On October 19, 2023, the Office of the Comptroller of the Currency (OCC) issued a press statement to inform that it has published its latest Interest Rate Risk (IRR) Statistics Report which is released semi-annually and based on data gathered during „examinations of OCC-supervised midsize and community banks and federal savings associations“. The report does not reflect any expectations of the OCC, but rather presents the actual level of IRR exposures and risk limits, that is the tolerance limits accepted by the Board of Directors „over a range of possible interest rate scenarios“, observed at institutions during those exams.
The report includes IRR exposures and limits by
– assets size of the institutions and
– their charter type.
There’s also an overall statistic for all covered institutions and one for minority depository institutions. The report shall serve as a „resource to the industry“, so the OCC.
Other Features
banks
building societies
interest rate
risk management
statistics
Date Published: 2023-10-19
Regulatory Framework: Dodd-Frank Act, Federal Deposit Insurance Act (FDIA)
Regulatory Type: report / study
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