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Rhona Macpherson


My role at Chatham is to provide tailored solutions to manage interest rate, inflation and FX risk to the Real Estate sector.

T: +44 (0)207 493 3310

Email Rhona


  • Real Estate
  • FX Hedging
  • Inflation Hedging
  • Interest Rate Hedging

About Rhona

Prior to Chatham, I was part of the Hedging Risk Advisory team at EY where I provided hedging advice on a wide variety of projects. I have also held senior positions at UBS and Deutsche Bank. At UBS, I established a team that hedged the market risks associated with structured private placements.

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Published work

What does a change of chancellor mean for borrowers?

Rhona Macpherson discusses how changes at the Treasury can impact borrowers and swap rates.

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The disappearing risk of negative interest rates

Negative interest rates and pre-hedging upcoming interest rate exposure were factors when devising hedging strategies last year.

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Are borrowers adjusting their hedging strategies ahead of the General Election?

How are borrowers adjusting their interest rate hedging strategies to take account of the impending General Election and the uncertainty surrounding the UK’s future relationship with the EU?

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Navigating the wild swings in UK interest rate swaps

It’s little wonder that borrowers are nervous of the current interest rate environment in the UK. The tail end of last week was a reminder of how unforgiving the market can be as interest rate swaps surged over 15bps on more optimistic reports on the progress of the Brexit negotiations...

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What negative interest rates mean for your hedging strategy

Negative interest rates add complexity to hedging decisions. In the current interest rate environment, Libor floors are common in floating rate loan agreements.

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The pre-hedging conundrum and the rising popularity of swaptions

Among the attractions of option based strategies are flexibility and lack of break costs should interest rates either fall or remain at very low levels...

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GBP borrowers choose to fix as yield curve flattens

The downward shift in interest rate expectations has created an interesting environment for GBP borrowers...

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