Conference on Credit Unions 2018

CU1819 - Managing Interest Rate Risk in the Current Environment

Oct 24, 2018 9:45am ‐ Oct 24, 2018 11:00am


Description

The US economy’s regained strength is presenting fresh challenges for proactive balance sheet managers. After years of extremely low interest rates following the “great recession”, the landscape has transformed to one of higher short-term rates, a flatter yield curve and rising competition for funding. This presentation will investigate tools and techniques to quantify the risk exposures that inform ALM decision-making. Particular emphasis will be given to developing appropriate share assumption inputs to support interest rate sensitivity measurement for earnings and NEV. The discussion will also address recent regulatory guidance and the renewed emphasis on including scenarios that consider changes in the slope and shape of the yield curve.

  • Why ALCO needs both earnings and economic value perspectives in IRR measurement
  • Discover the two common errors to modeling non-maturity shares, and steps to take to properly simulate these products
  • Discuss processes that can help move IRR results towards actionable business intelligence

Speaker(s):

  • Tom Bowers, Managing Director, ZM Financial Systems

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