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Article
Banks Warn Outdated Rate Models Threaten Balance Sheet Resilience
Senior banking executives warn that traditional interest rate risk models may be inadequate as customer behavior, market volatility and funding conditions evolve. They advocate integrating IRRBB into strategic decision-making, strengthening
Oct 20, 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
- Banks urged to move
IRRBB beyond regulatory reporting into strategic balance sheet management
- Traditional deposit
models increasingly challenged by changing customer behavior
- NII stability and EVE
protection require careful balancing
- Structural hedging
decisions must reflect capital, liquidity and implementation costs
- Limited derivatives
market liquidity can justify leaving some exposures unhedged
- Historical data alone
may provide false confidence in deposit assumptions
- Integrated data,
scenario analysis and faster decision-making are essential to resilience
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