What’s the more significant margin concern, the Fed staying higher for longer or a Fed pivot and rates significantly lower? This is the interest rate risk dilemma weighing on many ALCOs today.

It’s a double-edged sword. The Fed staying (going?) higher for longer means deposit outflow, disintermediation, and beta acceleration resulting in a margin squeeze for many. A significant Fed pivot may not be any friendlier. It’s been proven over the past 15 years that a sustained low-rate environment (hopefully never see ZIRP again!) places pressure on asset yields that generally outpace funding cost relief.

It’s no wonder that a feeling of balance sheet paralysis is setting in. Please join Darling Consulting Group for this 60-minute webinar to help relieve this balance sheet paralysis and provide clarity to managing interest rate risk in this uncertain environment.

This webinar will focus on:

• Bringing clarity to your interest rate risk position
• Focusing less on speculation and more on listening to your balance sheet
• Strategy recommendations for asset and liability-sensitive risk profiles
• Live case studies to improve earnings and manage risk
• The utilization of dynamic assumptions and pro-forma simulations to tell your story

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