Tag: rate_shock_scenarios

OCC Publishes Fall 2026 Interest Rate Risk Statistics Report

23 Oct 2026 12:09 p.m. · Source: Office of the Comptroller of the Currency (OCC)

The OCC has released its fall 2026 Interest Rate Risk Statistics Report, adding two new parallel rate shock scenarios for earnings at risk and economic value of equity.

Business Politics and Government Banking Financial Markets Federal Government Economy Office of the Comptroller of the Currency Interest Rate Risk Statistics Report interest rate risk community banks federal savings associations rate shock scenarios bank examinations Office of the Comptroller of the Currency (OCC)