Regulatory UpdateWebinar: Heightened Focus on Interest Rate Risk

interestrateThe Baker Group will offer a free webinar on interest rate risk related issues on Tuesday, December 17 at 10:00 – 11:30 a.m. The webinar is designed to make you aware of the range of interest rate risk related issues you may face in future exams and will provide you with specific examples of the types of analysis that are necessary to comply with heightened IRR security.

The extended low rate environment has put pressure on margins, enticing some institutions to “reach for yield” in higher risk assets and driving regulators to focus their attention on interest rate risk like never before.  Regulators have put out several specific advisories on IRR on 2009, including an FDIC FIL in October of this year. Examiners are now conducting mini exams focused solely on interest rate risk and collecting additional IRR data during regularly scheduled exams. In conducting these exams, regulators are requesting an unprecedented amount of detail on the ALCO process including non-standard stress tests, non=maturity deposits analyses, assumption stress tests, back tests, validation letters and surge deposit analyses among others.

To register for The Baker Group’s Regulatory Update webinar, click here.


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