Bank Asset/Liability Management: Swaps and Swap Futures

  • 29 Apr 2020
  • By Ira Kawaller and Geoffrey Sharp
  • Topics: Interest Rates

The following article first appeared in the Bank Asset/Liability Management Newsletter.

Learn how swap futures can be more economical than cleared swaps for hedging and how the design of Eris Swap futures allows for designation as long term cash flow or a fair value hedge.

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