Episode 394: Review of OCC Interest Rate Risk Statistics Report for Spring 2025
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This episode reviews the OCC Interest Rate Risk Statistics Report for Spring 2025. The report shows that smaller financial institutions are very sensitive to an upward movement in interest rates. EVE is also very sensitive to upward interest rate shocks. Larger banks appear to be less sensitive to upward interest rate shocks. Non-maturity deposits could potentially be a problem for large banks, while smaller banks see stability in their deposit base. A link to the report is included below.
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