GSBC 2024 - Interest Rate Risk

Class Resources

GSBC Homepage - school website & access to the learning portal

FFIEC UBPR Home Page - official FFIEC home page for UBPR and Call Report Data

IRR Profile Spreadsheet - compare your bank's IRR metrics to peer data

Bank Data - view the UBPR data using a different lens

Sample Reports - if you don't have access to your own bank's IRR reports

Interest Rate Risk Statistics Reports (OCC) - IRR Peer data

Prepayment Data - Loan prepayment peer data

Terminology Review - List of terms for in-class review

Simple "A or B" Case-Study - In-class case-study exercise (Day 3)

Simulation Spreadsheet - In-class exercise (Day 4) ********