On October 21, the OCC released its semiannual Interest Rate Risk Statistics Report, which presented data the OCC collected during examinations of midsize and community banks and federal savings associations. The report included statistics on projected changes in 12-month net interest income, economic value of equity in various interest rate shock scenarios, policy limits for these changes, and non-maturity deposit assumptions. The statistics are intended for informational purposes only and do not represent OCC-suggested limits or exposures. The report featured data from 856 banks and provided detailed statistics for different bank populations organized by asset size, charter type and minority considerations. Key findings highlighted exposure and risk limits across various bank sizes, offering insights into banks’ interest rate risk profiles under different stress scenarios.
