Interest Rate Risk: Interest Rate Risk Statistics Report
November 17, 2022 / Source: OCC
The Office of the Comptroller of the Currency (OCC) today published the fall 2022 edition of the Interest Rate Risk Statistics Report. The report presents interest rate risk data gathered during examinations of OCC-supervised midsize and community banks and federal savings associations (collectively, banks). The statistics are for informational purposes only and do not represent OCC-suggested limits or exposures.
This bulletin rescinds OCC Bulletin 2022-9, “Interest Rate Risk: Interest Rate Risk Statistics Report,” which transmitted the spring 2022 report.
Note for Community Banks
The publication contains information collected from banks supervised by the OCC’s Midsize and Community Bank Supervision department. The report is for informational purposes only.
The fall 2022 report provides statistics on interest rate risk exposures and risk limits for different midsize and community bank populations, including
- all OCC-supervised midsize and community banks with reported data.
- banks by asset size.
- banks by charter type.
- minority depository institutions.
The publication is intended as a resource to the industry, examiners, and the public.
Please contact Lindsey Trussell, Risk Specialist, Market Risk Policy, at (202) 649-6360.