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Liquidity Risk Management Today
The COVID-19 pandemic (and government stimulus programs) has left the U.S. banking industry flushed with excess liquidity…
Meet The Team: Beth Doering
Beth Doering is always learning. And as she has grown throughout her career, she has held many roles from credit union examiner to internal auditor to director of training…
Implementing SOFR in Models (or Model Versions) that do not have SOFR Settings
As we mentioned in Part 1 of our SOFR series, some of today’s models don’t have the flexibility to easily incorporate the shift from LIBOR to SOFR, and model owners must find a way to overcome this hurdle. In this blog…
The Transition from LIBOR
As many financial institutions have been finalizing their transition away from the London Interbank Offer Rate (LIBOR), others are still re-configuring models that are impacted by the change. In Part I of this blog…
U.S. Treasury Yields Surpass China, but What Does it Mean for Interest Rate Parity?
On Monday, April 11, 2022 – for the first time in twelve years – the spread between Chinese 10-year bonds and the comparable US Treasury didn’t just close but turned negative…
