Podcast: ALM 201 – Part I – Welcome to Income Simulation (03-11-14)

Presentation Description:
Income simulation is the most common method of estimating interest rate risk in the credit union’s balance sheet. It is simple in concept, but complex in its application. In this presentation, we will explain how income simulation works. The most common variables and assumptions, such a prepayment speeds and deposit rate sensitivity, will also be covered.

Full Presentation (or scroll down to listen to individual chapters):

Chapter 1: Welcome, Objectives, Let’s Talk about Your Credit Union

Chapter 2: Balance Sheet-Related Risks

Chapter 3: Variables and Assumptions Impact the Outcome + Estimating Rate Sensitivity

Chapter 4: Surge Shares

Chapter 5: The Metrics for Estimating IRR + Methodologies to Estimate IRR

Chapter 6: Gap Analysis

Chapter 7: Income Simulation and Wrap-Up

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