Indices that are among those that federally chartered institutions may use in changing rates on adjustable-rate mortgage loans made in accordance with OTS Regulation 560.35.
National Average Cost of Funds Ratio to OTS Regulated, SAIF - Insured Institutions
Cost of Funds Reports (Current and Historical) now available on the OCC Website
Monthly Cost of Funds Survey System, OTS Form 1568
Monthly Cost of Funds Survey System Instructions
Monthly Median Cost of Funds Notice (10/17/94)
Aggregate IRR Exposure and CMR Report - Interest Rate Risk Exposure Report and Aggregate Schedule CMR Report for the Entire Industry.
Asset & Liability Price Tables - Contains tables listing the estimated values of selected assets, liabilities, and off-balance sheet instruments, in various interest rate scenarios.
Interest Rate Risk Measures - Recent industry statistics for several measures of interest rate risk.
Quarterly Review of Interest Rate Risk - Quarterly publication of industry position with respect to interest rate risk.
Net Portfolio Value Model Manual - This publication explains the computer model used by OTS to assess interest rate risk at thrift institutions and to calculate their interest rate risk capital component.
Risk Modeling Bulletin - Provides up-to-date information on developments related to the Enhanced Net Portfolio Value Model (NPV Model).