OSCPA's Understanding Two Key Risks at the Heart of Financial Stability -Self- Study
Available Until
1.00 Credits
Member Price $55
Non-Member Price $70
Overview
This course will provide an introduction to two of the most critical balance sheet risks for financial institutions: Interest Rate Risk (IRR) and Liquidity Risk. Designed for non-experts, this course breaks down complex Asset Liability Management (ALM) concepts into practical insights. Participants will learn how these risks can be identified, measured, monitored, and controlled to protect net interest margin, capital, and stability in fluctuating rate environments.
Please note this event was originally recorded on 04/22/2026 and must be completed by 04/30/2027 for credit.
Prerequisites
None
Designed For
CPAs
Objectives
- Define key IRR types (Repricing, Basis, Yield Curve, and Option Risk)
- Understand the mechanics of liquidity stress testing and contingency funding planning
- Interpret core measurement reports, including Static Gap, Earnings-at-Risk (EAR), and Economic Value of Equity (EVE)
Preparation
None
Leader(s):
Leader Bios
Andrea Pringle, Senior Vice President, The Baker Group
Andrea Pringle, is Senior Vice President, Financial Strategies Group at The Baker Group. She began her career in Washington, DC, where she also earned her MBA from George Washington University. Andrea worked on the Capital Markets Sales and Trading Desk at Fannie Mae before relocating to Oklahoma to work in corporate finance. Before joining The Baker Group, Andrea was the Supervisor of Corporate Finance at a large, Fortune 500 corporate bond issuer. Andrea holds a Series 7 license and joined The Baker Group in 2020 where her work focuses on mortgage products, asset liability management, and investment strategies for community financial institutions.
Non-Member Price $70
Member Price $55