ComplianceOnline

Interest Rate Risk Management - What the Regulators Want

Instructor: Walt Tillman
Product ID: 702953
  • Duration: 90 Min

recorded version

$149.00
1x Person - Unlimited viewing for 6 Months
(For multiple locations contact Customer Care)
Recorded Link and Ref. material will be available in My CO Section

Training CD

$199.00
One CD is for usage in one location only.
(For multiple locations contact Customer Care)
CD and Ref. material will be shipped within 15 business days

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Read Frequently Asked Questions

This webinar on Interest Rate Risk Management will highlight what the regulators expect community banks to do to effectively manage interest rate risk.

Why Should You Attend:

As banks recover from the after effects of the great recession, interest rates are expected to eventually return to more normal levels. Banks need to be prepared for the eventual shock of higher rates. Increasingly, IRR management will match credit risk as the regulators next hot button.

This webinar will cover all aspects of understanding the regulatory requirements expected from banks for Interest Rate Risk Management. At the end of the webinar the speaker will handle your specific questions related to this topic.

Areas Covered in the Webinar:

  • Board & Management Responsibilities
  • Improving ALM Policies
  • IRR Modeling & Validation
  • IRR Measurement Methodologies
  • Deposit Decay & Duration
  • Measuring the Four Components of IRR
  • Best Practice IRR Scenarios

Who Will Benefit:

  • Bank Board Members
  • Bank CEOs & CFOs
  • Bank Risk Officers & Auditors
  • Bank ALM Managers
  • Community Banks
  • Auditing Firms
  • ALM Service Providers
  • Bank Consultants
  • Bank Regulators

Instructor Profile:

Walt Tillman, has 36 years of working for community banks in the greater Philadelphia region. He has experience as a successful community bank controller, as an ALM manager at a $2 Billion dollar multi-bank holding company, and as a community bank CEO. He has developed several internal IRR models in the past. Currently, he is CEO of BankProforma, which provides consultation and excel based ALM models for community banks. He believes that community banks are critical to the economic wellbeing of the nation, that they truly care about people, and bring to banking the American spirit of freedom. He says simply... "we help Americas community banks succeed and survive the 21st Century".

Topic Background:

In the "Interagency Advisory on Interest Rate Risk Management Frequently Asked Questions", published in January 2012, the OCC reminded banks of the need for sound interest rate risk management, and provided a detailed list of what they expect banks to do.

The advisory asks and answers a series of questions about managing interest rate risk. It moves beyond traditional balance sheet matching and gap reporting, instead focusing on modeling to understand the sensitivity of net interest income and the economic value of equity to changes the general level of interest rates. It also presents with unusual clarity what the OCC regards as best practices when it comes to using ALM models for interest rate risk management purposes.

For small community banks the advisory announced a subtle change from prior regulatory guidelines. In the past the regulators did not require institutions with simple balance sheets to run models. Now they are strongly encouraged to do so. The only exception is when the on-site examiner deems it unnecessary. Regardless of the size and complexity of your bank's balance sheet, operating without a model runs the risk of wrath from the regulators.

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