Transcription of Sample Credit Union - LACORP.COM
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Sample Credit Union - LACORP.COM
Prepared by:CORPORATENETWORKBROKERAGESERVICES CLIENTSTRATEGIESGROUPASSETLIABILITYMANAG EMENTREPORTASOFJANUARY31, 2002 Prepared for: Sample Credit UnionReport DescriptionsInterest Rate Risk (IRR) Summary Reports Summarizes key interest rate risk information from three risk evaluationmethodologies: income simulation, net economic valuation (NEV) and sensitivity gap into tables, charts and graphs to provide a conciseoverview of the Credit Union s interest rate risk position. The summary section includes the following reports:Income Forecast Summary Report Shocked Scenarios:Fluctuations in gross and net income represent interest rate risk. Largerfluctuations represent a higher degree of risk due to the increased uncertainty of outcome. Fluctuations are easily observed with theincome summary Income Forecast Summary Report is divided into two major sections that display twelve-month projected Net interest Income and NetIncome based on core interest rate scenarios.
Present Value of the Balance Sheet: For each interest rate scenario, a present value and duration report is supplied. The present value is determined by discounting the expected cash flows to a present value. The expected cash flows are generated from month-end balances,
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