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IRR vs. IRRBB vs. SIRR: Interest Rate Risk in All Its Forms
Despite overlapping definitions and considerable synergy in how they are measured or mitigated, each term implies a unique context, scope, and set of management considerations. This comprehensive article…
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17–25 minutes -
Interest Rate Risk (IRR) vs. Asset-Liability Management (ALM)
1. Introduction 1.1 What Is Interest Rate Risk (IRR)? Interest Rate Risk (IRR) is the possibility that changes in market interest rates will adversely impact an institution’s earnings, cash…
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15–22 minutes -
Interest Rate Risk (IRR): A Comprehensive Overview
1. Introduction and Historical Context Interest rate risk arises from the possibility that changes in interest rates will negatively affect a firm’s earnings, capital, or overall financial position. Although…
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21–31 minutes -
OCC Risk Categories: The 8 Risk Stripes Explained
For decades the OCC supervised US national banks through eight risk categories, often called risk stripes: credit, interest rate, liquidity, price, operational, compliance, strategic, and reputation. Since 2025…
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Interest Rate Risk Management Systems and Tools for Auditors
The systems and tools used for interest rate risk management today are essential for navigating an increasingly volatile financial landscape. From global platforms developed by industry leaders to…
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18–27 minutes -
How to Audit Interest Rate Risk in Banks
1. Introduction Interest rate risk (IRR) is one of the most critical exposures faced by financial institutions, corporates, and regulators worldwide. It represents the potential for changes in…
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25–37 minutes -
Why internal audit must keep a close eye on Fed interest rate decisions
Internal auditors play a crucial role in ensuring the efficient and effective operations of their organization. Part of this responsibility includes understanding the Federal Reserve’s interest rate history…
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2–3 minutes