Skip to main content
Sitemap
-
Home
-
Solutions
-
Industries
-
About Us
-
Global Offices
-
Tools & Technology
-
Careers
-
Subscribe
-
Contact us
-
Privacy policy
-
Modern slavery statement
-
Legal notices
-
Terms & conditions
-
Our Team
-
Insights
-
Markets show resilience in spite of increased trade uncertainty
-
Request your Q2 2025 Lending Market Overview
-
Hairy charts: the accuracy of SOFR, SONIA, and EURIBOR vs. historical LIBOR forward curves
-
FX forward rates and hedging costs
-
Jobs stronger than expected, markets reach record highs
-
Request your Q2 2025 Market Credit Spreads report
-
Request your Q2 2025 business plan assumptions
-
Financial leaders discuss capital markets priorities at the 2025 Chatham Financial Client Summit
-
S&P hits all-time high, yields fall
-
Fed holds rates steady amid elevated inflation expectations and geopolitical tensions
-
BoE leaves rates unchanged, ECB cuts as expected
-
Holding pattern: the Fed’s continued pause as uncertainty remains elevated
-
Inflation cools, yields decline, oil surges
-
Labor market remains resilient, equities and yields rise
-
Consumer confidence rebounds, yields decline
-
Yields trend higher while new tax bill impacts markets
-
The U-shaped yield curve explained: What it means for rates, recession, and strategy
-
Economic data remains mixed, yields rise, and equities post strong gains
-
Fed holds rates steady as markets await development surrounding U.S. trade policy
-
The U-shaped yield curve: a rare signal with significant implications
-
BoE and ECB cut interest rates amid tariff related growth concerns
-
FOMC holds rates as market uncertainty remains elevated
-
Markets react to mixed economic signals
-
Trade war and uncertainty persists, economic projections continue to slide
-
Trade hopes, Fed doubts, and market uncertainty
-
Tariff turbulence roils markets as investors seek clarity
-
Managing FX risk in a volatile market
-
Request your Q1 2025 Lending Market Overview
-
Request your Q1 2025 Market Credit Spreads report
-
Fed dot plot vs. historical forward curves
-
Turn to Chatham: Enhancing M&A outcomes with independent hedge counterparties
-
Hedging future fixed-rate debt
-
M&A: proactive risk management, hedging, and beyond
-
Semiannual Market and Economic Update
-
Striking the right balance in hedging when your lender offers derivatives
-
Adapting to challenging times through leadership and collaboration
-
Request your 2024 debt assumption report
-
Expert Conversation with Matt Henry and Jonathan Goldstein
-
10-year trading calendar
-
Navigating 2025: Key Trends and Strategies in Capital Markets
-
Navigating 2025: Key Trends and Strategies in Capital Markets
-
Economic uncertainty amid inflation, elections, and market volatility
-
Preparing for an uptick in M&A: Strategies for a changing market
-
Semiannual Market and Economic Update
-
BoE holds rates steady, while the ECB cuts rates again
-
Empowering clients to achieve the best capital markets outcomes
-
Powell says “the time has come” for policy to adjust during Jackson Hole remarks
-
From authenticity to mentorship: key strategies for workplace success
-
6 steps for implementing a deal-contingent hedge
-
Hedging FX risk in a cross-border merger
-
BoE cuts rates for the first time in over four years, ECB keeps rates unchanged
-
ChathamDirect FX hedge flattening innovation sets new standard for global corporate treasury
-
Opportunistic bond refinancing at market-best pricing
-
Hedge Accounting for Off-market Interest Rate Swaps under IFRS 9
-
BoE holds rates to wait for further data, while ECB proceeds with first rate cut since 2019
-
Expert Conversation with Matt Henry and Suzy Welch
-
Off-market hedge accounting under IFRS 9
-
Fed continues to hold policy rate; market welcomes positive inflation print
-
Intro to Hedge Accounting
-
Intro to Hedging
-
Solving the top 5 challenges to FX visibility
-
Performing a holistic review of your FX hedging strategy and process
-
The new essentials: 5 critical functions for financial risk management technology
-
BoE and ECB hold rates but signal readiness to cut rates next month
-
Fed holds rates but announces a slowing pace of quantitative tightening
-
Advancing beyond the limits of “one-size-fits-all” treasury platforms
-
Expert Conversation with Matt Henry and Joseph LaVorgna
-
Interest rate cap extensions and replacements in the current rate environment
-
Implementing a world-class cash flow hedging program in 10 steps
-
BoE holds rates steady as ECB signals caution
-
Fed holds rates, continues to forecast three 2024 cuts
-
ChathamDirect financial risk management platform
-
Deal-contingent Hedging
-
7 ways to maximize FX and commodity hedging impact while minimizing costs
-
Strategies for managing FX volatility
-
Treasury's M&A power play: 3 strategic moves to maximize success
-
Expert Conversation with Matt Henry and Jeff Blau
-
What is balance sheet risk?
-
What is cash flow risk?
