Credit Risk of Interest Rate Hedging

As interest rates rise even further, lenders will need to apply a variety of hedging methods to reduce risk. Our panelists will provide insight into how to manage a rising interest rate environment and the associated risks across your loan portfolio. Strategies discussed will include: Forwards/FRAs, Futures, Swaps, Options, Caps, Floors and Collars.

Speakers:

Laurie Foster, Credit Risk Program Director and Team Lead, RMA

Gregory Hill, Director of A/L Mgmt, Capital and Corporate Pricing and Profitability, Key Bank