Echo Partners Proprietary Interest Rate Risk Data
The Echo Partners Proprietary Interest Rate Risk Data is the most comprehensive set of bank interest rate risk exposure and performance data available. Our complete, proprietary dataset includes:
- Full interest rate risk +/- 400bps stress test measurements.
- 29 key interest rate risk measurements.
- Cumulative Gap for both 3 month and 12 month time periods.
- 12 month Rate Sensitive Assets and Liabilities.
- Complete Gap results for base case and all interest rate risk stress scenarios +/- 400bps.
- Earnings at Risk (EaR) for all interest rate risk stress scenarios +/- 400bps.
- Economic Value of Equity (EVE) for all interest rate risk stress scenarios +/- 400bps.
- FDIC certificate number.
The Echo Partners Proprietary Interest Rate Risk Data is a key resource for in-depth analysis of bank performance.
Why bother struggling to calculate or guess interest rate sensitivities when you can simply have it done for you?
How Can You Use The Echo Partners Proprietary Interest Rate Risk Data?
- Identify comparative interest rate sensitivity of banking competitors.
- Screen and identify potential bank acquisition targets by desired interest rate characteristics.
- Predict earnings impact of interest rate movements on a bank-by-bank basis.
- Segment banks by interest rate sensitivity to offer appropriate strategies and products.
- Much much more.
Note: Our proprietary interest rate risk is available for thousands of banks nationwide, but only for those banks which file an FFIEC Call Report.