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How Did Your ALCO Model Hold Up?

Jeff For Banks

My firm did a sample data run for a client that included all commercial banks in NY, NJ, PA, and MD between $500 million and $1.5 Deposit duration assumptions in ALCO models built for 'normal' markets simply did not hold up in recent quarters. ~ In a 200-300 model, spreads would have mostly held up.

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The top-performing community banks of 2021

Independent Banker

Brazos National Bank. Douglas National Bank. FSNB, National Association. Pioneer Trust Bank, National Association. AMG National Trust Bank. HNB National Bank. Genesee Regional Bank. Philip Pecora, president and CEO, Genesee Regional Bank. Genesee Regional Bank. By William Atkinson.