Borrower Swap Solution

Help commercial customers make informed financing decisions by offering market-based, flexible, and transparent fixed rate solutions.

Banks use back-to-back swaps to meet borrower demand for long-term fixed-rate loans. With back-to-back swaps, the bank enters a floating-rate loan and a fixed-rate swap with the borrower and then a second, offsetting swap with a dealer counterparty.

This video discusses how Interest rate risk is embedded in every financial institution’s balance sheet. Board members should encourage their management teams to consider adding derivatives to their tool kit.

Learn how to help your commercial customers understand why an interest rate swap makes sense.

Learn why interest rate swaps are beneficial for both financial institutions and their commercial borrowers.

Treasury yields rose sharply across the curve last week as investors digested a series of hawkish comments from Federal Reserve officials, a robust slate of economic releases, and the latest developments in Washington's debt ceiling feud.

Treasury yields rose modestly after two high-profile inflation readings suggested easing yet still firm price pressures, and Federal Reserve officials reiterated expectations for a higher-for-longer rate environment.

Treasury yields oscillated in a wide range last week, ultimately finishing lower, as market participants reacted to regional bank stress, the strong April NFP report, and the highly anticipated FOMC monetary policy meeting.