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Webinars

Dodd-Frank and EMIR: New Compliance Obligations and Cross-Border Impact for End Users

Tuesday, 23 April, 2013, 10 AM EDT, 3PM GMT, 4PM CEST | Recording Available

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Please Join us for a webinar hosted by The European Association of Corporate Treasurers (EACT), The National Association of Corporate Treasurers (NACT), and Chatham Financial.

The EACT and NACT have joined together to offer to their members a webinar on the new regulations governing the use of OTC derivatives in the United States and Europe. The related set of requirements is only the first of several that, over the coming months, will create new and possibly overlapping compliance obligations for end users whose hedging activities cross the Atlantic.

For many end users, this requires an understanding of the obligations created by Title VII of the Dodd-Frank Act, the European Market Infrastructure Regulation (EMIR) and the application of each to cross border transactions. In addition, as new requirements take effect, treasurers will need to consider emerging regulatory incentives on a global basis and the subsequent implications for optimizing hedging strategies. The EACT and NACT are grateful to Chatham Financial for their substantial involvement in this webinar.

The EACT and NACT encourage you to join the webinar if:

- You enter into OTC derivatives with counterparties in the US or EU;

- You are in the US or EU, or you have affiliates in the US or EU, that enter into OTC derivatives with external parties; or

- You are in the US or EU, or you have affiliates in the US or EU, that enter into inter-affiliate/intragroup derivative transactions.

This webinar will cover:

- Key compliance obligations for end users under Dodd-Frank and EMIR

- Application of Dodd-Frank and EMIR to cross border transactions

- Review of regulatory incentives and how they may impact hedging strategies

Speakers:

Richard Raeburn
Chairman, European Association of Corporate Treasurers (EACT)

Tom Deas
Vice President and Treasurer, FMC Corporation;
Chairman, National Association of Corporate Treasurers (NACT);
Chairman, International Group of Treasury Associations

Luke Zubrod
Director, Regulatory Advisory Services, Chatham Financial

Ryan McKee
Senior Advisor for Europe, Regulatory Advisory Services, Chatham Financial

FX Hedging Policy – A Framework for Compliance & Communication

April 17, 2013, 2 – 3PM ET | Recording Available

With Dodd-Frank compliance now an actionable priority in 2013, you might be considering a review of your FX Risk Management Policy. While policies will vary by company, there are a number of key building blocks that can be used to craft a policy that accurately portrays a company’s FX Risk Management Program. In this our third of a three part webinar series focusing on FX Risk Management, we will review some of the best practices in FX Policy documentation and incorporation of regulatory requirements under Dodd-Frank. We will look at how to best incorporate new requirements into both formal policy and ongoing operations, enabling both compliance and alignment to overall FX Risk Management strategy.

Upon completing this webinar, you will:

- Understand key aspects of incorporating Dodd-Frank compliance into hedging policy

- Understand the best practices in FX policy framework and documentation, and recognize practical considerations in relating policy scope to economic and accounting objectives

- Understand how to approach your FX risk management holistically through examining your FX risk policy

Speakers:

Joe Siu works in Chatham’s Hedge Advisory group advising public companies in various industries. Prior to his current role, Joe helped establish Chatham’s Central European office where he provided leadership and assisted in Chatham’s European advisory service. Before establishing the Chatham Central European office, Joe worked in the Pricing & Analytics team where he created analytical and derivative pricing models to help clients quantify their risk exposures. Joe’s career has spanned multiple but related fields, having worked at the intersection of finance, strategy, and technology at Goldman Sachs, Accenture, and Wharton Data Research Services. Joe graduated from Cooper Union with a BS in Civil Engineering and has an MBA from the Wharton School at the University of Pennsylvania.

