Webinars

Core Deposit Analytics

CPE Credits Available: 4

With the disappearance of OTS, the primary source of industry pricing betas and decay rate assumptions will go away early in 2012. After that point you are likely to see increased pressure from regulators to develop and use institution specific assumptions. While you are likely to contract with an outside firm to do the analysis, it is important that you understand the theory behind derivation of these assumptions so you can use them comfortably and explain them to your regulator.

Managing IRR - Issues and Approach to Managing Earnings at Risk

CPE Credits Available: 2

This program introduces the basic concept of measuring earnings at risk. We will explore the primary measurement requirements from data to assumptions. The program will compare the traditional regulatory analysis to the emerging requirements under the new FFIEC Interest Rate Risk Guidance.

Capital Planning

CPE Credits Available: 2

Financial institutions face higher capital standards. Many are also dealing with the effects of asset quality problems brought on by the current financial crisis. Most need to develop a capital plan that balances the relationship between strategic long range financial goals and establishes optimum balance sheet mix. From there, annual goals can be established that marks progress to the institution's long-range strategic goals.

Managing Portfolios of Core Deposits

CPE Credits Available: 4

Everyone knows Market rates at some point are going up. With the FED's recent announcement freezing the fed funds rate, will we see a disconnection to the FOMC target rate if loan demand picks up? If the economy picks up speed, how soon and how much will your local rates increase? With interest rate floors on variable-rate loans, containing funding costs for the first 200 bp of rate rise is crucial. The development of appropriate assumptions and strategies for core deposits is crucial now as you continually make balance sheet allocation decisions based on results from interest rate risk modeling.

Managing IRR - Issues and Approach to Managing Value at Risk

CPE Credits Available: 2

This program introduces the basic concept of measuring value at risk. We will explore the primary measurement requirements from data to assumptions. The program will compare the traditional regulatory analysis to the emerging use of EVE as a forecast tool.