Contributing Author
SOFR-based hedging gains traction in non-agency lending
Lenders using swap futures aligned to prepayment expectations to reduce sensitivity to rising rates
Geoffrey Sharp joined Eris Innovations in 2015 and is Head of Product Development and Sales. With more than two decades of global financial markets experience, trading interest rates with banks, mortgage companies and investors, he previously held trading and sales roles with Nomura, Lehman Brothers and Credit Suisse, and worked in New York, London and Tokyo. Mr. Sharp holds a B.Eng. from University of Bristol, England and currently lives in NY with his wife and children.
Lenders using swap futures aligned to prepayment expectations to reduce sensitivity to rising rates
Interest rate hedging is not just prudent, but critical for producing leverage and financing
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