Community banks and credit unions face interest rate risk due to the mismatch between depositor and borrower behaviors. This exposure can threaten Net Interest Margin (NIM) when coupled with a volatile rate environment, if not properly managed. This webinar offers a comprehensive analysis of NIM trends over the past decade for community-based institutions, utilizing a mean/variance framework to examine interest rate risk in action. Discover strategies used by institutions with stable profitability and expose the common pitfalls of those with the most volatile NIMs. Join ALM First experts to gain valuable insights into managing risk and enhancing profitability through practical, data-driven analysis in a dynamic economic environment.

Key Objectives:
Analyze historical Net Interest Margin (NIM) trends and their relationship with interest rate fluctuations over the past decade.
Identify key strategies employed by institutions with the most stable to manage interest rate risks effectively.
Leverage newfound insights to inform and improve financial strategies and risk management practices

Number of CPE Credits Offered: 1

Delivery Method: Group-Internet Based

Program Level: Basic

Fields of Study: Finance

Prerequisites: None

There is no advanced Preparation required

Cancellation Policy

You may cancel your registration at any time without penalty.

Questions or complaints?

If you have any questions or complaints, please contact the ALM First Events team at events@almfirst.com.