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Back to the Future: NIM Management Lessons from the Past

Feb 8, 2023 9:30 am

Track: Innovate & Accelerate

After three years of net interest margin (NIM) compression and excess liquidity on bank balance sheets, the tide has changed. Short-term rates have risen significantly and earning asset yields and NIMs are on the rise. But this is no time to get complacent in your NIM management strategies. Decreasing liquidity and an everchanging yield curve present similar challenges to previous rising rate cycles. Applying lessons from the past can help you optimize your NIM in the future. In this session, veteran bankers Mark Swanson and Barry Adcock will share loan pricing and cost of funds management strategies, including tactics and tools to help you optimize your NIM over the long term and through the changing rate environment. They will draw on their experiences as a former CEO/CFO team during The Great Recession, when they increased their bank’s NIM from 2.25% in 2009 to 4.16% in 2014 and boosted interactions with their 300 client banks.