates in Europe
- ISDA Agreements and the effects of COVID-19
- Upcoming ISDA 2020 IBOR fallbacks protocol and amended 2006 ISDA definitions
- Why interest rate swaps make sense for banks and borrowers
- Restructuring interest rate derivatives for European publicly listed real estate investors
- Lending in 2020: a strong defense is the best offense
- FX hedging for Capital Economics
- £35M retained bond sale for RHP
- £150M private placement and A+ credit rating for Octavia Housing
- £250M public bond and A+ credit rating for Incommunities
- Refinancing Canadian renewables projects post PPAs
- Building a customer back-to-back swap program
- Refinancing risks and the potential effect on IRR
- FX deal-contingent hedging for a large private equity fund
- Hedging a EUR refinancing
- Termination of an existing interest rate hedge
- UK REIT: Pre-hedging loan breakage costs
- Interest rate hedging for M25 road refinancing
- UK offshore wind farm refinancing
- EMIR Refit reporting changes update
- Effective balance sheet hedging in the current climate
- Negative interest rate policy in Europe—how it works and what it means
- Defeasance FAQs
- Video: tools to manage interest rate risk
- SOFR forward curve: jump bootstrapper
- End Users’ challenges in the LIBOR transition
- LIBOR alternatives in loan documentation
- Back-to-back interest rate swaps explained in 3 minutes
- Silvertown Tunnel UK PPP
- £250M fundraising and A+ credit rating for Karbon Homes
- Hedging advice for the Rijkswaterstaat A16 road project
- Debt-raising and refinancing for Regional REIT
- Negative interest rate policy in the U.S.—what we currently know
- Market volatility impacts FX markets
- Interest rate floors: economic and hedge accounting impacts
- Chatham Financial wins Hedging Adviser of the Year at the Risk Awards
- The renewed importance of impairment testing
- Navigating hedging decisions for REITS during the COVID-19 crisis
- LIBOR transition: GBP update—18 May 2020
- Helping your customers understand interest rate swaps
- Hedge accounting advisory for financial institutions
- Optimize your defeasance
- U.S. real estate market update—May 11, 2020
- Video: understanding interest rate risk
- The plausibility of negative rates in the U.S. and UK
- When rates are zero, derivatives make every basis point count
- U.S. real estate market update—April 27, 2020
- Is the UK set for inflation?
- FASB decisions on COVID-19 hedge accounting impacts
- Market Update: Strategies for Volatile Markets Q1 2020
- Hedge accounting considerations for loan deferrals
- Chatham's response to ISDA's consultation on pre-cessation fallback provisions
- Europe real estate market update—6 April 2020
- U.S. real estate market update—April 6, 2020
- Understanding yield maintenance
- Coronavirus: businesses search for liquidity, credit
- Europe real estate market update—30 March 2020
- Cash is king: the old adage has never been more true
- U.S. real estate market update—March 30, 2020
- Debt valuation recommended policies and best practices
- Common FX questions in the current environment
- FAQ: Market volatility and impact on debt valuations
- How to manage FX hedges in a COVID-19 world
- U.S. real estate market update—March 23, 2020
- The implications of negative interest rates in the UK
- Defeasance pitfalls: What borrowers need to know
- Derivatives market update for financial institutions
- 2019 Back-to-back swap program benchmark statistics report
- U.S. real estate market update—March 16, 2020
- ASU 2020-04: Reference Rate Reform
- Do interest rate swaps with floors make sense?
- Derivative valuation methodologies for real estate investments
- Rates have dropped—should you consider refinancing?
- Understanding ASC 848
- Hedging in today's flat-to-inverted yield curve environment
- Key financing trends for Australian renewables
- LIBOR transition update
- Chatham's 2019 annual European business review
- UK Social Housing Annual Review 2019
- Do you have 2020 vision on your FX transactions?
- Interest rate swaption
- Interest rate swap and floor
- Participating interest rate swap
- Cancellable swap
- Interest rate collar
- Commodity call option
- Commodity put option
- FX forward
- FX option
- FX Swap/Rollover
- FX Collar
- Defeasance? Ask these questions.
- Rate cap provider ratings and downgrade triggers
- Defeasance best practices for borrowers, brokers, counsel
- What will your swap actually cost at closing?
- ChathamDirect 2019 product updates
- Chatham Financial acquires London-based JCRA Group
- Finalized Volcker Rule changes will benefit certain financial institutions
- Chatham crowned Risk Management Advisory Firm of the Year
- SEC raises expectations for public disclosures on LIBOR transition risks
- Chatham’s responses to ISDA’s LIBOR consultations
- The end of LIBOR: A guide for treasurers
- Response to ISDA's supplemental consultation spread and term adjustments for USD LIBOR
- Hedging in an inverted yield curve environment
- UK real estate debt market report
- Deal-contingent hedging
- The rise of energy from waste
- EMIR Refit impacts for fund-level hedging
- FX hedging for private debt funds
- ARRC consultations for fallback contract language
- Refinancing projects and pre-hedging financial market risks
- How to structure, launch, and build your interest rate swap program
- Chatham advises the Windsor Detroit Bridge Authority on Gordie Howe international project
- ISDA Consultation on Certain Aspects of Fallbacks for Derivatives
- Is foreign currency debt the right answer for FX hedging?