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Exception Tracking Spreadsheet (TicklerTrax™)
Downloaded by more than 1,000 bankers. Free Excel spreadsheet to help you track missing and expiring documents for credit and loans, deposits, trusts, and more. Visualize your exception data in interactive charts and graphs. Provided by bank technology vendor, AccuSystems. Download TicklerTrax for free.

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OCC report on interest rate risk

The OCC has issued Bulletin 2021-47 to announce its publication of the fall 2021 edition of its Interest Rate Risk Statistics Report, which presents interest rate risk data gathered during examinations of OCC-supervised midsize and community banks and federal savings associations.

The fall 2021 report provides statistics on interest rate risk exposures and risk limits for different midsize and community bank populations, including

  • all OCC-supervised midsize and community banks with reported data.
  • banks by asset size.
  • banks by charter type.
  • minority depository institutions.

In addition, the fall 2021 report includes statistics on average lives for non-maturity deposits for all bank populations. The report excludes statistics on exposures and policy limits for a –200 basis point change because of the current market environment of low interest rates.

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