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How to Simulate Interest Rate Risk Beyond the COVID-19 Crisis
The COVID 19 crisis has challenged balance sheet managers to re-define interest rate risk and re-examine interest rate models while trying to understand the impact of many unanswered questions. This video will help insight into Interest Rate Risk in the coming years.
Brief - 04/30/2020
It's time to activate your Contingency Plan!
With the unprecedented events going on in the world, it’s time to activate your contingency plan.
Watch the video to learn how the THC CFP report can help: minimize the disruption of operations; provide flexibility and respond quickly to unplanned events.
Access one of the most requested financial institution reports FOR FREE on our website.
Brief - 04/17/2020
THC Bridge report. Issue 1.
COVID-19 Impact on Balance Sheet Management.
Report - 04/11/2020
How does Coronavirus affect the capital market?
What can we learn from the interest rate model? Rethink fixed income valuation in today's rate environment.
Brief - 04/08/2020
Local Volatilities Model
On March 19, 2020, Treasury discount bill rates fell to 20 basis points. As rates continue to fall, a possible negative rate regime can no longer be ignored. Read our new paper on Local Volatilities Model.
Paper - 04/04/2020
to support the banking industry!
Check the video for more info and sign up to use the offer!
News - 04/01/2020
Coronavirus impact on the Rate Market
Read our insight on how we price a floating rate note or adjustable-rate mortgage when we do not know how rates (and hence interest payments) will evolve due to Coronavirus.
Brief - 03/08/2020
Introducing THC MIRF application and shortcut
The new approach that provides interest rate forecasts objectively, efficiently, and systematically.
Brief - 03/06/2020
Market Interest Rate Forecast (MIRF)
Today paper "Market Interest Rate Forecast (MIRF)" continues to describe option risk on the balance sheet.
Paper - 02/04/2020
Re-Examine Interest Rate Modeling
Interest rate models are central to valuing the fixed-income options in balance sheets and are essential to enterprise risk management.
The current low-interest-rate regime challenges the robustness of many models today. Here we explain the limitations of these interest rate models.
Paper - 01/22/2020
Low-Interest Rate Regime: Challenges and Solutions
The current low-interest rates have significant repercussions on capital markets. The Asset-Liability Committee (ALCO) has to manage option risk, especially when there are many options embedded on the balance sheet.
Paper - 01/10/2020
Arbitrage-Free Interest Rate Model in Negative Rate Regimes
Because interest rate models are central to many practices in the capital market, they should be transparent and validated. However, most models today remain black boxes—providing no simple way for users to check the specifications or the intuitive explanations of the model.
Paper - 11/26/2019
CECL: Simple Description for Business Solutions
While the implementation of CECL can be a burdensome process, using CECL to drive business decisions is simple and intuitive. This blog explains how CECL can be applied to many banking processes.
Brief - 08/23/2019
An Amazing New Way to Analyze Profitability
Today, financial institutions often ask: Which loan products are profitable? Many profitability models are backward-looking, used only for a "reward mechanism." The λ Profitability Model is a decision-support system that enables credit, lending, ALCO, risk management and financial reporting departments to work together coherently.
Paper - 08/08/2019
3 Reasons Why CECL is a Business Solution
Most bankers have considered CECL as simply a change in accounting, yet, CECL must be viewed as a business solution. The FASB Staff Recommends that bankers "...approach CECL implementation as a business solution" and "... to implement CECL in a more thoughtful manner."
Brief - 08/08/2019