Your source for expert advice for interest rate hedging products and the transition from LIBOR to SOFR
Interest rate hedging, commonly used/required in conjunction with variable rate debt, helps borrowers protect – or hedge – against interest rate volatility. Borrowers have various alternatives when exploring interest rate hedging solutions including: caps, collars, swaps, cancellable swaps, forward swaps, swaptions.
Interest Rate Hedging Services
Interest rate hedges are very complex to model, price and value but our team of industry specialists at our sister company, SOFR With Ease™, is not only here to help you understand all of the different options available but also guide you through any exposure you might have with the transition from LIBOR. With over 40 years of experience in derivatives and hedging services, you’ll have a trusted expert on your side.
Get started with the SOFR With Ease™ Calculators:
LIBOR to SOFR Conversion Calculator
Use the LIBOR to SOFR Conversion Calculator to visualize any exposure between your Loan and respective Hedge product (Swap/Cap).
Conversion calculatorCap Valuation Calculator
Use the Quick Cap Calculator to get an estimate of a current Rate Cap at LIBOR and its current SOFR spread adjustment after cessation of LIBOR.
Cap valuation calculatorServices Include:
- Interest rate cap auctions on bridge debt and construction debt
- Interest rate swap negations on term debt
- Hedging refinance risk on forward basis
- Ongoing monitoring of derivatives positions for reporting purposes
- Interest rate swap terminations
- Value-add structing ideas that enable better risk management