IRRM Reports

Interest Rate Risk Monitor Reports

IRRM Reports Engine provides the flexibility to create your own report batches. The following are some sample batches that we find useful. The following is just a sampling of the reports that IRRM can provide. The model provides 100+ different reports that present the information you need in the format that best fits your requirements.

Sample Reports

Click here to view the full report.
Click here to view the summary ALCO.

Summary ALCO

Summary ALCO – A/L Mix
Summary ALCO – Gap Measures
Summary ALCO – Earning Power Measures
Summary ALCO – Earning Simulation – 12 Month
Summary ALCO – Earning Simulation – 24 Month
Summary ALCO – Income Analysis (Chart)
Summary ALCO – Economic Value of Equity

Board Packet

Balance Sheet Summary
Balance Sheet Projection – 12 Month Horizon (Chart)
Liquidity & Earning Power Measures
Capital Adequacy
Profitability

Management Reports

Summary ALCO – A/L Mix
Summary ALCO – Gap Measures
Summary ALCO – Earning Power Measures
Summary ALCO – Earning Simulation – 12 Month
Summary ALCO – Earning Simulation – 24 Month
Summary ALCO – Income Analysis (Chart)
Summary ALCO – Economic Value of Equity
Summary ALCO – Fair Value of Equity (Chart)
Cumulative Gap Measures
Dynamic Liquid Assets
Projected Reinvestment Rates
Net Interest Change – 12 Month Horizon
Net Interest Change – 24 Month Horizon
Fair Value Analysis
Fair Value Summary
Fair Value Change by Scenario
Balance & Rate Entry
Supplemental Information
Rate Shift Assumptions
Reinvestment Rates (Detail)
Benchmark Analysis

Regulatory Packet

Benchmark Analysis
Summary ALCO – A/L Mix
Summary ALCO – Earning Power Measures
Summary ALCO – Earning Simulation – 12 Month
Summary ALCO – Earning Simulation – 24 Month
Summary ALCO – Economic Value of Equity
Cumulative Gap Measures
Reinvestment Rates (Detail)
Projected Reinvestment Rates

Interest Rate Risk Monitor Reports

Summary ALCO

Board Packet

Management Reports

Regulatory Packet

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