How Do You Manage Interest Rate Exposure on Non-Agency Loans?

Discover how the combination of Optimal Blue technology and CME’s Eris SOFR Swap futures can help safeguard your non-agency loans from interest rate volatility in Optimal Blue’s white paper: “Pricing and Hedging Non-Agency Loans With Eris SOFR Swap Futures”

When facing interest rate exposure in your non-agency loans, it’s important to create a solid pricing and hedging strategy. In this white paper, Optimal Blue details the key benefits of CME’s Eris SOFR Swap futures, and provides an overview on creating a defensible pricing and hedging strategy for non-agency loans using these derivatives.