The OCC’s Interest Rate Risk Report: A banker’s guidepost in ALM
Abrigo
JULY 31, 2022
Using the OCC Interest Rate Risk stats for asset/liability management models Financial institutions can use statistics in the OCC Interest Rate Risk Reports to gauge whether their bank is an outlier on the risk scale. You might also like this webinar, "Banking in a rising-rate environment." WATCH . Takeaway 1 Comparing the OCC's latest Interest Rate Risk Report and the one from 2019 provides a valuable look at interest rate risk variables. .
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