Interest rate risk for credit unions
Examiner-ready IRR analysis, without the enterprise price tag.
VantageFi turns the NCUA's interest rate risk framework into a platform any credit union can run, starting from your own 5300 Call Report.
No card required. Full Basic plan during the trial.
NEV supervisory test
Harbor Community CU
Post-shock NEV ratio
7.90%
NEV sensitivity (+300 bp)
−29.5%
Why VantageFi
Rigour you can defend. Clarity you can explain.
01
Compliant by design
Calculations follow Appendix A to Part 741 and the NEV Supervisory Test, so your results speak the same language as your examiner.
02
Self-documenting
Metrics, limits and assumptions come with plain-language explanations that cite the governing rule and link back to the NCUA source.
03
Grounded in your 5300
Your first run starts from your own Call Report data. Then you take control of every assumption.
04
Built for what might happen
Go beyond the required shocks: model your own rate paths and balance-sheet changes to see how your risk profile moves.
05
For every credit union
The same rigour as enterprise ALM software, without a dedicated analyst or an enterprise budget.
Built around the current supervisory thresholds (SL 22-01), with each threshold recorded against the letter and date it came from.
Explore the product →How it works
From Call Report to supervisory test in three steps.
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01
Find your credit union
Search the NCUA 5300 data and import your balance sheet. Accounts map to the right model families automatically.
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02
Review the assumptions
Rates, repricing, prepayments and non-maturity deposit behaviour come pre-filled. Change anything, and see why each default exists.
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03
Run the scenarios
The supervisory +300 bp test and the ±100/200/300 bp ladder are built in. Save snapshots and compare them over time.
Reports
The reports your ALCO and examiner expect.
Every report runs across a 360-month projection and every scenario, monthly, quarterly or annually, with variance analysis between scenarios.
- NEV / EVE
- NII sensitivity
- Balance sheet
- Income statement
- Market value analysis
- Scenario comparison
Run your first IRR analysis today
Start from your own 5300 data. 14-day free trial, no card required.