Posts Tagged ‘Michael Lanzarone’

Now you’re really floating

Now you’re really floating

Given the rising rate environment, many investors are looking for ways to mitigate their interest rate exposure, often investigating floating-rate assets. As discussed previously in our first article, Floating on Rising Rates to Success, from [...]

Step two: Risk vs. return assessment methodology

Step two: Risk vs. return assessment methodology

In our previous article related to measuring nonprime returns and associated risks, we addressed the importance of having a consistent quantitative framework for measuring return and risk. Having a risk-return framework allows institutions to approach [...]

Measuring nonprime returns and risks

Measuring nonprime returns and risks

Currently many financial institutions find themselves having excess liquidity and are experiencing net interest margin (NIM) compression. In response, ideas to enhance yield through riskier investments and/or expanding credit boxes to serve lower credit [...]

Participate smarter with better analytics

Participate smarter with better analytics

Lending institutions clearly need analytics of all sorts when evaluating their own loan book: static analyses of concentration and associated risk, backward-looking performance analytics, and forward-looking performance forecasts. Why then are similar analyses of participated [...]

Participate in the fight against NIM compression

Participate in the fight against NIM compression

During the past year, net-interest margin (NIM) compression has become a pervasive challenge for many credit unions.  More broadly, many credit unions are experiencing difficulty generating sufficient revenue because of a lack of interest income [...]

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