Interest Rate Risk: What Does the Future Hold
Rising interest rates and the impact on capital is the number one issue for many regulators today. Gain a better understanding of regulator expectations for interest rate risk and what you need to do now to stay ahead of the curve.
The number one issue for many regulators today is rising interest rates and the impact on Bank Capital. We all know that our investment portfolios are at all-time highs in terms of percentage of assets, but likely all-time lows in terms of yields. This is a recipe for disaster.
We have been in a unique economic and interest rate environment since 2008. In that time, deposit bases have grown and loan demand has decreased. With recent indications that the economy is on the path of recovery, will this trend continue? What impact will it have on your interest rate risk model? Are you prepared to update assumptions to account for the changing interest rate environment and change in customer behavior?
- Interest rate risk stress testing
- Interest rate risk modeling
- Back-testing best practices
- Depositor behavior
This session discusses expectations for your interest rate risk model, assumptions and how they impact your model, and back-testing and why you may not be getting the full picture. You will gain a better understanding of regulator expectations for interest rate risk and what you need to be doing now to stay ahead of the curve.
CEOs, CFOs, chief risk officers, controllers, ALCO committee members and senior management.
Al Forrester, CEO, FICast Data Corporation, is the founder and CEO of FICast Data Corporation. Since its beginning in 2001, FICast has grown to provide decision support systems such as Asset Liability Management, profitability measurement and board reporting systems to approximately 400 financial institutions across the country. He has been involved with the issue of interest rate risk measurement and management since the early 1980s. Prior to the founding of FICast Data Corporation, Al was a principal and founder of Robben & Forrester, LLC, which provided consulting advice to financial institutions as well as outsourced interest rate risk management services. He has also held positions at Ponder & Company, SunTrust Bank and Accenture.
Institute of Certified Bankers: Visit http://www.icbmembers.org/login.aspx for instructions regarding self-reporting. Estimated credits: 2 hours/session
Member price: $275.00 | Non member price $550.00
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