Bank Asset/Liability Management: Swaps and Swap Futures

  • 29 Apr 2020
  • By Ira Kawaller and Geoffrey Sharp

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.

Learn more

About CME Group

As the world’s leading derivatives marketplace, CME Group is where the world comes to manage risk. Comprised of four exchanges - CME, CBOT, NYMEX and COMEX - we offer the widest range of global benchmark products across all major asset classes, helping businesses everywhere mitigate the myriad of risks they face in today's uncertain global economy.

Follow us for global economic and financial news.

CME Group on Twitter

CME Group on Facebook

CME Group on LinkedIn