Do you have appropriate policy limits for all key interest rate risk measurements? How did you set them, and do they really still make sense for your institution?
When market rates weren’t changing, most institutions were in general compliance with policy limits. However, with the steady ramp up of rates through mid-2019, and then the massive drop in March of 2020, we’ve seen many banks and credit unions fall out of policy compliance. We’ve also heard from many of our clients that just aren’t sure what they should use for limits for the various non-parallel rate shock scenario and now emphasized net income shock measurements. The old industry standard limits that so many institutions are still using just don’t seem to be working anymore.
Purchase this 45-minute webinar where we’ll go through the key IRR measurements and provide guidance on how to set limits for each one that are appropriate for your institution. We’ll also go through a “cheat sheet” detailing suggestions for each measurement and give you the confidence that you can defend the limits you establish.
Who will benefit? Presidents, CEOs, CFOs, Controllers