November 4, 2021
Dynamic Balance Sheet Modeling for Business Planning
Dynamic Balance Sheet Modeling for Business Planning September 21, 2021 | Jordan Taylor | UMB The pandemic has caused an abundance of uncertain times. It’s becoming repetitive to talk about, …

Read more

Dynamic Balance Sheet Modeling for Business Planning

September 21, 2021 | Jordan Taylor | UMB

The pandemic has caused an abundance of uncertain times. It’s becoming repetitive to talk about, but it’s of major importance for the banking industry. At one point, it looked like things were getting back normal, but then a new variant of the virus has created some confusion for the future.

For the upcoming budgeting season, we thought it would be beneficial to discuss some dynamic options for balance sheet models that we can run for banks. These models provide an idea of what rate sensitivity analysis could look like if banks wanted to compare different scenarios with different balance sheet totals.

Before we dive in, let’s see a quick market update from second quarter 2021 to now. There really hasn’t been too much change regarding interest rates, as you can see from the charts below. The effective fed funds target rate remained relatively unchanged between .08% and .10% (according to the St. Louis Federal Reserve website) while U.S. Treasury rates declined slightly.

≡ Read Article

 

 

Recent

Most Popular

Blue Vault Q2 2023 Performance Reports Update

Blue Vault Q2 2023 Performance Reports Update

Blue Vault Q2 2023 Performance Reports Update 10-3-2023 Blue Vault wishes to acknowledge and apologize for the delay in publishing some Q2 2023 NTR Individual Performance Pages (IPPs) as well as the full review. We recently added additional reporting metrics to our IPPs, and that, combined with coverage of all share classes and some additional…
Blue Vault Q2 2023 Performance Reports Update

Blue Vault Q2 2023 Performance Reports Update

Blue Vault Q2 2023 Performance Reports Update 9-25-2023 Blue Vault has published the Q2 2023 Nontraded BDC Industry Review as well as Individual Performance Report and Limited Operations pages for the following offerings (newly published pages in bold font): Nontraded REITS American Healthcare REIT Q2 2023 Apollo Realty Income Solutions Q2 2023 (limited operations) Ares…

Explore

Blue Vault Logo
Don’t miss alts news
and educational events

Subscribe Now