Community Bank Exercises Risk Management social media 
South State Correspondent
MARCH 15, 2023
While we wrote about the root cause of the failure of Silicon Valley Bank (SVB) HERE , the lessons of the current banking crisis go beyond interest rate risk management. While interest rate risk caused the most significant impact on value, several other factors contributed to the terminality of each bank that was closed.
South State Correspondent
APRIL 3, 2023
While there have always been problems in banks’ asset-liability models (ALM) and liquidity stress test models, the current environment exacerbates this problem. As a result, most banks are overestimating their liability sensitivity and, thus, their deposit value. This reduces the duration of these non-maturity deposits.
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