Unrealized losses are accumulating to very high levels for a few reasons: 1) Interest rates moved up a lot in the last year, causing market values on current investments to plummet, 2) investment portfolios are a larger portion of overall assets than normal, and 3) there is a broad precedent to hold most CU investments as AFS in the industry. Why?

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High Level Release Notes

• TDR & Impaired screen has changed to Specific Reserves, to adjust for FASB changes to TDR Requirements. Read more below....
• A new feature to calculate weighted average remaining maturity values for each loan pool based off your loan-level information, creating a CECL reserve precise to your credit union. Read more...
• Verbiage improvements throughout the application, based off user feedback, to promote better understanding and use of the product.
• CU Clarity will be undergoing a name change to Accolade Analytics to better represent the future vision of the product. You will see this name change happening slowly, but this will not impact how you use the tool.

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Investment strategy can be intimidating when rates are moving. Credit Unions are not compensated to speculate on interest rate moves, nor can anyone perfectly time the market. A sound investment strategy should be part of a wholistic balance sheet strategy that ensures stable income regardless of the rate environment.

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A CUNA-supported proposal to eliminate the TDR requirements should lower the overall complexity of managing and reporting credit union loan portfolios

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 Not sure where to start with CECL? Accolade has prepared a timeline to help you breakdown the daunting task into easy to follow quarterly milestones.

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Default Risk is Transformed into Prepayment Risk for Agency MBS Investors

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FOMC members announced two important changes to their forward guidance.

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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.

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

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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. 

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