Amanda Breslin, CFA currently works in Chatham’s Hedge Advisory group advising corporate clients on risk management strategy, analysis, and execution with respect to interest rate, currency exchange rate, and commodities exposures. She has previously consulted on our Public Real Estate Hedge Advisory team, with an emphasis on issues pertaining to REIT structures. Amanda has also spent time on our Defeasance team helping clients navigate the process of collateral substitutions. Prior to joining Chatham, Amanda was an officer in the Army serving in both Germany and Afghanistan. Amanda received her MBA from The Wharton School at the University of Pennsylvania and a Masters in International Relations from the University of Oklahoma. She also holds a BS in Business Administration from Cal Poly, San Luis Obispo, and has earned the Chartered Financial Analyst (CFA) designation.

Finding Untapped Potential Through FX Hedge Accounting

March 20, 2013, 2 – 3PM ET | Recording Available

You apply hedge accounting to reduce your earnings volatility. You work to align your hedge accounting strategy with economics and reach for the maximum benefit, but is there untapped opportunity in your program? In this second of our three part webinar series focusing on FX Risk Management, we will review FX hedge accounting application and techniques to reduce earnings volatility and create flexibility in your hedging program. We will examine aligning hedge accounting strategy with economics and how to maximize hedge accounting capacity as a part of a comprehensive FX risk management program.

Upon completing this webinar, you will:

- Understand practical applications in managing hedge accounting constraints and recognize the accounting and economic impacts of hedging strategies

- Understand how to create flexibility in your program and maximize hedge accounting capacity

Speakers:

Steve Arveseth is a member of the Accounting Advisory team and advises corporate clients in a wide range of industries, including hospitality, telecommunications, and pharmaceuticals. Prior to joining Chatham, Steve worked at Merrill Lynch Bank in Utah, overseeing the accounting for derivatives and investment securities. Steve previously worked in New York for PricewaterhouseCoopers’ Accounting and Valuation Advisory Group where he primarily consulted with multinational corporations on FAS 133, 140, and 157 accounting issues. He also spent one year at the Financial Accounting Standards Board in Connecticut as a technical assistant. Steve received his Masters of Accountancy and BA in Accounting from the University of Utah.

Shining Light on the Many Facets of FX Risk Exposures

February 27, 2013, 2 – 3PM ET | Recording Available

Different foreign currency transactions can result in radically different risk profiles and hedging strategies. While gathering FX exposure data is a critical first step, these exposures may not always paint a complete picture on the surface. Without holistic assessment, you could be blind to where the risk will impact your financials. In this first of our three part webinar series examining FX Risk Management, we will discuss FX exposure sources and impacts, and review practices for assessing and understanding FX exposures.

Upon completing this webinar, you will:

- Understand the sources of FX exposures and the hidden impacts they can have in risk management programs

- Understand best practices for exposure management and how a holistic assessment will increase program effectiveness

Speakers:

Amol Dhargalkar is Managing Director of Chatham’s Corporates Advisory Team where he helps companies manage their interest rate, foreign exchange, and commodity exposures. Before joining the Corporates team, Amol led Chatham’s Private Equity, Structured Finance and Defeasance businesses. Amol has helped over one hundred companies implement hedging programs in excess of $100 billion over his time at Chatham. Prior to Chatham, Amol worked within the Global Service Provider business of Lucent Technologies and the consumer products division of Johnson & Johnson. Amol graduated from Pennsylvania State University with a BS in Chemical Engineering and a BS in Economics, and received his MBA from The Wharton School at the University of Pennsylvania where he was a Palmer Scholar.

Valuation Fundamentals: Basics of Valuing Debt & Derivatives

December 12, 2012, 2PM ET | Recording Available

With the year-end approaching, it’s a prime time for you to gain knowledge on some valuation basics and prepare yourself for opportunities in 2013. Learning the essentials of valuing debt and derivatives is just one way to prepare yourself for 2013, to better understand your financial instruments and to support explanations to leadership and audit partners.

In this webinar you will learn about the fundamentals of fixed income finance and how these apply to the valuation of fixed and floating rate debt instruments, and interest rate and foreign exchange derivatives. You will also learn about the incorporation of nonperformance risk into the fair value calculation in accordance with ASC 820 (FAS 157). This webinar will review some common/best practices with respect to valuation and discounting methodology, as well as common auditor questions regarding debt and derivative valuation.

