How to Measure Interest Rate Risk Effectively in Banks & Credit Unions
Abrigo
JUNE 11, 2021
Accurate and timely IRR measurement is necessary for monitoring IRR effectively,” says the Office for the Comptroller of the Currency’s handbook on interest rate risk says. FDIC) noted in its 2021 Risk Review. The emphasis on effective systems and tools to measure interest rate risk is especially critical in the current environment.
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