Independent Banker - April 2022 - 34
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PORTFOLIO PORTFOLIO MANAGEMENT
Swap meet
A guide for taking advantage of 2022.
By Jim Reber, ICBA Securities, and Tommy Warren,
Vining Sparks Interest Rate Products, LLC
the impact of changing market
conditions on your performance.
Your asset liability modeling and
reporting system should produce the
information you need to make that
assessment. If you are exposed to a
flatter curve or higher rates (including
its impact on capital at risk), here are
some ideas to consider.
his year seems to be shaping
up pretty well for community
banks. Credit quality remains solid,
and liquidity is plentiful. Even better,
the Federal Reserve has gotten off
the schneid with interest rates, and
it looks like there's more from where
that came from. While a lot of the
anticipated activity is already in the
yield numbers, it's not too late to dial
in some strategies to take advantage.
In fact, we're probably still early in
the game.
If we were to list the " good " and
" bad " effects on community bank
balance sheets from higher rates, it
T
would be heavily weighted toward
the former. Among the few negatives
are a decline in the value of the bond
portfolio and below-market yields
for fixed-rate assets. Thanks to
financial service providers who have
gradually scaled their offerings to fit
community banks and-surprise!-
the Financial Accounting Standards
Board (FASB), which has made
interest rate products much more
accessible, your institution can dodge
even these few bullets. It's no surprise
that community banks are using these
strategies in record numbers.
It's important to understand
Float that loan
We are pretty sure your borrowers
see the same news that you do:
Rates are going up. News of rising
rates typically prompts them to ask
for longer-term fixed-rate loans.
Commercial loan hedging is a great
way to turn what could be a negative
into a profitable positive. Among
other benefits, it creates a new source
of fee income for the bank, allows the
borrower to lock in a long-term fixed
rate for 10 years or more and does
not create interest rate risk for the
bank. In addition, it provides some
interesting competitive benefits. For
32 Q ICBA Independent Banker Q April 2022
Independent Banker - April 2022
Table of Contents for the Digital Edition of Independent Banker - April 2022
Table of Contents
Independent Banker - April 2022 - Intro
Independent Banker - April 2022 - Cover1
Independent Banker - April 2022 - Cover2
Independent Banker - April 2022 - Table of Contents
Independent Banker - April 2022 - 2
Independent Banker - April 2022 - 3
Independent Banker - April 2022 - 4
Independent Banker - April 2022 - 5
Independent Banker - April 2022 - 6
Independent Banker - April 2022 - 7
Independent Banker - April 2022 - 8
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Independent Banker - April 2022 - Cover3
Independent Banker - April 2022 - Cover4
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