A Practical Look at Futures for Interest Rate Risk

Join Derivative Path, CME Group, and Eris Innovations for an insightful discussion on how Eris SOFR Swap Futures provide a new approach to interest rate risk management. This session will provide a practical overview of how institutions can incorporate swap futures into their hedging strategies to realize benefits such as reduced margin requirements, simplified onboarding, and operational efficiencies.

Our panel will break down how these futures work, examine relevant use cases, and explore the implications for hedge accounting, liquidity, and capital optimization. The webinar will include real-world examples and commentary from subject matter experts directly involved in developing and distributing these instruments.

Join Derivative Path, CME Group, and Eris Innovations for an insightful discussion on how Eris SOFR Swap Futures provide a new approach to interest rate risk management. This session will provide a practical overview of how institutions can incorporate swap futures into their hedging strategies to realize benefits such as reduced margin requirements, simplified onboarding, and operational efficiencies. Our panel will break down how these futures work, examine relevant use cases, and explore the implications for hedge accounting, liquidity, and capital optimization. The webinar will include real-world examples and commentary from subject matter experts directly involved in developing and distributing these instruments.