Speakers:

Dan Gentzel, CPA has more than 15 years’ experience in technical hedge accounting and derivative valuation matters under both US GAAP (FAS 133/ASC 815 and FAS 157/ASC 820) and IFRS (IAS 39/IFRS 9/IFRS 13) and provides leadership to Chatham’s Hedge Accounting Advisory team, which advises clients on valuation and accounting for derivatives and hedging activities. Dan is also currently a member of the International Accounting Standards Board’s “Valuation Experts Group”, and is assisting with the development of educational material for “IFRS 13: Fair Value Measurement”. Prior to Chatham, Dan was with Ernst & Young where he was a manager in the financial institutions group and served as the derivatives valuation specialist for Ernst & Young’s Mid-Atlantic region. Dan received his BS in Business Administration, cum laude, from Bloomsburg University. He is a member of the AICPA.

Strategy, Efficiency and the Unknown: Is your treasury technology up to the challenge?

November 7, 2012, 2PM ET | Recording Available

Treasury and risk management technology has been changing rapidly. This webinar will explore the drivers of why companies are investing now in treasury technology and some of the new ways that these technologies are enabling treasury teams to expand their impact within their organizations. Specifically, this webinar will cover expectations of treasury teams today and the role that risk technology plays in meetings these objectives. Join Laurie McCulley, CTP, Treasury Strategies & Amol Dhargalkar, Chatham Financial for an examination of treasury technology trends, and what the future holds.

Speakers:

Laurie McCulley is a Partner of Treasury Strategies and leads their Treasury Technology Consulting Practice. She brings a wealth of knowledge and expertise to clients from her 28 years of experience in corporate treasury and bank capital markets. Laurie has held senior treasury positions with three Fortune 500 corporations where she worked on treasury re-organization projects as well as policy execution and treasury technology assessment and implementation projects. She also has several years of experience in bank capital markets and fixed income. Laurie is a Certified Treasury Professional, and she earned her B.A. with honors in International Relations from Pomona College and her MBA from Seattle University.

Amol Dhargalkar leads Chatham’s risk management practice serving the corporate sector. During his more than 10 years at Chatham, Amol has advised a broad spectrum of public and privately held companies as well as corporate private equity sponsors on the structuring, implementation and accounting of their risk management programs totaling over US 500 billion in hedged notional. Amol graduated from Pennsylvania State University with a BS in Chemical Engineering and a BS in Economics. He also received his MBA from The Wharton School at the University of Pennsylvania where he was a Palmer Scholar.

Commodity Risk Management: How Big is My Exposure?

September 12, 2012, 2PM ET | Recording of Webinar Available

For many organizations, exposures to commodities – whether a component in a manufacturing process, or materials used in construction, or fuels used throughout the supply chain – are disparate and indirect. In aggregate, the volatility from commodity prices significantly affects the bottom line. This webinar will cover how a few large corporations have developed a risk management approach to quantify their company-wide exposures, determine correlations, and construct hedging strategies.

This webinar will help you:

- Understand why centralized commodity and currency tracking is important

- Understand where organizations may fall short

- Learn how organizations can best manage their commodity risk

Speakers:

Phil Weeber works in Chatham’s Hedge Advisory group advising public companies in various industries. Prior to focusing on public companies, he has led Chatham’s structured finance team, led business development efforts, and worked with public and private real estate companies. Before joining Chatham, Phil worked as an environmental engineer focused on groundwater flow and transport problems. Phil holds a MBA from Emory (Goizueta) University, Masters in environmental engineering from the University of North Carolina, and a BS in civil engineering from the University of Michigan.

Bryant Lee is a director on Chatham’s Commodity Risk Management Team. Bryant works with Chatham’s hedge advisory group advising corporate clients on issues related to commodity price risk management, particularly focused on energy commodities. Prior to joining Chatham, Bryant oversaw an energy commodity risk management firm that helped Fortune 5000 clients reduce energy expense, mitigate risk and identify cost reduction opportunities. Bryant holds a Master’s Degree in Energy & Environmental Policy form the University of Pennsylvania, a Master’s Degree in Petroleum Engineering from the Institut Francais du Petrol and a BS in Mechanical Engineering from the US Military Academy at West Point.

