Skip to main content

These resources on interest rate risk, liquidity, and CECL got the most downloads in 2023

Mary Ellen Biery
December 28, 2023
Read Time: 0 min

Top banking risk management papers and infographics 

Abrigo experts' insights on deposit pricing, stress testing, loan review, and CECL were popular with banking risk professionals. Here are the top resources.

You might also like this webinar, "Unraveling risk rating: Making sense of your best early warning tool."

Watch NOW

Papers, infographics on risk management

Resources related to banking headlines were popular

For banking risk and accounting staff, managing challenges tied to interest rates, liquidity, and credit portfolios will remain top-of-mind in 2024. Indeed, regulators and management alike focused on these risks more and more in 2023 following the failure of Silicon Valley Bank and repeated rate hikes. It’s no wonder, then, that informational sources on asset/liability management (ALM) and portfolio risk were a significant focus of banks and credit unions.  

Abrigo’s most popular banking risk management resources delved into the strategies, processes, and tools for ALM and managing portfolio risks. Pieces on deposit pricing, stress testing, and loan review were among the most downloaded papers, infographics, and other educational resources. Due to financial institutions’ recent, widespread transition to the current expected credit loss model, or CECL, resources for ensuring accurate allowance calculations were also among the top downloads in 2023.

Here are Abrigo’s top banker resources related to managing ALM and portfolio risks:

Click the header next to each number to visit the corresponding top banking risk resource.

ALM 101: Introduction to asset/liability management

The ALM 101 eBook covered the goals and approaches of asset/liability management, explaining how ALM helps financial institutions get the most profitability out of their balance sheets while managing evolving risks. It covered the significant ways banks and credit unions measure interest rate risk and manage liquidity risk. The eBook also explained the critical steps of capital planning to meet financial institution goals and critical modeling assumptions for key funding sources. Additional resources related to this eBook included webinars on tracking deposit behaviors and tips for the Asset/Liability Management Committee (ALCO).

Examiner focus: 4 areas to check before credit union and bank exams

The March bank failures and increasing risks in the banking environment led to increased scrutiny of and by regulators. Regulators pledged a tougher stance and more aggressive supervision, so Abrigo provided a checklist describing four areas likely to see additional examiner focus. Banks and credit unions looking for more information on prepping for exams can also listen to Abrigo’s Ahead of the curve podcast, which focuses on the OCC’s Bank Supervision Plan for 2024.

Stress testing: Managing capital levels and credit risk

This year has had its share of rapidly changing market conditions that risked leaving some institutions susceptible to strains on capital. The popularity of this whitepaper on stress testing, then, is understandable. Stress testing is a prudent way for a bank or credit union to identify its critical vulnerabilities to market forces. This paper describes regulatory guidance on stress testing, how the process works, and how to incorporate CECL in its stress testing methodology and data. A webinar on Stress testing and CECL efficiencies was also popular.

Abrigo Loan Review Benchmark Survey results — 2023 edition

DiCOM, now part of Abrigo, has been conducting an annual loan review industry survey for 12 years, and the 2023 survey results were as popular as ever. This paper includes data to help loan review departments benchmark their staff sizes and salaries, loan review priorities, credit risk management reporting lines, and other activities involving loan review staff. Another loan review resource is the on-demand webinar covering the survey. It includes Abrigo experts’ take on the emerging trends and best practices in the loan review space.

CECL prep kit

Abrigo has been a leader in the CECL arena since the Financial Accounting Standards Board first rolled out the approach in 2016 and is the only ABA-endorsed provider of CECL software. This kit of resources for tackling CECL has helped thousands of bankers create successful transition plans.

Stay up to date on CECL best practices.

Written by experts who’ve helped hundreds of institutions implement CECL, the resource series includes details on data evaluation, guidelines for implementation, and information on building a meaningful model. To learn more about audit and regulatory expectations for CECL, listen to this CECL webinar.

4 Elements of effective CECL model validation

Model validations or other controls can help financial institutions identify a model's potential weaknesses and limitations and are part of model risk management in banking. This brief guide on CECL model validation explains the four core elements of an effective CECL model validation framework. For more detailed information and insights, listen to this on-demand webinar, Conquering CECL model validation: Prepare for success, featuring experts from Abrigo and Crowe.   

Deposit pricing strategies for 2023

Banks and credit unions across the U.S. in 2023 faced the dual challenge of mitigating the impact of interest rate changes while retaining and growing deposits. This resource on deposit pricing explains strategies for growing deposits at an acceptable cost and pricing approaches that support an institution’s funding strategies. Even more details on deposit risk and the real sources of deposit growth were discussed in this Abrigo on-demand webinar, Deposit behaviors are changing: Tracking and monitoring them in the new environment.

Integrated risk management

Institutions that identify, measure, and manage risk most effectively will outperform their peers in terms of financial performance while maintaining safety and soundness. This is especially true during economic downturns. This paper describes risk management practices already in place at financial institutions and how to synthesize results from these various practices to inform capital planning, risk appetite, and overall strategy. An Abrigo on-demand webinar is another resource on this topic.

Valuation and purchase accounting in dynamic environments

The changes in monetary policy triggered by the pandemic have profoundly affected the environment for mergers and acquisitions. Deal values will likely continue showing very different results between initial due diligence and the completion of a transaction. This paper describes the potential magnitude and direction of changing values and how those can impact the balance sheet. An on-demand webinar on banking M&A accounting issues covers how to react to the dynamic market environment.

Top 5 ALM best practices

COVID-19 has been the (horrible) gift that doesn’t stop giving. Financial institutions continue to deal with the effects of pandemic-driven inflation, earlier surges in deposits that are now more expensive, and other issues that are influencing how they approach asset/liability management. This whitepaper provides five concrete steps ALCOs can use to decide how best to use projected economic growth and increases in market rates to boost profitability while operating within manageable risk.

Subscribe

Get resources on banking risk regularly

Abrigo offers dozens of webinars each year and generates many papers and other resources about ALM, portfolio risk, and CECL practices to help the risk management community. 

If you’d like to know about the latest resources as they are released, sign up for the portfolio risk email newsletter. You can unsubscribe at any time, and you’ll hear about resources, webinars, new blog posts, and other information right away.

Find out what auditors and regulators will be looking for as it relates to CECL. Watch this webinar, "Understanding audit and regulatory expectations for CECL."

keep me informed watch
About the Author

Mary Ellen Biery

Senior Strategist & Content Manager
Mary Ellen Biery is Senior Strategist & Content Manager at Abrigo, where she works with advisors and other experts to develop whitepapers, original research, and other resources that help financial institutions drive growth and manage risk. A former equities reporter for Dow Jones Newswires whose work has been published in

Full Bio

About Abrigo

Abrigo enables U.S. financial institutions to support their communities through technology that fights financial crime, grows loans and deposits, and optimizes risk. Abrigo's platform centralizes the institution's data, creates a digital user experience, ensures compliance, and delivers efficiency for scale and profitable growth.

Make Big Things Happen.