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Interest rate risk management
Anticipate market moves, prepare for opportunity, go from data to decisions.
Exceptional insight gathered from our breadth of experience
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Improve profitability. Minimize risk, manage volatility, and grow your bottom line.
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Be prepared. Anticipate any interest rate environment.
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Maximize efficiency. Get integrated trade execution, hedge accounting, and compliance.
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Be confident. Know that you’re getting the best possible terms on your interest rate hedges.
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3,500+ clients worldwide
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$1+ trillion notional hedged each year
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30,000+ annual transactions
Who we work with
Our partners
Prepare using our data
Forward curves represent the market's current expectations for future settings of an index rate. The forward curve will move, driven by unexpected occurrences in the market (rate hikes/cuts, financial crises, material economic data releases, and global events), especially at points farther along the curve. Access our proprietary forward curve data to project future interest rates and support your investment analysis.
Data to manage your interest rate risk
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EURIBOR and SONIA forward curves
Access current 1-month, 3-month, and 6-month EURIBOR and SONIA forward curves to calculate potential rates of return or to underwrite floating-rate debt, hedges, and leases. -
Term SOFR, Fallback Rate (SOFR), and Treasury forward curves
View our forward curve charts or download the data in Excel to estimate the forecasting or underwriting of monthly floating rate debt. -
CDOR forward curves
1-month CDOR and 3-month CDOR forward curves represent the market's expectation of future fixings of each respective Canadian Dollar Offered Rate. -
EURIBOR, SONIA, Gilt, and swap rates
Current rate fixings and swap rates for EURIBOR, SONIA, CIBOR, STIBOR, WIBOR, NIBOR, and PRIBOR -
U.S. Treasuries and swap rates
U.S. Treasury yields and swap rates, including the benchmark 10-year U.S. Treasury Bond, SOFR, 1-month Term SOFR swap rates, SOFR swap rate, the Fed Funds Effective Rate, Prime, and SIFMA. -
Interest Rate Cap Calculator
Enter the notional amount, term, and cap strike price for indicative pricing.
Access more interest rate risk insight
We'd like to hear from you
Contact us to learn more about how Chatham can help you manage interest rate risk.
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Interest Rate Risk Management
Learn how we can help you manage interest rate risk through hedging strategies.
What We Do
Discover how we effectively manage and mitigate financial risk with advisory, process, and technology.