TITLE

Agencies Want Stress Tests on Interest Rate Risk

AUTHOR(S)
Blackwell, Rob
PUB. DATE
January 2010
SOURCE
American Banker;1/8/2010, Vol. 175 Issue F301, p3
SOURCE TYPE
Trade Publication
DOC. TYPE
Article
ABSTRACT
The article reports that U.S. banking regulators have advised banks to become more mindful of interest-rate risk. Very low short-term rates have provided banks with a cheap source of funding, and the regulators want banks to be prepared for when rates eventually rise. Computer modeling and stress tests to assess the impact of a rapid rate rise are recommended.
ACCESSION #
47372823

 

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