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

IRRM Screen Thumbnail

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