Office of Thrift Supervision
Statistical Releases
Cost of Funds
Indices that are among those that federally chartered institutions may use in changing rates on adjustable-rate mortgage loans made in accordance with OTS Regulation 560.35.
National Average Cost of Funds Ratio to OTS Regulated, SAIF - Insured Institutions
- 04/15/09 -
- 04/15/09 -
Interest Rate Risk
Aggregate IRR Exposure and CMR Report - Interest Rate Risk Exposure Report and Aggregate Schedule CMR Report for the Entire Industry.
Asset & Liability Price Tables - Contains tables listing the estimated values of selected assets, liabilities, and off-balance sheet instruments, in various interest rate scenarios.
Interest Rate Risk Measures - Recent industry statistics for several measures of interest rate risk.
Quarterly Review of Interest Rate Risk - Quarterly publication of industry position with respect to interest rate risk.
Net Portfolio Value Model Manual - This publication explains the computer model used by OTS to assess interest rate risk at thrift institutions and to calculate their interest rate risk capital component.
Risk Modeling Bulletin - Provides up-to-date information on developments related to the Enhanced Net Portfolio Value Model (NPV Model).