Capital Markets School - October 2023

Internal Use Only

Examining Yield Curve Issues • Examiners and bankers alike will have a view of current fiscal and monetary policy and its impact on the level of interest rates.  As well as current local markets • Most importantly, examiners should be aware of how the balance sheet structure may impact the risk management process across the investment portfolio, liquidity and IRR.  How does strategic discussion within the ALCO and Board meetings address structural imbalances and are they well documented?  Re-pricing assets and liabilities  Product offerings  Competition

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Internal Use Only

Economic Data and Forecasting

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