End Users, Are You Ready for the New Dodd-Frank Derivatives Requirements?

September 5, 2012, 2PM ET | MCLE Credit & Recording Available

After more than a two-year rulemaking period, Dodd-Frank’s derivatives requirements will soon become the law of the land. While many of the salient economic requirements of the law are focused on financial companies, non-financial end users that use derivatives to manage risk will need to understand what they need to do to prepare. Beyond the compliance burden, the new rules will also drive companies to reconsider their risk management strategies. Join Chatham’s Luke Zubrod and Gibson Dunn’s Jeff Steiner to learn about the newly finalized rules, relevant timeframes, and pending market changes.

This webinar will help you:

- Understand newly finalized rules and their impacts on non-financial end users

- Understand the latest on rules that have not yet been finalized

- Identify key compliance dates

- Understand how the market will change in response to new requirements, clearing, execution, and price transparency

Speakers:

Jeffrey L. Steiner is counsel in the Washington, DC office of Gibson, Dunn & Crutcher. His practice focuses on assisting clients with navigating through and implementing requirements resulting from the Dodd-Frank Act and with other matters relating to derivatives, the Commodity Exchange Act and the CFTC. Prior to this, Mr. Steiner was special counsel in the Division of Market Oversight at the Commodity Futures Trading Commission (“CFTC”) and served as Team Lead for the Real-Time Public Reporting of Swap Transaction Data (Part 43) rulemaking team for both the proposed and final rules. While at the CFTC, he worked on resolving and advising on issues relating to Title VII of the Dodd Frank Act, including reporting, trading and execution in all asset classes (i.e., interest rates, credit, FX, equity and other commodity), SDRs, swap execution facilities (SEFs), block trades and cross-border issues. Prior to being a special counsel at the CFTC, he served as an attorney-advisor in the CFTC’s Division of Market Oversight from 2009 – 2010. More on Jeff

Luke Zubrod leads Chatham’s regulatory advisory team, advising public and private companies on over-the-counter derivatives regulations. He has actively participated in the public policy debate on derivatives regulation in the US and Europe – testifying before Congress twice and providing advice and recommendations to legislative staff and to staff of various regulatory agencies. Over the last decade, Mr. Zubrod has advised CFOs and treasurers across a wide range of industries on managing their interest rate and currency risks, most recently leading Chatham’s advisory practice to U.S. public real estate companies. More on Luke

MCLE Credit Information

This program has been approved for credit in accordance with the requirements of the New York State Continuing Legal Education Board for a maximum of 1 credit hour, of which 1 credit hour may be applied toward the areas of professional practice requirement. This course is NOT approved for transitional credit.

Gibson, Dunn & Crutcher LLP certifies that this activity has been approved for MCLE credit by the State Bar of California in the amount of 1 hour

Application for approval is pending with the Colorado, Texas and Virginia State Bars.

Attorneys viewing the webcast as a group will need to sign a CLE attendance list. Please contact Jeanine McKeown (National Training Administrator) at 213.229.7140 or Email Jeanine McKeown Email Jeanine McKeown.

Commodities: Key Considerations for Hedge Accounting

August 15, 2012, 2PM ET | Recording Below

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Commodities present a real and highly-variable exposure to many companies. Managing commodity risk can be challenging, especially when an entity wants to apply hedge accounting. The hedge accounting guidance for nonfinancial items requires the incorporation of basis differences, which requires additional considerations in assessing effectiveness and measuring ineffectiveness.

We will provide an overview of the commodities market and the main hedge accounting requirements applicable to commodity hedge accounting. This will include common challenges, best practices, and an example to illustrate the concepts.

