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 banks and their commercial borrowers.

After moving significantly higher on the back of a hotter-than-expected inflation reading the week prior, Treasury yields remained very volatile throughout the week and ended the week moderately higher across the curve as investors grappled with the FOMC’s decision to raise the Target Range 75...

Treasury yields across the curve moved notably higher last week, while the major U.S. equity indices continued to decline, as market participants digested the latest inflation data and placed bets for a more hawkish Federal Reserve.

In a week packed with high-profile economic updates and a robust Federal Reserve speaking calendar, Treasury yields across the curve moved notably higher, erasing the moves from the week prior. The major U.S. equity indices resumed their decline after seeing the first positive week in nearly two...