Baker Tilly | 1 CPE | Leveraging your data to understand your liquidity and interest rate risk: a Compliance+ webinar
How can your financial institution prepare, but more importantly thrive during an uncertain risk environment? Over the past year, banks and credit unions have experienced changes in how they go about managing liquidity and interest rate risk, while also taking into account what ALCOs and examiners may be looking for.
Join us for a webinar, and our specialists will prepare your organization to stay ahead of your liquidity and ALM considerations during unclear times. Banking and Capital Markets practice leader, Kevin Schalk will be joined by Ivan Cilik and Sean Statz to discuss uncommon “what if” scenarios and highlight the importance of stress testing outside of the commonly stressed factors, ways to mitigate risk using a holistic approach, including revisiting risk tolerances, pricing and strategy for recent cost of funds increases, lending strategies, and investments with unrealized losses.
After the webinar, you will leave with the knowledge to:
- Manage your balance sheet in an uncertain interest rate environment
- Implement new strategies to minimize NIM compression with increasing cost of funds
- Identify key parameters for stress-testing interest rate and credit assumptions
- Bridge the gap between ALM and liquidity modeling to make better strategic decisions
- Manage duration gaps and how that impacts future liquidity cash flows