Measuring Your IRR Profile Against Peers & Regulatory Targets

Posted February 26, 2015 by Thomas C. Hauck, Todd A. Togrul.

Tom Hauck and Todd Togrul led a discussion on the OCC’s memorandum on Interest Rate Risk Measurement and the data collected from 1,500 community banks. The results of this study provide peer information relating to IRR modeling practices.

View the Slides Watch the Recorded Video View OCC Memoradum