Interest Rate Risk Management Q&A with Dale Sheller

Here is a quick breakdown of what is covered during the podcast:

[1:12] The Fed skipped raising interest rates at the last meeting – why did they do that and are they done raising interest rates?
[2:24] Is the recent fast-tightening cycle good news for net interest margins?
[4:27] How fast does the cost of funds catch up to the yield on earning assets? Has it been faster in this cycle?
[5:27] How are financial institutions preparing for the Fed to end the tightening cycle?
[7:50] What do we have an inverted yield curve?
[9:42] How are regulators responding to unrealized losses on investment portfolios, and why?
[11:38] What are the advantages of the bank term funding program for financial institutions?
[14:37] Could the bank term funding program mitigate the risk of unrealized losses?
[16:05] Deposits increased dramatically over the pandemic, has that trend slowed down? Are financial institutions seeing most of these deposits as ‘hot money’ or core deposits?

After the podcast, be sure to check out Dale’s complimentary webinar, Interest Rate Risk Management Today.