What are Mortgage-Backed Securities?
The US mortgage...
Modeling Betas and Expected Maturities in ALM Simulation
23 July 2021
Modeling Betas and Expected Maturities
ALM modeling seeks to project and measure the impact of...
Future of floating rates: Libor Endgame
25 June 2021
Future of floating rates: Libor Endgame
The U.K. Financial Conduct Authority has confirmed most...
NCUA Derivatives Ruling Is A Game-Changer For Many Credit Unions
9 June 2021
Recent NCUA Derivatives Ruling Is A Game-Changer For Many Credit Unions
The updated rule will...
CECL: It’s still coming… How to find your CECL solution
31 May 2021
CECL: It’s still coming… How to find your CECL solution
Despite COVID, the economic crisis and...
Understanding CECL: The basics
29 April 2021
Measuring Interest Rate Risk: NEV
1 February 2021
Measuring Interest Rate Risk: NII
1 January 2021
Understanding Interest Rate Risk for Credit Unions
1 January 2021
Understanding Interest Rate Risk
ALM modeling is used to gain insight into the potential...
Pool determination
1 January 2021
Pool determination
January 1, 2021
One important but often overlooked aspect of an ALLL...