Resources

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• ALM Policies:  Make Them Better for Everyone (webinar)
• Streamlined ALCO:  Best Practices for Allocating Time & Resources (slides)  
• The 45-Minute Deposit Study (webinar)
• IRR:  Risk Management for CUs (slides)
• Is It Time to Recalibrate Your IRR Model? (article)
• IRR Modeling: Art vs. Science (article) 
• ​Designing a Comprehensive and Concise IRR Program (webinar)
• IRR for Board Members (article) 

• Federal Reserve Director's Resource
• FDIC Director's Resource
• FDIC Director's Resource

• Federal Reserve Current and Historical Rates 
• Federal Reserve Interest Rate on Reserve Balances (IORB)
• FHLB (Des Moines) Current Rates 
• FRED® (St. Louis Fed) Economic Data and SOFR

FRB, OCC

• “Guidance on Model Risk Management” (April 4, 2011)
• “Sound Practices for Model Risk Management" (April 4, 2011) 

FDIC

• "Adoption of Supervisory Guidance on Model Risk Management" (June 7, 2017) 

FDIC, FRB, OCC, NCUA, FFIEC

• "Advisory on Interest Rate Risk Management FAQs" (January 12, 2012) 
• "Advisory on Interest Rate Risk Management" (January 6, 2010) 

FDIC

• "Managing Sensitivity to Market Risk in a Challenging Interest Rate Environment" (October 8, 2013)

FDIC, FRB, OCC

• "Joint Agency Policy Statement: Interest Rate Risk" (June 26, 1996) 

FDIC, FRB, OCC, NCUA

• "Interagency Policy Statement on Funding and Liquidity Risk Management" (March 22, 2010)
• "Addendum to the Interagency Policy Statement on Funding and Liquidity Risk Management:  Importance of Contingency Funding Plans" (July 28, 2023)

FDIC

• "Liquidity Risk Management" (August 26, 2008)

FDIC

• Risk Management Manual of Examination Policies 
• Risk Management Manual of Examination Policies – Sensitivity to Market Risk (SMR) - PDF
• Management Manual of Examination Policies – Liquidity and Fund Management - PDF

FRB

• Commercial Bank Examination Manual (Section 4090) 
• Bank Holding Company Supervision Manual (Section 2127) 
• Trading and Capital-Markets Activities Manual (Section 3010) 

OCC

• "Interest Rate Risk," Comptroller's Handbook
• "Risk Management of Financial Derivatives," Comptroller's Handbook

NCUA 

• Examiner's Guide
• Letter 16-CU-08 on IRR Supervision

Basel Committee on Banking Supervision

• "Principles for the Management and Supervision of Interest Rate Risk" 

 *The Basel Committee on Banking Supervision is a committee of banking supervisory authorities established by the central bank governors of the G–10 countries in 1975. The FRB, OCC, and FDIC are members of this committee.