Interest rate risk (IRR) data gathered during examinations of midsize and community banks and federal savings associations are presented in the annual statistics report issued by the national bank regulator, published Monday.
The Office of the Comptroller of the Currency (OCC) said the IRR statistics are for informational purposes only and do not represent OCC-suggested limits or exposures.
The report provides statistics on IRR exposures and risk limits for different midsize and community bank populations, the OCC said, which includes:
- all OCC-supervised midsize and community banks with reported data.
- banks by asset size.
- banks by charter type.
- minority depository institutions.
OCC Bulletin 2024-30: Interest Rate Risk: Interest Rate Risk Statistics Report