Looking to navigate today’s volatile interest rate environment with greater flexibility and efficiency?
Discover a powerful new tool for interest rate risk management in our latest webinar, “Swap Futures for Interest Rate Hedging: A New, Cost-Effective Tool.” This expert-led session explores how futurized swaps—known as Eris SOFR Swap Futures—are transforming hedging strategies for financial institutions of all sizes.
Key Takeaways Include:
- Why swap futures are gaining traction with banks, credit unions, REITs, and mortgage lenders.
- How swap futures offer lower margin requirements and faster onboarding compared to traditional OTC swaps.
- Practical applications for large and small institutions, including real-world case studies.
- Insights on hedge accounting compatibility and operational simplicity.
Featuring:
- Isaac Wheeler, Managing Director, Balance Sheet Strategy, Derivative Path
- Ted Carey, Executive Director, Interest Rate Products, CME Group
- Craig Haymaker, CPA – Managing Director, Hedging Solutions, Eris Innovation
Ready to learn how swap futures can optimize your hedging approach?
👉 Watch the recording on-demand now.