Rising Rates and Institutional Deposit Volatility
With continued economic optimism and an active Fed policy, bankers are in the midst of an environment not seen for a decade. Two years into a tightening monetary policy, there is a transparent agenda of planned Fed increases occurring at an accelerated pace. As the intervals of Fed movements begin to increase, the greater the pressure on institutional depositors to seek higher-yielding short-term investment options.
In this WiBinar, learn to minimize volatility by understanding the relationship between institutional depositors (rate, service, both) and a pricing model that responds accordingly to changes in the market to offset incentives to seek other investment vehicles.
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- Gain an understanding of institutional depositor behaviors and trends
- Develop institutional pricing strategies based on active or passive methodology
- Insight on how to predict and manage depositor decay rate
Senior Vice President, Trading & Operations
Business Development Manager
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Season Pass Members receive 4 individual logins to every WiBinar
This WiBinar is ideal for:
Chief Executive Officer, Chief Financial Officer, Chief Risk Officer, Controller, Valuations Manager, ALCO Member