Comparable examination data for smaller banks
The report compiles interest-rate risk exposures and internal risk limits observed across OCC-supervised midsize and community banks and federal savings associations. Results are segmented by asset size and charter type. The OCC stresses that the statistics are informational and do not represent agency-prescribed exposure levels or policy limits for individual institutions.
Falling-rate sensitivity receives more detail
This edition adds minus-400-basis-point and minus-300-basis-point parallel shock scenarios for earnings at risk and economic value of equity, together with corresponding policy-risk limits reported by banks. The bulletin replaces the spring 2026 edition. The scenarios can help institutions benchmark their own assumptions, but they do not predict the direction or timing of interest rates.
What it means for merchants
Merchants should view bank interest-rate sensitivity as a treasury-continuity concern rather than a trading forecast. Review settlement-account concentration, access to operating cash and backup banking arrangements, while asking partners how liquidity and funding stress could affect settlement timing or service availability.
Read the original announcement
Office of the Comptroller of the Currency · 23 Oct 2026This brief summarizes the linked primary source. Claims and reported figures have not been independently audited by Payment Guide.