This webinar will help you:

- Understand the basic accounting guidance that applies to hedging commodities

- Understand the complexities involved in commodity hedge accounting

- Understand the basics of commodity markets and how they present risks to businesses

Speakers:

Aaron Cowan, CFA, CPA is a member of the Accounting Advisory team working with corporate and real estate clients on interest rate, currency, and commodity risks and hedging. Prior to joining Chatham, Aaron worked at JPMorgan Chase in Chicago as a Vice President in the Corporate Accounting Policies group. Aaron also worked as a Manager in PricewaterhouseCoopers’ Transactions Services practice in New York and Chicago providing technical accounting and valuation assistance to audit and non-audit clients on complex areas of US GAAP, including derivatives and hedging, consolidations, and business combinations. He also spent one year at the Financial Accounting Standards Board in Connecticut as a technical assistant. Aaron graduated cum laude from the University of Utah with a BS in Accounting. He also earned an MBA in Finance from Indiana University. Aaron is a CPA in the state of New York and a CFA charterholder.

The Interest Rate Quandary: How Companies are Navigating Persistently Low Interest Rates

June 7, 2012, 2PM ET | 1 CPE Credit Available

Exceptionally accommodating monetary policies have allowed for many CFOs and Treasurers to focus on more immediate financial business issues. However, questions loom regarding interest rate hedging and protecting interest expense and rising finance costs. Should you wait for rates to increase before deciding on a proactive course of action?

This webinar will review the recent history in US interest rates, highlight the most important issues currently driving interest rates, and discuss how companies that have significant debt in their capital structure have decided to approach interest rate risk management. The session will also explore commonly used strategies such as swaps, caps or swaptions, as well as nuances like hedging loans with embedded floors, how to handle debt refinancings with existing hedges in place or forward-hedging to benefit from attractive levels in longer term rates.

This webinar will help you:

- Understand the current drivers in US interest rates and how they affect your company’s finance costs

- Learn the benefits and drawbacks of various tools available to protect against a rise in interest rates

- Gain insights into the complexities of forward interest rate hedging

Speakers:

Razvan Ionescu is a Director in Chatham’s Corporate Hedging Advisory group advising public and private companies in various industries. Razvan manages client relationships and advises treasurers and senior finance executives on analyzing, structuring and transacting interest rate and foreign currency derivatives. Previously, he was the corporate clients’ team lead on the Accounting Advisory team, consulting companies on derivatives accounting under US GAAP and IFRS. Prior to Chatham, Razvan was an assistant manager at KPMG, auditing and consulting clients in the financial services industry. A graduate of Bucharest Academy of Economic Studies, Razvan holds a MSC. in Finance from London Business School and is a Chartered Financial Analyst.

Fuel Surcharge Price Risk Management

April 12, 2012, 2PM EDT

Chatham is pleased to host a complimentary webinar on Fuel Surcharge Price Risk Management. Learn how to identify the risks and gain control of fuel surcharges. This webinar will address how volatility in the energy markets can impact corporate logistics budgets via fuel surcharges paid to third party logistics service providers. The session will start with an overview of the energy market, how that market impacts fuel prices and logistics expenses and how to quantify and mitigate those exposures. The webinar is applicable to companies that own and operate fleets as well as companies where all of their shipping and logistics is outsourced.

Speakers:

This webinar will help you:

- Gain an understanding of the sources of risk in the energy markets

- Identify how those risks can impact budgets and financial forecasts

- Learn how to mitigate those risks and achieve budget certainty

Going from Good to Great in FX Risk Management

Co-Sponsored with FEI

March 20, 2012, 2PM EST

Chatham is pleased to co-sponsor with FEI a webinar on FX risk management. Many companies have spent the last decade building their FX hedging programs. Despite the investment of energy and time, there are still lingering feelings amongst senior management and boards that things could be done better. Why are there such feelings? Are they justified? How can treasurers take their risk management programs from good to great? How can they build confidence and trust with senior management? This webinar will cover how a handful of large corporations have developed new and sophisticated approaches to FX risk management. These approaches are giving companies unprecedented abilities to manage their risks comprehensively, holistically, and cost effectively. Adopting these approaches will require a deeper understanding of the intricate interplays and conflicts between different types of FX risks.

