IRR and ALM Forum
NOTE: the volume on this video is low until 4:30. You can skip right to then, or you can turn your volume way up to hear the first 4:30 minutes. Just be ready for a jump in volume at 4:30.
In the fall of 2012, the NCUA will require credit unions with more than $50 million in assets, and some credit unions between $10 million and $50 million to have a liquidity policy. To help credit unions prepare for this, the Association arranged for an expert presenter to give you information and provide answers to your questions.
The forum covers:
- The NCUA IRR Policy requirements
- The impact of the policy on credit unions
- What changes are needed
- Twisted Yield-Curves
- Sensitivity Analyses
- Prepayment Sensitivity Analysis
- Non-Maturity Deposit Sensitivity Analyses
- Basis Risk Analyses
- Practical Application
Presenter: Cullen Coxe, Financial Advisor from ALM First Financial Advisors based out of Texas.
Labels: ALCO, ALM, asset liability management, Exams, interest rate risk, IRR, low-rate environment, NCUA, Video