Zions model change reverses positive EVE projections

- By Joshua Walker
- 14 Aug 2023

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Zions Bancorporation’s adjustment to its interest rate risk (IRR) model resulted in significant differences in the projected economic value of equity (EVE) – the net present value of constant-composition assets and liabilities – compared to its historical-based assumptions.

The bank introduced a new IRR model in the second quarter to reflect different customer deposit behaviour in light of higher interest rates. Unlike the model traditionally employed by the bank, which draws data from a

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