PoliciesInterest Rate Risk Policy

SKU: 95

Your Price $300.00

Qty.  

Description

Description

Description

Establishes the guidelines to ensure that the bank is managed to recognize, measure, and control interest rate risk by setting risk limits, strategies, and reporting formats.

Updated to reflect the current expectations of the regulators as outlined in FIL-2-2012 Supervisory Guidance: Interest Rate Risk Management.

Major topics covered in the policy:

  • Risk measurement methodologies
  • Interest rate risk scenarios – rate shocks, risk components
  • Risk parameters
  • System maintenance – inputs and assumptions, system capabilities
  • Assumption sensitivity analysis
  • Risk management strategies
  • Assignment of responsibilities
  • Reporting
  • Independent review and back-testing

Connect with a consultant

Contact us to learn more about our consulting services and how we can add value to your financial institution