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I think OCC's report provides an expectation for a +100bps (+1%) interest rate hike. All of their models showing smallest largest losses for banks will occur when +1% increase in interest rates. Except for the big boys with >$10B, which would lose less with +300bps (+3%) in interest rate. – Investment Watch

I think OCC's report provides an expectation for a +100bps (+1%) interest rate hike. All of their models showing smallest largest losses for banks will occur when +1% increase in interest rates. Except for the big boys with >$10B, which would lose less with +300bps (+3%) in interest rate. – Investment Watch
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