MORS Software 2020 Interest Rate Risk Management Survey results published

23 April 2020

MORS Software today published the results of its 2020 Survey on Interest Rate Risk Management (IRR).
This is the 4th annual MORS Interest Rate Risk (IRR) management survey. The survey indicates that interest in the IRR regulatory requirements has been continuously radiating outwards to newer regions as waves from the central area in which they were initiated.

“This regional widening of the interest in IRR regulatory requirements is a positive development overall. The regional distribution of respondent banks has clearly changed during the years. In early surveys, there were relatively more replies from the UK and Central Europe, i.e. from where the IRR requirements were instigated. During later years, the survey has widened to include more responses from other regions.” comments Mika Mustakallio, MORS Software CEO, and continues “The result levels have been materially unchanged throughout the last four years. If anything, the levels have slightly declined. This raised our curiosity for understanding if the regions or the sizes of the respondent banks have affected the results. We will continue to monitor and report on how a bank’s size relates to surveyed topics. We also have a special interest in studying the interaction between risk surfaces as part of the integrated ALM approach”

The survey was carried out between December 2019 and February 2020, with 72 banking professionals participating from 29 countries across the UK, Continental Europe, Asia, Africa and America.

To receive a copy of the full survey report, please request it here: https://www.morssoftware.com/interest-rate-risk-management-survey-2020

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