BAS Presentations - March 2023
Is Oversight of Interest Rate Risk Adequate for the Size and Risk Profile of the Bank? Policy and risk limits Earnings forecasted over at least a two-year period Static earnings simulation Economic value of equity modeled Range of severe scenarios (e.g., 400 basis points, non-parallel) Stress testing of critical assumptions Document key assumptions Independent review Back-testing
How Would You Rate STMR at Sunny State Bank?
Earnings & Capital
Position Asset/liability mismatch
Risk Management Practices
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