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OCC Bulletin 2020-26
March 26, 2020
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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
The Office of the Comptroller of the Currency (OCC) issued today the revised "Interest Rate Risk" booklet of the Comptroller’s Handbook. The revised booklet incorporates and reflects applicable statutes and regulations, guidance, and examination procedures. The booklet includes information from interagency guidance and OCC issuances published since the previous publication of this booklet.
This revised booklet replaces the booklet of the same name issued in June 1997 (with examination procedures issued in March 1998).
The "Interest Rate Risk" booklet applies to examinations of community banks. Content regarding the Basel Committee on Banking Supervision’s Principles for the Management and Supervision of Interest Rate Risk (July 2004) and Interest Rate Risk in the Banking Book (April 2016) only pertains to banks with $250 billion or more in total consolidated assets or $10 billion or more in on-balance-sheet foreign exposure.
The revised booklet
Please contact Chris J. McBride, Treasury and Market Risk Division, at (202) 649-6360.
Grovetta N. Gardineer
Senior Deputy Comptroller for Bank Supervision Policy