Sample Reports
Click here to view a full list of downloadable sample reports.
IRRMs Dynamic Liquidity Monitor (DLM):
Click here to download the sample IRRMs Dynamic Liquidity Monitor tool.
Interest Rate Risk Monitor Introduction and Overview:
Click here to download the overview.
- Projected profitability and volatility of equity capital under various balance sheet and interest rate scenarios
- Measurement of price volatility for the entire balance sheet, including modified duration, effective duration, and convexity
- Projected balances and yields per account for 12- and 24-month budgeting purposes
- Comparative changes in net interest income and interest expense under nine different rate shift scenarios
- Monitored asset mix and profitability — both ROA and ROE — over integral rate shift horizons up to 24 months
- Incorporation of embedded options such as principal payments, decay rates, life caps, periodic collars, and reset frequencies for all assets and liabilities
- An unlimited number of simulation analyses
- Unlimited historical data storage
- An unlimited number of accounts
- GAP Analysis and Rate Sensitivity Measures
- Net Interest Income Change Analysis
- Market Value of Equity (MVE) Analysis for ASC 825
- Balance Sheet Effective Duration and Convexity
IRRM Webinar Education/Training
Below are four webinar training videos showcasing the features of the IRRM program:
Part 1: Interest Rate Risk Management: Using the IRRM Model
Part 2: Interest Rate Risk Management: Using the IRRM Model
Part 3: Interest Rate Risk Management: Data Entry & Assumptions in IRRM
Part 4: Interest Rate Risk Management: Back Testing & Assumptions
*The Baker Group, LP is the sole authorized distributor for the products and services developed and provided by The Baker Group Software Solutions, Inc.
