Site Map | Text Size:
S
M
L
|
Home | About the OCC | News and Issuances | Publications | Tools and Forms | Topics |
BankNet |
Interest Rate RiskThe acceptance and management of financial risk is inherent to the business of banking and banks’ roles as financial intermediaries. To meet the demands of their customers and communities and to execute business strategies, banks make loans, purchase securities, and take deposits with different maturities and interest rates. These activities may leave a bank’s earnings and capital exposed to movements in interest rates. This exposure is interest rate risk. Learn MoreInterest Rate Risk (Comptroller's Handbook, 1998) References Interest Rate Risk: Interagency Advisory on Interest Rate Risk Management (OCC 2012-5, January 2012), Interagency Advisory on Interest Rate Risk Management (PDF) Embedded Options and Long-Term Interest Rate Risk (OCC 2004-29, July 2004) Brokered and Rate Sensitive Deposits (AL 2001-5, May 2001) Risk Modeling: Model Validation (OCC 2000-16, May 2000) Interest Rate Risk (AL 95-1, February 1995) Purchases of Structured Notes (AL 94-2, July 1994) Risk Management of Financial Derivatives (BC 277, November 1993) |