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Article
Banks Rethink Interest Rate Risk for a New Cycle
With U.S. monetary policy entering a more uncertain phase, banks are reassessing how interest rate risk, liquidity, and balance sheet strategy intersect. As rate shifts and inflation concerns reshape the landscape, treasury and risk leaders are strengthening IRRBB practices, enhancing sensitivity analysis, and improving regulatory alignment.
Feb 17, 2026
Sarah McAvoy, former GSIB & Regional Bank Treasurer,
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
- Lower policy rates
and a steeper curve are reshaping margin and reinvestment dynamics
- Sensitivity analysis
is critical to manage uncertainty in future rate paths
- Regulatory guidance
on interest rate risk lags market practice and needs updating
- Leading banks are
using AI data mining and broader monitoring to capture emerging risks
- Cross risk
integration across liquidity capital and IRRBB is gaining momentum
- Embedding rate
sensitivity into FTP forecasting and stress testing strengthens strategy
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