| Friday, August 18, 2017 | ||||||||
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MANAGING DIRECTOR: |
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US Treasury Market |
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| Date | 1 mo | 3 mo | 6 mo | 1 yr | 2 yr | 3 yr | 5 yr | 7 yr | 10 yr | 20 yr | 30 yr |
| 8/11/17 | .99 | 1.03 | 1.14 | 1.21 | 1.30 | 1.43 | 1.74 | 2.00 | 2.19 | 2.55 | 2.79 |
| 8/14/17 | .95 | 1.02 | 1.13 | 1.23 | 1.33 | 1.48 | 1.77 | 2.04 | 2.22 | 2.57 | 2.81 |
| 8/15/17 | .97 | 1.04 | 1.16 | 1.23 | 1.35 | 1.51 | 1.83 | 2.09 | 2.27 | 2.60 | 2.84 |
| 8/16/17 | .97 | 1.02 | 1.13 | 1.24 | 1.33 | 1.49 | 1.79 | 2.04 | 2.23 | 2.58 | 2.81 |
| 8/17/17 | .95 | 1.00 | 1.11 | 1.24 | 1.32 | 1.46 | 1.76 | 2.01 | 2.19 | 2.54 | 2.78 |
Source: U.S. Department of the Treasury, as of 8/17/17
New Liquidity Forecasting Tool
Here at the Asset Management Group, we are continually looking for ways to better serve our customers and have tools to make reporting and answering regulatory requests easier. We are excited to announce a new add-on feature to complement our current liquidity reports within our BancPath® model. This tool allows you to run as many liquidity scenarios as you want throughout the month or quarter. We give you control for your expected liquidity out to two years and provide you the opportunity to stress it in any way you choose.
When the rate scenario highlighted at the top of the chart above is changed, the investment cash flows and maturities change accordingly. In addition, you have control over any of the percentages in the Override scenarios highlighted on the left, which includes the loan prepayment estimates and unfunded loan commitments.
The chart below gives you control over the stress test of your baseline forecast. You are able to simulate any level of stress for your ALCO, Board, or regulators to show that you are actively managing potential threats to the liquidity position.
If you are interested in learning more about the new liquidity forecasting tool, we are happy to assist. You can reach out to your primary contact at Country Club Bank, or you can call 800-226-1923 or email amg@countryclubbank.com.
This information is intended for institutional investors only. The material provided in this document/presentation is for informational purposes only and is intended solely for private use. Past performance is not indicative of future results. This material is not intended as an offer or solicitation for the purchase or sale of any financial instruments.
•Not FDIC Insured •No Bank Guarantee •May Lose Value