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Product Update Notification - 02/08/10 Interest Rate Risk Policy Update Details What's New Topic 5 - Types of Measurement Systems. Provides a discussion of: Gap Analysis Models Economic Value of Equity Models (EVE) Earnings Simulation Models Topic 6 - Identification and Measurement. Provides sample guidance of identification and measurement methods, including risk identification, measurement and control. Topic 7 - Interest Rate Risk Limits. Provides sample guidance regarding the establishment of interest rate risk limits and reviews. Topic 8 - Managing the Time Horizon. Provides sample guidance of the simulation of an appropriate time horizon(s) to properly assess interest rate risk exposures. Topic 9 - Stress Testing. Provides sample guidance regarding stress testing, including scenario and sensitivity analysis. Topic 10 - Assumption Testing. Provides sample guidance to properly assess the reasonableness of an interest rate risk model's assumptions, taking into consideration: Yield Curve Shifts and Twists Asset Quality Customer Behavior Non-Interest Income What's Revised Topic 2 - Policy Statement. The entire contents of the "General" subtopic were revised. Topic 3 - Responsibility. A new subtopic entitled "Branch Management and Bank Administration" was added. The following subtopics were revised: General - Bullet point 1 was revised and a new bullet point 5 was added. Board of Directors - Entire contents. Senior Management - Entire contents. Responsibilities of ALCO - Second paragraph was revised. Topic 4 - Interest Rate Risk Program Overview. Formerly entitled "Interest Rate Risk Management, the first paragraph and bullet point 4 were revised (formerly within the "General" subtopic). In addition, the following subtopics were deleted: Risk Controls and Limits Identification and Measurement Accounting Guidelines Interest Rate Risk Limits Managing the One Year Horizon Managing the Longer Term Horizon Topic 12 - Audit Policy. Bullet points 5 and 6 were revised. In addition, a new second to last paragraph was added. What's Deleted Topic 5 - Interest Rate Risk Standard. Topic 6 - Interest Rate Risk Analysis. Topic 7 - Interest Rate Margin Analysis. Topic 8 - Market Value of Equity Analysis. Topic 9 - Summary of Risk Analysis Methods. Topic 11 - Exceptions to Policy. Ordering Information This product is available to purchase from Bankpolicies.com for: $175.00 - List Price - or - $75.00* - Update Price *Applies only to clients who have purchased the Interest Rate Risk Policy Template within the last three years including the following update (if applicable): Interest Rate Risk Policy Template Update - 04/22/08 - $50.00 If you have ordered this product after 01/08/10 you are eligible to receive the product update at no charge. Click here to place an order for this product. Clients who are eligible for our Legacy Rewards Volume Discount can apply their applicable discount level to the list or update price (whichever applies). NOTE: Refer to our Place an Order page for important information regarding payment terms and our return policy. Orders placed for Product Updates are only available directly through Bankpolicies.com. Find Out What's New or Revised with our Product Update Program Our Product Update Program allows existing clients to receive e-mail notifications from us the same day we issue a new or revised product. We encourage you to subscribe today for this free and convenient service. |