Financial Institutions Case Study: Asset Liability Management

Financial Institutions Case Study: Asset Liability Management
Our Client:
A regional bank with a newly issued brokered CD portfolio.
Situation:
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


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Derivatives Regulation Case Study: Clearing Selection

Derivatives Regulation Case Study: Clearing Selection
Our Client:
A regional bank that uses derivatives for asset-liability management and offers hedges to its customers in connection with variable-rate loans.
Situation:
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),


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