Speakers:

Joe Siu is a Director at Chatham Financial. He regularly advises companies in the U.S., Europe, and Asia in the design and implementation of best-in-class FX and commodities hedging programs. In addition, Joe also regularly interacts with the CFTC, SEC, the U.S. Congress and EU governing bodies to provide perspectives from the corporate derivatives end-user community. From 2007-2010, Joe established and managed Chatham’s central European office in Krakow, Poland. Prior to joining Chatham, Joe worked at Goldman Sachs and Accenture. Joe received his MBA from The Wharton School at the University of Pennsylvania.

This webinar will help you:

- Understand the varied sources of FX risks in your enterprise and how they affect your firm’s financial performance in different ways

- Gain insights into the magnitude and conflicting nature of these risks and how they can be managed holistically

Valuing Debt and Derivatives

December 8, 2011

Chatham is pleased to host a webinar on Valuing Debt and Derivatives. Participants will learn about the fundamentals of fixed income finance and how they apply to valuations of commercial loans, interest rate derivatives, and foreign exchange derivatives. The webinar will also cover ASC 820 (FAS 157) standards for fair value and the incorporation of nonperformance risk into fair value calculations. Finally, the webinar will review some common/best practices seen in the industry as well as common auditor questions surrounding the topic of debt and derivative valuations.

Dodd-Frank: The Impact of Derivatives Regulation on Financial End Users

October 5, 2011

Chatham is pleased to host an exclusive webinar regarding the implementation of derivatives regulation under the Dodd-Frank Act. The webinar will focus specifically on the impact on firms likely to be classified as “financial entities” under Title VII of Dodd-Frank, and will provide an update on the status and timing for rulemaking and implementation; outline the specific next actions that financial end users need to take to prepare for compliance; and provide an overview of the work Chatham is doing for our clients to facilitate compliance with applicable clearing, trading and reporting requirements. .

If you have not been given a password, please request one by clicking here regulatorywebinar@chathamfinancial.com or by contacting your Chatham advisor. A password will be provided within 24 hours.

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Dodd-Frank: Preparing Bank Loan-Level Hedging Programs for Derivatives Regulation

September 27, 2011

Chatham is pleased to host an exclusive webinar for our Financial Institution clients regarding implementation of derivatives regulation under the Dodd-Frank Act. The webinar will focus specifically on the impact on loan-level hedging programs, and will provide an update on the status and timing for rulemaking and implementation, outline the specific next actions that our Financial Institution clients need to take to prepare for compliance, and provide an overview of the work Chatham is doing for our clients to facilitate compliance with applicable clearing, trading and reporting requirements.

If you have not been given a password, please request one by clicking here regulatorywebinar@chathamfinancial.com or by contacting your Chatham advisor. A password will be provided within 24 hours.

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Managing Financial Risk with Confidence: Understanding the Sources of FX Risks

September 20, 2011

This webinar will help you understand the varied sources of FX risks in your enterprise and how they affect your firm’s financial performance in different ways and gain insights into the magnitude and conflicting nature of these risks and how they can be managed holistically.

If you have not been given a password, please request one by clicking here webinfo@chathamfinancial.com or by contacting your Chatham advisor. A password will be provided within 24 hours.

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Managing Financial Risk with Confidence: Quantifying and Managing FX Risks

September 22, 2011

This webinar will help you learn the practical step-by-step approach to quantify and mitigate FX risks, understand the proper quantification of currency related exposures and the risks they pose, and take advantage of natural offsets from FX portfolio effect and gain insights into why the ‘right’ hedge is often different from the ‘obvious’ hedge.

Managing Through a Liquidity Crisis: Real Life Example – The Implementation of a Contingency Funding Plan

September 21, 2011

Dave Sweeney, former Treasurer and Chief Investment Officer of a financial institution which experienced a significant liquidity crisis prior to the institution’s ultimate failure, will host this webinar. Participants will learn about the implementation of a contingency funding plan (“CFP”) including – internal and external liquidity indicators Dave used during the crisis and the liquidity sources available to him during the crisis.

