OCC Bulletin 2024-10 | April 18, 2024

Interest Rate Risk: Interest Rate Risk Statistics Report

To

Chief Executive Officers of All National Banks, Federal Savings Associations, and Federal Branches and Agencies; Department and Division Heads; All Examining Personnel; and Other Interested Parties

Summary

The Office of the Comptroller of the Currency (OCC) today published the spring 2024 edition of the Interest Rate Risk Statistics Report. The report presents interest rate risk data gathered during examinations of OCC-supervised midsize and community banks and federal savings associations (collectively, banks). The statistics are for informational purposes only and do not represent OCC-suggested limits or exposures.

Rescissions

This bulletin rescinds OCC Bulletin 2023-31, "Interest Rate Risk: Interest Rate Risk Statistics Report," which transmitted the fall 2023 report.

Note for Community Banks

The publication contains information collected from banks supervised by the OCC’s Midsize and Community Bank Supervision department. The report is for informational purposes only.

Highlights

The spring 2024 report provides statistics on interest rate risk exposures and risk limits for different midsize and community bank populations, including

all OCC-supervised midsize and community banks with reported data.
banks by asset size.
banks by charter type.
minority depository institutions.

The publication is intended as a resource to the industry, examiners, and the public.

Further Information

Please contact Sam Lisicki, Risk Specialist, Market Risk Policy, at (202) 649-6360.

Grovetta N. Gardineer
Senior Deputy Comptroller for Bank Supervision Policy