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Article
Banks Risk Falling Behind the Interest Rate Curve
Banks risk managing interest rates through assumptions and governance processes that move more slowly than markets. An ALM leader argues that structural hedging, behavioral deposit models, scenario analysis and decision-making authority must evolve to reflect faster customer behavior and increasingly volatile yield curves.
Sep 28, 2026
Center for Financial Professionals ,
Tags:
ALM, Treasury and Liquidity Risk
The views and opinions expressed in this content are those of the thought leader as an individual and are not attributed to CeFPro or any other organization
- Treasury teams need authority to respond proactively as interest rate conditions change
- Structural hedge decisions should receive governance scrutiny because they carry earnings and capital consequences
- Single-path rate forecasts can create dangerous balance sheet positioning
- Digital deposit behavior is challenging pre-2022 assumptions and accelerating potential outflows
- Parallel rate shocks can miss sequencing and curve-shape risks
- Slow governance can leave ALM teams responding after markets have already moved
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