Webinar: Balance Sheet Hedging in a Post Dodd-Frank World

04/03/2013 - 04/03/2013

Telephone Seminar

Time: 11:00 am Eastern | 10:00 am Central | 9:00 am Mountain | 8:00 am Pacific

Length: 60 Minutes

This one-hour webinar will lay out processes, strategies and products that community banks can employ to compete with the big banks without taking on out-sized interest rate bets, while remaining compliant with new Dodd-Frank rules. The Dodd-Frank Act has brought about many changes to the derivatives market in terms of documentation, reporting and transparency - with more rules to be written before full implementation. While most of these changes only impact Swap Dealers and Major Swap Participants, some will impact community banks. The presentation will also discuss some practical uses of interest rate swaps currently being utilized by community banks.

Speaker: Rick Redmond, Head of Marketing and Trading, Vining Sparks Interest Rate Products

Rick has 25 years of experience with large regional banks, with responsibilities including the customer derivative business, interest rate risk management, mortgage servicing hedging, loan pricing, and risk adjusted performance management. Rick has managed derivative positions hedging over $200 billion in assets. He graduated from Auburn University with a BS in Accounting and Finance in 1979 and the BAI Graduate School of Banking at the University of Wisconsin in 1992.


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* All options include handouts.

1 CPE Credit

Program Level: Basic-Intermediate

For more information, call 800-422-7285.