Casey Irwin

Director
Valuations

Real Estate | Kennett Square, PA

Phone: +1 484 731 0347
LinkedIn

About Casey

Casey Irwin is a Director on Chatham’s Valuation team. She provides fair values of debt assets and liabilities for real estate funds. Prior to working in Chatham’s valuation practice, Casey advised real estate and private equity clients on interest rate and foreign exchange hedging.

Publications

Guide

FAQ: LIBOR transition and debt valuation

Announcements made by the FCA, IBA, ISDA, and Bloomberg in 2021 stated that LIBOR’s final publication would occur on June 30, 2023. Loans indexed to LIBOR will transition to SOFR automatically following this date. In light of the announcement to discontinue LIBOR, many of our clients have...

Guide

Volatility in the valuation of swapped floating-rate positions — a proposed solution

This paper demonstrates the shortcomings of the current market practice for valuing swapped floating-rate positions and proposes a solution that addresses why there should not be a meaningful valuation difference between fixed-rate loans and certain swapped floaters.