Services
Interest Rate Risk Program Review & Validation
Interest rate risk program review and validation engagements are designed to advance your institution’s interest rate risk program and satisfy regulatory expectations. The key objective of this engagement is to generate a final report that examines the risk profile of your institution, documents model appropriateness, setup, and testing results, evaluates monitoring and governance, verifies regulatory compliance, and identifies potential areas for improvement. We make ourselves available to clients throughout the year and maintain support resources such as peer data, report templates, sample policy language, assumption development tools, and common exam issues. Request a proposal.
IRR-analytics, LLC has worked with these ALM models/vendors.
Liquidity Program Review
Liquidity program review engagements are designed to advance your institution’s liquidity risk program and satisfy regulatory expectations. The key objective of this engagement is to generate a final report that examines the risk profile of your institution, evaluates monitoring and governance, verifies regulatory compliance, and identifies potential areas for improvement. We make ourselves available to clients throughout the year and maintain support resources such as peer data, report templates, sample policy language, and common exam issues. Request a proposal.
Deposit Study Services
Deposit study services are designed to develop institution-specific model assumptions for deposit betas and decay rates. We measure the institution’s actual beta and decay experience and provide recommendations based on actual quantitative experience with qualitative adjustments for expected deposit pricing/retention changes and practical modeling considerations, which are developed with input from management. All recommended assumptions are formatted to the institution’s ALM model input fields. The final report is designed to provide credible assumption support and documentation, maximize transparency, and simplify the institution’s evaluation process. IRR-analytics, LLC will remain independent and does not participate in the final decision-making process. Request a proposal.
A comprehensive due diligence packet is available upon request to facilitate the vendor selection process.
Read some of our client testimonials.