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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.
Webinars older than one year are not accessible
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 as swap dealers and major swap participants could be subject to registration and regulatory requirements and would not be eligible for certain regulatory exemptions.  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.
Webinars older than one year are not accessible
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.  The following week, Chatham returned to the Hill to meet directly with Democratic Members of the House Financial Services Committee.
Webinars older than one year are not accessible
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.
Webinars older than one year are not accessible
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.
Webinars older than one year are not accessible
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.
Webinars older than one year are not accessible
