Suite of Model Policies & Research Papers
Our firm has been providing model policies to our ALM clients since 1990. Updates to our model policies are included in our on-going ALM Consulting relationships. Non-clients can purchase our Suite of Policies. A list of the model policies that are available to our clients is shown below along with research papers and additional information.
Model Policies
- Concentration Risk Policy (CRP) & Reporting Document (FICUs required to have a CRP)
- Advanced ALM/IRR Policy
- Basic ALM/IRR Policy
- Model Investment Policies I or II
- Liquidity Policy & Liquidity Guidelines Reporting Document
- Contingency Funding Plan (CFP) (FICUs over $50M are required to have a CFP. CUs under $50M in assets should consider it a best practice.)
Research Papers
- “Estimating Lifetime Credit Card & HELOC Loss Rates Under CECL”
- “Navigating CECL”
- “Asset-Liability Management and the Validation Process”
- “Interest Rate Risk & Auto Loan Portfolios”
- “Asset-Liability Management: Theory, Practice, Implementation & the Role of Judgment”
- “Repricing and Validating Non-Maturity Deposit Rate Sensitivity Factors (RSFs)”
- “Asset-Liability Management and the Income Simulation Horizon”
- “Comments on Evaluating the Effectiveness of Branches”
Additional Information
- Indirect Yield Effects on Auto Loans
- Direct vs Indirect Auto Loan Profitability
- Credit Card Profitability Analysis