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.

Our back-to-back swap benchmark report compares customer swap transactions across years, regions, and bank asset size. While your financial institution may not yet be using swaps to win more commercial loan business, you can still find value in reviewing this report.

After falling for much of January, Treasury yields rebounded modestly last week as investors digested weak economic data and a slew of corporate earnings reports and awaited the early February FOMC monetary policy meeting.

In a holiday-shortened week, Treasury yields notched their third-consecutive week of declines as investors digested weaker-than-expected economic data coupled with the Bank of Japan’s continued commitment to yield curve control.