Market Update: Banking in Uncertain Times – An Economic Update and Swap Sales Strategy Session

 
Market Update: Banking in Uncertain Times – March 13, 2018

March 13, 2018 | 2PM EDT / 11AM PDT | 1 hour | Online | by Chatham Financial

In today’s competitive lending environment, banks need to find ways to differentiate themselves from their peers to attract and serve the needs


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FI Bulletin: How Will Tax Reform Impact Financial Institutions’ Investment Portfolios?

How Will Tax Reform Impact Financial Institutions’ Investment Portfolios?

January 2018

With the President signing off on the Tax Cuts and Jobs Act on December 22nd, 2017 (effective January 1st, 2018), financial institutions (FIs) must determine how the changes will affect the business as a whole, as well as the outlook for their


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FI Market Update: The Uncertainty Principle

 
FI Market Update: The Uncertainty Principle

February 14, 2017 | 2PM EST | 1/2 hour | Online | by Chatham Financial | Recording Available
 
 
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In this installment of Chatham’s financial institution quarterly market update webinar series, we will examine the


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Hedge Accounting FASB Exposure Draft: Implications for Financial Institutions

Hedge Accounting FASB Exposure Draft: Implications for Financial Institutions
September 2016
 
On September 8, 2016, the FASB released an exposure draft to better align economic results of an entity’s risk management activities with its financial reporting and to make targeted improvements to simplify hedge accounting. This Bulletin provides an overview of the proposed changes


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Hedge Accounting FASB Update

Hedge Accounting FASB Update
August 2016

In July 2015, we provided an update about the FASB’s project to change the hedge accounting rules. The FASB has been working on hedge accounting for over a year and expects the exposure draft to be published any day. The Board has proposed several changes that are primarily


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FI Bulletin: Negative Interest Rates: How should I prepare?

Negative Interest Rates: How should I prepare?
May 2016

Why are negative rates now an issue?
Of course, the concern for negative rates did not develop in a vacuum. After all, negative rates are a current reality in several developed economies and many market participants in the US were already forecasting a much less


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Chatham Financial Bolsters Financial Institutions Practice with Enhanced Capabilities and Key Hires

Chatham Financial Bolsters Financial Institutions Practice with Enhanced Capabilities and Key Hires

April 5, 2016 (Kennett Square, PA, USA) – Chatham Financial, the industry leader in debt and derivatives solutions, has significantly strengthened its Financial Institutions Group by expanding its business development and balance sheet strategies capabilities. To help oversee the expansion within


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Chatham Financial Launches New Hedging Diagnostics Toolkit for Community and Mid-Size Banks

Chatham Financial Launches New Hedging Diagnostics Toolkit for Community and Mid-Size Banks
Real-time, web-based market assessment tool for lending is the first of its kind
February 16, 2015 (Kennett Square, PA, USA) – Chatham Financial, an independent full-service advisory and technology solutions provider, today unveiled its proprietary Hedging Diagnostic Toolkit. The Toolkit is a new


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Hedging Diagnostics

Hedging Diagnostics

HEDGING DIAGNOSTIC TOOLKIT
Informed hedging decisions start here

With Hedging Diagnostics, Financial Institutions will gain additional insights into lending decisions to estimate the economic value of a lending opportunity by demonstrating equivalent floating rate loan economics based on today’s swap curve. Additionally Financial Institutions will receive conceptual and practical


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Volcker Rule: balance sheet hedging and loan-level interest rate hedging

Volcker Rule: balance sheet hedging and loan-level interest rate hedging
Chatham Financial White Papers – July 2015
 
Chatham believes that under the Volcker Rule, balance sheet hedging and loan-level interest rate hedging, generally do not constitute proprietary trading and therefore are exempt from the requirement for specific compliance programs. We have documented our conclusion


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