Interest Rate Risk

The acceptance and management of financial risk is inherent to the business of banking and banks’ roles as financial intermediaries. To meet the demands of their customers and communities and to execute business strategies, banks make loans, purchase securities, and take deposits with different maturities and interest rates. These activities may leave a bank’s earnings and capital exposed to movements in interest rates. This exposure is interest rate risk.

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Interest Rate Risk, Comptroller's Handbook


Related News and Issuances

10/27/2020 OCC 2020-91 Interest Rate Risk: Interest Rate Risk Statistics Report
03/26/2020 OCC 2020-26 Interest Rate Risk: Revised Comptroller’s Handbook Booklet
12/09/2019 NR 2019-145 OCC Highlights Key Risks for Federal Banking System