FEBRUARY 9, 2017
FMS Webinar: IRR Modeling 101
By Tom King, Director, Education and Outreach, Financial Managers Society
Interest rate risk scenarios play a key role in the ALM process, but the confusion surrounding the many different approaches and variables that go into IRR modeling often prevents many institutions from getting the most out of this important analysis.
For those looking to sort through the mysteries of IRR, FMS presents a convenient primer on the topic on Thursday, February 16
at 2:00pm EDT
with IRR Modeling 101: Overview of EVE/NEV and NII Simulation
. During this 75-minute webinar, Deb Donaldson
of Alpha-Numeric Consulting will provide an overview of EVE/NEV and NII IRR simulation modeling, touching on everything from regulatory requirements to common modeling mistakes to industry best practices.
A great educational opportunity for not only those new to the interest rate risk role in their institution, but also a timely refresher for those who have been in the game for awhile, this session is happening one week from today
and is FREE
for FMS members, so don’t miss it! (Not a member? Join today