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Model Risk Management: Regulatory Priorities and Best Practices

Abrigo

Meet Model Risk Management Expectations Updates to the FDIC Risk Management Manual should steer institutions toward a model that manages risk and drives growth. Takeaway 1 Aside from meeting examiner expectations, proper model risk management can protect your institution from unnecessary risk. .

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Silicon Valley Bank Failure – Lessons in Interest Rate Risk Management

South State Correspondent

On the liability side of SVB’s $173B in deposits at the end of 2022, approximately 97% were uninsured and above the $250k in FDIC protection threshold. at the end of 2022, with $2.4B in adjustment (9.2%) for interest rate risk movement. The bank’s available-for-sale (AFS) portfolio was $26.1B

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Interest rate risk management in a rising rate environment

Abrigo

WATCH Takeaway 1 Earning more income and mitigating interest rate risk isn’t as simple as charging higher rates on loans and earning higher rates on the investment portfolio. Takeaway 2 Some banks and credit unions were late movers and are now scrambling to lock in funding for the short term to meet liquidity and capital needs.

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The top 10 2022 ALM resources for financial institutions

Abrigo

Blog posts to help your asset/liability management (ALM) staff strategize for the future These ALM posts were the most popular in 2022. Navigating a rising-rate environment, leveraging core deposit strategies, and pricing loans effectively were top of mind for asset/liability management (ALM) staff in 2022.

Resources 195
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Successful Change Management with Enterprise Risk Management

Speaker: William Hord, Vice President of ERM Services

The end result is the ability to streamline your allocation of capital and resources. In this webinar, you will learn how to: Outline popular change management models and processes. Practice change management process with ERM data. August 11, 2022 at 11:00 am PDT, 2:00 pm EDT, 7:00 pm GMT Determine impact tangents.

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How the 2022 Stress Test Scenarios Can Help Small Banks & Credit Unions

Abrigo

The Stress Test Scenarios for Big Banks Are Useful for Smaller Institutions' Own Tests Banking regulators recently released the 2022 scenarios for upcoming stress tests by the biggest banks. Prudent stress testing as a risk management tool helps the enterprise see where the potential pitfalls are in their plans.

Capital 195
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Winner’s Podcast: Markets Technology Awards 2022

Bobsguide

Following CompatibL’s recent win at Risk.net’s Markets Technology Awards 2022, Alexander Sokol spoke about the advantages of the new machine learning models for portfolio validation and risk management. The post Winner’s Podcast: Markets Technology Awards 2022 appeared first on Bobsguide.