Existing floating rate loans and any underlying derivative products may be exposed to various risks from a rate conversion event, which can include: Basis Risk, accrual and timing disparity, compounding differences, P&L Shift, Tax and Accounting Risk, and Legal Risk.
Our team is here to help you quantify any impact the LIBOR to SOFR transition may have on your portfolio and guide you through the best steps forward.
Use the first and only SOFR Cap Calculator to get a quick estimate of a current SOFR Rate Cap and a side-by-side price comparison to a LIBOR Cap.
Have a different fallback index? Contact us today to help you with a custom calculation.
Use our Spread Adjustment Loss Calculator to visualize any exposure between your Loan and respective Hedge product
Use our Spread Adjustment Loss Calculator to visualize any exposure between your Loan and respective Hedge product
Use our Quick Cap Calculator to get an estimate of a current Rate Cap at LIBOR and its current SOFR spread adjustment after cessation of LIBOR.
Have a different fallback index? Contact us today to help you with a custom calculation.
Interest rate hedges are very complex to model, price, and value. Our team of industry veterans bring the requisite knowledge and experience to help you confidently navigate this market.
As your interest rate hedging advisor, we provide:
Portfolio tracking of your floating rate loans and accompanying hedges.
Professional advice on Structuring, Documentation and Valuation.
Education on transactional mechanics and understanding benefits & risks of any required or voluntary hedge.
Transparency
Our live market data sources and market tested models give you real-time pricing customized for your hedging needs.
Document Negotiation
We will help your legal counsel negotiate all appropriate documentation including, but not limited to: authorizing resolution, hedge designation letter, ISDA Schedule to the Master Agreement, Credit Support Annex, and confirmation.
Fees and Pricing
We offer the industry’s most competitive fees combined with true unbiased expert advice. Call us today for a customized interest rate hedging solution.
Any floating-rate product currently referencing LIBOR is affected in the transition to SOFR, which impacts well over $300 trillion in financial instruments. If you need answers on how much exposure this rate conversion will have on your portfolio, we’re here to help with answers.