If you have not been given a password, please request one by clicking here webinfo@chathamfinancial.com or by contacting your Chatham advisor. A password will be provided within 24 hours.

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Derivative Valuations 101

June 23, 2011

Chatham hosted a complimentary webinar on derivative valuations. This webinar introduced basic derivative valuation concepts and outlined how they are applied in valuing basic interest rate, foreign exchange and commodity derivative instruments. Participants learned what auditors and key stakeholders are asking about derivative values and about some of the common mistakes in valuations and how to avoid them.

If you have not been given a password, please request one by clicking here webinfo@chathamfinancial.com or by contacting your Chatham advisor. A password will be provided within 24 hours.

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Getting Ready for Derivatives Regulation under Dodd-Frank: Impact on Customer Hedging Programs

March 23, 2011

Chatham gave an update on the proposed rules and provide guidance on what community and regional banks need to do right now to prepare for compliance with Title VII.

If you have not been given a password, please request one by clicking here webinfo@chathamfinancial.com or by contacting your Chatham advisor. A password will be provided within 24 hours.

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FX Hedging: Product Overview and Hedge Accounting

September 23, 2010

Many firms are re-evaluating their currency risk programs with the recent significant swings in currency exchange rates. This webinar explores the types of currency hedging products and the common issues associated with foreign currency hedge accounting. Chatham identifies individual hedging products and explains the variations such as collars, average rate options, and window forwards.
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FX Hedging: Quantifying Currency Risk

September 9, 2010

With such significant swings in currency exchange rates, many firms are re-evaluating their currency risk management programs. This webinar explores a methodology that firms can use to identify and hedge their currency exposures, and also presents a brief discussion around the metrics and key issues that firms consider when implementing a hedging program.
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OTC Derivatives Regulatory Reform: How will it affect you?

July 22, 2010

Chatham’s Luke Zubrod and Sam Peterson discuss legislation that will regulate the over-the-counter derivatives market for the first time and the implications for market participants. Though swap dealers, major swap participants, and financial entities will be subject to the most significant regulatory requirements, all market participants will face either requirements or opportunities to change the way they trade and manage counterparty risk. Treasury and capital markets teams will gain insight into the changes that will affect them and the preparations they will need to make in order to be ready for the new regulatory landscape.

This webinar will help attendees understand the basic features of derivatives legislation, new requirements for all participants in the derivatives market, requirements for particular participants in the derivatives markets, open questions that will be resolved by regulators during the rulemaking process, and how Chatham can help businesses adapt to the regulatory changes.
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Derivatives Regulation: Impact on Regional and Community Banks

July 20, 2010

Chatham’s Bob Newman and Sam Peterson discuss the impact of derivatives regulation under the Dodd-Frank Wall Street Reform and Consumer Protection Act that is was signed into law on Wednesday, July 21, 2010.

The webinar covers how a bank’s loan-level and balance sheet hedging programs will be impacted, the extent of the end-user exemption, modifications made to Section 716 (the “swaps desk push out provision”), mandatory reporting of trades to a central trade repository, the central clearing requirement, execution on exchanges and swap execution facilities, important items to look out for in the rulemaking process, and how Chatham can help banks adapt to the regulatory changes.
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Derivative Valuations: 101

June 17, 2010

This webinar introduces basic derivative valuation concepts and outlines how they are applied in valuing basic derivative instruments such as interest swaps and options. Participants will also learn about some of the common mistakes in valuations and how to avoid them.
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Swapping Fixed Rate Debt to Floating: Economic & Accounting Considerations

April 29, 2010

This webinar provides an overview of the basic features of receive fixed swaps, reviews the rationale of entering into fixed, pay-variable interest rate swaps in today’s economic environment, discusses the fair value hedge accounting requirements for such transactions under ASC Topic 815 (formerly FAS 133), and contrasts and compares the shortcut and long haul methods of applying fair value hedge accounting.
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OTC Regulatory Reform: Senate Action Imminent

