Table of Contents:
1st Quarter 2005
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Stress-Testing for Interest Rate Risk
...The first quarter 2005 data offers us a similar opportunity to back-test the interest rate risk peer information. Since June 2004 the Fed has raised its target fed funds rate seven times from 1.00 to 2.75 as of March 2005. Shorter-term treasury yields and prime have also risen substantially since last summer. Despite the fact that long-term treasury yields have remained unusually low, most banks are experiencing the impacts of a generally rising rate environment....[more]
 

Industry Data

Choose a peer group from the drop-down box below, then choose a data category to view data for that group. 

Articles & Analysis

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Then choose data category:
 

      Interest Rate Risk


      Asset Quality Risk


      Liquidity Risk


      Earnings Performance


      Capital Adequacy & Growth


      Balance Sheet Mix

 

Other Information:

 

      Demographics

 

      Regulatory Benchmarks

 

Measuring Your Bank's Operating Efficiencies

The Components of Margin

Growth Measures and Capital Adequacy?

Risk-Based Capital Standards

Managing Your Balance Sheet Mix

Loan Quality

Market Values and Asset Quality

Analyzing Your Current Liquidity Position

Regulatory Focus on Liquidity

Earnings and Equity Value-at-Risk

What You Need to Know about Duration

Glossary of Industry Terms


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