Financial Institutions Case Study: Asset Liability Management
A regional bank with a newly issued brokered CD portfolio.
Our client was asset-sensitive and had just issued 5yr brokered CDs that paid a fixed rate of interest. The client lends to borrowers at a floating rate of interest plus a credit spread, with a
Derivatives Regulation Case Study: Clearing Selection
A regional bank that uses derivatives for asset-liability management and offers hedges to its customers in connection with variable-rate loans.
The client, who will be required to centrally clear certain derivatives transactions, hired Chatham to evaluate and help in the selection of futures commission merchants (FCMs),