Corporates to Get More Time for Swaps Docs

Corporates to Get More Time for Swaps Docs
January 23, 2017

“To the extent that the non-financial end user is party to a CSA that [it] has negotiated apart from regulatory requirements, that CSA will not need to be modified,” said Kate Helmberger, director, derivative and regulatory contract advisory at Kennett Square, PA-headquartered


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Swaps on a Blind Date? Three Questions for Community Banks

LinkedIn Pulse: Swaps on a Blind Date? Three Questions for Community Banks
By Bob Newman
April 7, 2016

As community banks look for ways to differentiate themselves from their larger counterparts, which of the following advantages would be least likely to help win over a local client when competing for business:

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Final US OTC Margin Requirements for Derivatives that are Not Centrally Cleared

Executive Summary

On October 22, 2015, U.S. prudential regulators published final and interim final margin rules governing swaps that are not centrally cleared (the “PR margin rule”) and on December 16, 2015, the Commodity Futures Trading Commission published its corresponding final margin rules (the “CFTC margin rule” and together with the PR


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FI Bulletin: Swap Spreads: Negative Spread Analysis

Swap Spreads: Negative Spread Analysis
November 2015

In this FI Bulletin, we will touch on the factors that are commonly said to be the drivers of swap spreads, the factors that may have changed these dynamics in the recent past, as well as some of the potential implications for risk management strategies


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Derivsource: Smoothing the Road to Reconciliation

Smoothing the Road to Reconciliation
August 25, 2015, DerivSource
By Christina Norland
Christina Norland – Director of Global Regulatory Solutions at Chatham Financial discusses the thornier issues of portfolio reconciliation and how both parties can share the burden.

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Depreciating, Depegging, and De-Hedging

What a few weeks we’ve just lived through in the financial markets, with no shortage of turbulence, turmoil, and downright tribulation across the world. The S&P 500 tumbled more than one hundred points last week, a dubious distinction it had not achieved since the grim days of October 2008 – as of this writing,


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October 22: Introduction to Interest Rate Hedging for Financial Institutions

Introduction to Interest Rate Hedging for Financial Institutions
October 22, 2014 | Recording Available
 

Interest rate derivatives can be highly effective solutions for financial institutions seeking to manage interest rate risk from a balance sheet perspective, on a loan-by-loan basis, or both.
The first part of this webinar will cover the many benefits


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BreakingViews: Guest view: U.S. swaps need clearer reform

Guest view: U.S. swaps need clearer reform
July 25, 2014, BreakingViews
By Luke Zubrod
Clearer changes are needed for U.S. derivatives markets than the Dodd-Frank Act’s prescription. Four years after the regulatory reboot became law, many of the reformers’ hopes have been realized.
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Private Equity Case Study: Currency Challenges

Private Equity Case Study: Currency Challenges
Our Client:
A large private equity firm executing an acquisition in a developed economy.
Situation:
A private equity consortium had agreed to acquire a North American company. Due to the state of debt capital markets, a substantial portion of the debt capital structure was denominated in USD with floating


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Mar. 26: Interest Rate Hedging: Unveiling Market Complexities

This initial webinar (1 of 3) will focus on execution strategies and the complexities of the current market.


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