Summer Regulatory Summit eBook

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Interest Rate Risk

Impacts to banks • Impacts refinancing loans • Impacts liquidity • Impacts OACI adjust ments • CMBS alone is -$31B • All securities -$173B

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Interest Rate Risk – State Chartered Banks Fair Value Average Adjustment for 19 years ending 4Q2021 was +$5B. The average adjustment for the most recent 9 quarters is -$193B.

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