Hedging Interest Rates in Commercial Real Estate Finance: Rate Caps vs. Swaps, Security, Intercreditor Issues

Keith Print, a partner of Morrison Foerster’s Real Estate Group, will join Chrys Carey, a partner at Dentons, to present “Hedging Interest Rates in Commercial Real Estate Finance: Rate Caps vs. Swaps, Security, Intercreditor Issues” on Tuesday, August 18 at 1:00 p.m. ET.

The CLE webinar examines the use of interest rate caps and swaps to mitigate the risks associated with volatile interest rates in commercial real estate finance.

The panel will discuss the circumstances in which an interest rate hedge may be appropriate, how rate caps and swaps are structured and priced, and key considerations in negotiating and documenting hedge transactions.

Topics will include:

• The mechanics and economic differences between interest rate caps and swaps
• When borrowers and lenders should consider implementing a hedge
• Pricing and financial considerations associated with hedge transactions
• Key provisions in hedge documentation
• Security and collateral considerations
• Coordination with existing loan documents and financing structures
• Intercreditor issues involving hedge counterparties and secured lenders
• Current market risks and practical considerations for real estate counsel

Speakers:

Keith M. Print
Partner, Morrison Foerster

Chrys A. Carey
Partner, Dentons

To learn more or register, please visit the website.