Interest rate risk data gathered during examinations of midsize and community banks are available Wednesday with the publication of the spring 2025 statistics report by the national bank regulator.
The Office of the Comptroller of the Currency (OCC) said the statistics in its Interest Rate Risk Statistics Report are for informational purposes only and do not represent OCC-suggested limits or exposures.
The OCC noted that the report provides statistics for different bank populations. The agency said it calculated exposures and risk limits “for the most commonly modeled target accounts in different interest rate stress scenarios. The OCC also calculated key non-maturity deposit (NMD) assumptions for different NMD types.
Leave a Reply