bancpath.com

Asset Management Group: Do Bankers Still Need to be Good at Math?

http://bancpath.com/2014/09/do-bankers-still-need-to-be-good-at-math.html

Saturday, September 6, 2014. Do Bankers Still Need to be Good at Math? Late last month, Barry Ritholtz had a great piece on Bloomberg View called " Learn Math or Get Left Behind. That is a VERY dangerous assumption. How much should I charge for that kind of risk? Banks are just a big math problem. What is the probability that this loan gets repaid? How much do I lose if it goes bad? How much will it cost me to fund it? How likely are those rates to change, and by how much? Labels: Balance Sheet Management.

Asset Management Group: Bond Analytics (PARs)

http://bancpath.com/p/portfolio-analytics-report-for-bonds.html

For Country Club Bank Capital Markets customers, we offer a Portfolio Analytics Report (PARs) for bank bond portfolios. The reporting system is designed to provide bank portfolio managers with insight into the current portfolio composition and market conditions. Based on this information, banks will be better able to develop an action plan that optimizes returns within their specific risk tolerance. The reports are a comprehensive and detailed look at the portfolio, encompassing the following sections:.

Asset Management Group: February 2015

http://bancpath.com/2015_02_01_archive.html

Tuesday, February 24, 2015. Now that we have established defensible, institutionally relevant assumptions for your bank, it is necessary that your bank periodically stress tests each assumption. This is critical to understanding how sensitive the bank's balance sheet is relative to a change in a certain assumption. Referring back to the last Supervisory Insights issued by the FDIC (Winter 2014), here is how they view this process:. The four tests are:. 4) shortening the duration of non-maturing deposits ...

Asset Management Group: Hedging Advisory

http://bancpath.com/p/interest-rate-risk-hedgingand.html

Interest Rate Risk Hedging and Derivatives Advisory. AMG does not act as counterparty to derivatives transactions, but instead acts as an advisor. Our role is to walk you through the process from beginning to end, and to be your advocate in deal with all involved parties. The program is customized to fit your institution’s specific needs, and can include any of the following services. Review of Existing Hedges. 61623; Template and guidance for a board policy. 61623; Board and staff education and training.

Asset Management Group: BancPath Drill Down

http://bancpath.com/p/loan-deposit-analytics.html

Streamline and automate the bank's internal reporting. These goals are achieved by including analytics covering a wide variety of risk, return, and production metrics, including:. Net charge offs (used to create ranges for ALLL accounts). Loan officer reporting and ranking. Branch reporting and ranking. Loan floor and ceiling analysis. And, how many mistakes are in those reports? The Drill Down Reports eliminate this internal function with automated reporting that is consistent, timely, and accurate.