IRR Assumption Development & Documentation

 

Plansmith will develop Interest Rate Risk (IRR) model assumptions (decay rates, loan prepayments, deposit re-pricing, and driver rate selection) to ensure consistency between current Regulatory guidance and Client’s pricing and funding strategies.   Plansmith will develop a Client specific “Assumption Documentation Report” summarizing and supporting all of Client’s key model assumptions as required by the 2010 FFIEC Advisory on Interest Rate Risk Management. Plansmith will also assist during Client’s next Regulatory examination regarding any issues arising from Interest Rate Risk model assumptions, mechanics, and output.