April 20, 2010

Detailed analysis by Chatham on how the various bills for reform of derivatives compare and what the implications are for business end users. Chatham identified nine critical concerns with the legislative proposals.
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Tax Implications of Common Hedging Strategies

February 11, 2010

Featuring guest speaker Jo Lynn Ricks from the Washington National Tax Group at Deloitte Tax LLP., this webinar shared the key aspects of tax hedge accounting for derivative instruments.
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Thriving in the Midst of Regulatory Scrutiny: Measuring and Mitigating Interest Rate Risk

February 10, 2010

Co-hosted by Chatham and Darling Consulting Group DCG, this webinar was designed to help financial institutions respond to the recently issued interest rate risk advisory from the FDIC in coordination with other member agencies of the FFIEC.
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Current Hot Topics

December 15, 2009

Part 2 in a 2 part educational series on the complexities of hedge accounting for derivatives. Topics covered in this webinar include: effectiveness testing best practices for cash flow and fair value hedges, implications of consolidating off-balance sheet entities that contain derivatives as a result of FAS 166 & FAS 167, and the future of hedge accounting.
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Hedge Accounting 101

December 8, 2009

Part 1 in a 2 part educational series on the complexities of hedge accounting for derivatives. Topics covered in this webinar include: fundamentals of Topic 815 (formerly FAS 133), examples of accounting for derivatives, and disclosure requirements. Watch Now

OTC Derivatives Regulation: Racing Towards the Finish Line

December 2, 2009

This webinar covers the key issues that are the most critical to business end-users, the debate around those issues, and the likely impact on you and your firm.
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Derivatives Legislation for Financial Institutions

October 16, 2009

As a result of (then) recent developments in the debate over legislative reform of the derivatives markets, regional and community banks could be classified differently from “end-users” of derivatives. This could have a significant impact on balance sheet hedging and loan-level hedging programs asÃ‚Â swap dealers and major swap participants could be subject to registration and regulatory requirements and would not be eligible for certain regulatory exemptions.Ã‚Â Ã‚Â In this webinar, we discuss the proposed regulation and focus on the recent proposals set forth by the House Financial Services and Agriculture Committees to define the terms “swap dealer” and “major swap participant”, as they relate to regional and community banks.
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Capitol Hill Update: OTC Derivatives Legislation and Regulation

July 15, 2009

On Wednesday, July 15th we discussed what was happening and what we believe needs to happen with OTC derivatives legislation and regulation. The previous Thursday, Chatham met with senior Democratic & Republican staff of the House Financial Services Committee as well as senior staff at the Commodity Futures Trading Commission (the likely future regulator of interest rate, currency, and commodity derivatives) and on Friday, U.S. Treasury Secretary Timothy Geithner testified on OTC derivatives in front a joint hearing before the House Financial Services and House Agriculture Committees.Ã‚Â Ã‚Â The following week, Chatham returned to the Hill to meet directly with Democratic Members of the House Financial Services Committee.
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FAS 157, Part 3: Valuation Inputs and Assessing Effects on FAS 157 Fair Values

June 11, 2009

An in-depth discussion of the CVA calculation at the counterparty portfolio level, including the impact of netting, thresholds, and credit enhancements. In addition, a sensitivity analysis of how changes in credit data (credit spreads), credit enhancements, interest rates and/or foreign currency prices, and market volatility impact the CVA calculation are discussed.
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FAS 157, Part 2: Impact on Hedge Accounting, Reporting and Disclosures

May 28, 2009

Allocation of CVAs from the counterparty portfolio level to the individual derivative level, FAS 157’s interaction with hedge accounting (impact on both fair value and cash flow hedges), and the evaluation of observable and unobservable inputs in the context of the fair value reporting hierarchy. We also discuss best practices for financial statement disclosures under FAS 157.
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FAS 157, Part 1: Overview and Foundation

May 14, 2009

An overview of FAS 157 and its application for interest rate and foreign currency derivatives. The session introduces the FAS 157 Chatham credit valuation adjustment (CVA) model and calculation methodology for common interest rate and foreign currency derivatives. Foundational principles, case studies, and implementation experiences are presented.
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