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CU1819

Managing Interest Rate Risk in the Current Environment

Date
October 24, 2018
$49
Standard Price
This product is also available as part of the following products:
Thumbnail for Conference on Credit Unions 2018
This includes sessions from the conference: Conference on Credit Unions 2018

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

Speaker Image for Tom Bowers
Managing Director, ZM Financial Systems

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