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USA-CA-ALBANY Azienda Directories
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Azienda News:
- Risk Management Manual of Examination Policies - Section 6. 1 Liquidity . . .
Some vendors that offer interest rate risk (IRR) models also provide options for modeling liquidity cash flows because the base information is already maintained for IRR modeling
- Interest Rate Risk Management - Federal Housing Finance Agency
To measure interest rate risk, management must project future interest rate environments and measure the risk in these environments by determining how certain influences such as cash flows, market, and product interest rates, will act together to change prices and earnings
- C. Interest rate risk management considerations - Viewpoint
Identifying and measuring the risk exposure to effectively manage and mitigate potential losses Implementing appropriate hedging strategies to protect against adverse interest rate movements Ensuring proper accounting treatment and compliance with relevant standards
- A playbook for interest rate risk management | McKinsey
Several players are integrating interest rate risk, credit spread risk, liquidity risk, and funding concentration risk in both regulatory and internal stress tests
- Liquidity booklet, Comptrollers Handbook
Key factors that increase a bank’s liquidity risk include poor asset quality, high cash-flow volatility, low levels of liquid assets, high or rising funding costs when compared with the characteristic profile of assets funded, concentrations in funding sources, and dependence on credit- and rate-sensitive providers
- Guidelines on the management of concentration risk under the . . .
The guidelines are structured into five major sections The first provides the definition of concentration risk and its two-fold focus on intra- and inter-risk concentrations (Section 2)
- Liquidity Risk Management: A Continued Regulatory Focus
Static liquidity measures can provide valuable information, but cash flow forecasting (sources or uses of funds reporting) can enhance a financial institution’s ability to manage and monitor liquidity risk
- Interest Rate Risk Management - Guideline (2019) - Office of the . . .
This document updated the guidance issued in 2004 (Principles for the management and supervision of interest rate risk) to reflect changes in market and supervisory practices to be used by institutions for identifying, measuring, managing, monitoring and controlling interest rate risk in the banking book (IRRBB)
- Liquidity Risk Resources - NCUA
Changes in interest rates can drive share and loan behavior, which can affect cash flows, reinvestment rates, and the value of assets, such as loans and investments Together, these factors can reduce a credit union’s liquidity level and net interest margin
- Managing liquidity risk: - The CRO Forum
̤ key concepts and concerns on liquidity risk; ̤ stress testing and assumptions; ̤ liquidity risk metrics and limits; ̤ monitoring and reporting; ̤ governance, and ̤ liquidity risk management planning and infrastructure
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