Accolade Asset/Liability Advisory Services

All Things CECL Webinar

Get the who, what, why, when, and how of CECL

Impact of Borrower Default on Agency MBS

How do borrower defaults impact investors of agency Mortgage-Backed Securities (MBS)? When we layer the implicit government guarantees for Fannie and Freddie and the explicit government guarantee for Ginnie Mae, the question of whether principal will be returned is not if, but when.

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Accolade Market Update

This week's video covers some market developments to be on the lookout for in 2022, a look at current investment opportunities and a recap of recent NCUA news.

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2022 NCUA Supervisory Priorities Released

CECL, ALLL, IRR, LIBOR...what do the NCUA's 2022 supervisory priorities and updates mean for your credit union? Read the NCUA's examiner focus for the new year.

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All Things CECL

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Agency MBS and Borrower Default

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Market Update Video

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2022 NCUA Supervisory Priorities

Exam focus for the new year

A wholly-owned CUSO of Corporate One Federal Credit Union since 2007

Who We Are

Accolade Advisory was founded in 2007 with the mission of strengthening credit unions by providing financial advice and tools. We offer reporting tools to provide insight, knowledgeable staff to facilitate asset and liabilitiy committee (ALCO) meetings, and dedicated investment advisers to provide portfolio management.

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News & Events

Impact of Borrower Defaults on Agency MBS

Default Risk is Transformed into Prepayment Risk for Agency MBS Investors

Federal Reserve December Meeting

FOMC members announced two important changes to their forward guidance.

The Hidden Interest Rate Risk in Your Balance Sheet

ALM modeling helps to understand the impacts of different interest rate environments on profitability and capital. While consistent and careful review of these reports is critical to strategy, it is doubly so when interest rate moves are anticipated.

Agency MBS and CMOs: What are they?

Agency MBS and CMOs are complex securities. Read more to learn about the differences between them and how they can impact your portfolio.

Modeling Betas and Expected Maturities

Non-Maturity Deposit Accounts are your primary source of funding, but they do not have contractual maturies or repricing schedules. To appropriately assess the interest rate risk of the balance sheet, assumptions must be made as to the rate sensitivity (betas) and expected maturity (WAL/decay rates) of these funds.

Future of floating rates: Libor Endgame

THE U.K. FINANCIAL CONDUCT AUTHORITY HAS CONFIRMED MOST USD LIBOR RATES WILL BE PUBLISHED THROUGH JUNE 30, 2023, PAVING A CLEAR PATH TO ELIMINATE LIBOR RISK FOR MOST CREDIT UNION INVESTMENTS.

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