[Chapter 3] ALM 201 - Part I - Exploring Income Simulation (03-11-14) - podcast episode cover

[Chapter 3] ALM 201 - Part I - Exploring Income Simulation (03-11-14)

Apr 03, 201414 min
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Episode description

Chapter 3: Variables and Assumptions Impact the Outcome + Estimating Rate Sensitivity Income simulation is the most common method of estimating interest rate risk in the credit union's balance sheet. It is simple in concept, but complex in its application. In this presentation, we will explain how income simulation works. The most common variables and assumptions, such a prepayment speeds and deposit rate sensitivity, will also be covered.
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