-
What is the difference between cash flow and balance sheet risk?
-
Building an FX hedging strategy from the ground up
-
Expert Conversation with Matt Henry and Rob Kaplan
-
Polaris assesses commodity risk and implements a new commodity hedging program
-
SOFR update for customer hedging programs
-
Hedge accounting implementation leads to an automated solution
-
Six key steps to implementing an operational FX program
-
Hidden drivers of FX gain/loss: stranded balances
-
Do interest rate swaps with floors make sense?
-
Interest rate caps vs. swaps: weighing the alternatives
-
Achieving automation and efficiency in treasury
-
Term SOFR – daily SOFR divergence
-
Term SOFR execution charges in interest rate hedges
-
ChathamDirect user visibility functionality
-
Why interest rate swaps make sense for banks and borrowers
-
The ChathamDirect homepage and notifications center
-
Beginner's guide to hedging
-
Video | ChathamDirect technology explained in 90 seconds
-
Negative defeasance penalties return for the first time since 2006
-
The true cost of hedging
-
“Springing” interest rate cap requirements in CRE loans
-
Hedging fixed-rate loans
-
Traditional vs. Indirect swaps with correspondent banks
-
Beginner's guide to hedge accounting
-
Interest rate cap payout mechanics
-
Back-to-back interest rate swaps explained in 3 minutes
-
The intrinsic value of interest rate caps
-
5 common misconceptions about hedge accounting
-
SOFR: A comprehensive guide
-
Cross-currency swaps overview for corporates
-
Reduce long-term funding costs with swaps
-
Your interest rate hedge may be worth more than what you paid for it
-
What is an interest rate cap?
-
Forward hedging FAQ
-
What is an interest rate swap?
-
Defeasance FAQs
-
Request your interest rate cap execution checklist
-
Debt valuation methodologies for financial reporting
-
How do leading CRE investors manage their debt portfolios?
-
What is an FX forward curve?
-
Interest rate swap FAQs for CRE investors
-
What is an interest rate forward curve?
-
Debt valuation recommended policies and best practices
-
Why hire an advisor for a lender-required swap?
-
Understanding yield maintenance
-
Defeasance best practices for borrowers, brokers, counsel
-
Derivative valuation methodologies for real estate investments
-
FX — choosing different hedging strategies and when to opt for an option
-
Successful debt management: technology and workflow integration
-
Defeasance pitfalls: What borrowers need to know
-
Establishing and operating hedged sleeves
-
What will your swap actually cost at closing?
-
How to use blend and extend interest rate swaps to optimize your hedging program
-
Common hedge accounting terms
-
Interest rate swap pricing: pulling back the curtain on syndication
-
Enhance yield with swaps
-
Insurance carrier transforms derivative operations, achieves nearly 80% time savings
-
Creating an FX hedging program
-
A tour of Europe — an update on interest rates
-
Matthew Tevis, 30-year banking veteran, named to lead Chatham’s Financial Institutions business
-
Volatility in the valuation of swapped floating-rate positions — a proposed solution
-
Evaluate swap strategies to manage your interest rate risk
-
Using commodity collars to manage market volatility
-
Chatham structures and executes the first AMERIBOR interest rate swap transaction
-
The components of FX option pricing
-
Purchase price allocations in times of uncertainty
-
What is Modern Monetary Theory?
-
ISDA’s IBOR Fallbacks Supplement and Protocol for U.S. CRE investors
-
Managing fund level liquidity
-
Chatham executes first Freddie Mac SOFR interest rate cap
-
Interest rate swap for an LBO financing: Three benefits of hiring an advisor
-
SONIA: A comprehensive guide
-
Underwriting swap exposures
-
Strategic opportunities under the ASU 2017-12 hedge accounting standard
-
Restructuring interest rate derivatives for European publicly listed real estate investors
-
FX hedging for Capital Economics
-
Termination of an existing interest rate hedge
-
Hedging a EUR refinancing
-
FX deal-contingent hedging for a large private equity fund
-
Refinancing risks and the potential effect on IRR
-
Interest rate hedging for M25 road refinancing
-
UK offshore wind farm refinancing
-
Silvertown Tunnel UK PPP
-
Hedging advice for the Rijkswaterstaat A16 road project
-
Helping your customers understand interest rate swaps
-
Hedge accounting advisory for financial institutions
-
Rates have dropped—should you consider refinancing?
-
Interest rate swaption
-
Participating interest rate swap
-
FX Swap/Rollover
-
Interest rate swap and floor
-
FX option
-
FX forward
-
Commodity put option
-
Commodity call option
-
Interest rate collar
-
Cancellable swap
-
FX Collar
-
Rate cap provider ratings and downgrade triggers
-
Debt-raising and refinancing for Regional REIT
-
UK REIT: Pre-hedging loan breakage costs
-
FX hedging for private debt funds
-
How to structure, launch, and build your interest rate swap program
-
Chatham advises the Windsor Detroit Bridge Authority on Gordie Howe international project
