Event Description

No banker knows where interest rates will be in three, five, or ten years. That’s why leading community banks aren’t building portfolios around forecasts. They’re building portfolios around diversification.

Join Ed Kofman, Managing Director of Loan Hedging, as he explores how banks can thoughtfully allocate lending opportunities across fixed-rate, floating-rate, and hedged loan structures. Learn how to create a consistent process that aligns borrower needs with profitability goals while reducing unnecessary balance sheet risk.

If you want a proven playbook for when to hedge, when not to hedge, and how to structure loans across varying rate environments, don’t miss this session.

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​We’ll cover:

• Why rate forecasting is a poor lending strategy
• The role fixed-rate, floating-rate, and hedged loans each play in a healthy portfolio
• How to establish objective criteria for when loans should be hedged
• How hedging can help protect margins, generate fee income, and improve relationship profitability
• Real-world examples of how community banks are implementing loan hedging programs

If you’re a bank executive or lender looking to elevate your bank’s performance, this webinar is for you.