Conventional Versus Synthetic Fixed-Rate Financing

Digital Pass

This session will present an objective analysis of the risks, benefits and implications of using an interest rate swap. It will provide an in-depth analysis of the primary legal, accounting and tax rules that govern swap-based financing, how swaps are best used in connection with debt financings, and the circumstances under which a swap-based financing may offer a compelling alternative to conventional fixed rate financing. We will also discuss the migration from LIBOR to new benchmark indices such as SOFR, and the implications for swap based transactions.

Learning Objectives:

Participants will learn about interest rate swaps generally and how interest rate swaps are used in connection with debt financing and what alternatives may be superior.

Primary Presenter(s)

Kevin G. Quinn, JD, MBA

Principal
Wye River Group Incorporated
Annapolis, Maryland

Co-Presenter(s)

Christopher O. Wienk

Principal
Wye River Group
Annapolis, Maryland
Eric Osberg

Director of Finance & Operations
Stone Ridge School of the Sacred Heart
Bethesda, Maryland