Industry Trends Highlight Importance of Effective Interest-Rate Risk Management

Title Industry Trends Highlight Importance of Effective Interest-Rate Risk Management
Author Name The US Government FDIC's Division of Risk Management Supervision
Link http://www.fdic.gov/regulations/examinations/supervisory/insights/siwin13/SIwinter13.pdf


The Winter 2013 edition of the Journal of  Supervisory Insights which is published by the US Government FDIC's Division of Risk Management Supervision, has an interesting article about effective interest rate risk-management measures. 

Industry Trends Highlight Importance of Effective Interest-Rate Risk Management
During the recent sustained low interest rate environment, the banking industry’s asset mix and funding profile have shifted. This article looks at how these changes appear to have resulted in increased interest-rate risk (IRR) exposure. The article also highlights supervisory expectations for IRR management and suggests strategies financial institutions can use to assess and mitigate this exposure.” 

http://www.fdic.gov/regulations/examinations/supervisory/insights/siwin13/SIwinter13.pdf

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