EFuturesCFO · Banking Suite
Net Interest Margin Optimizer
Model earning asset yields, funding costs, and rate sensitivity to understand NIM impact under different interest rate scenarios and balance sheet strategies.
Executive Summary
Rate Shock Sensitivity
NIM Enhancement Levers
NII Quarterly Projection
Methodology
NIM = Net Interest Income ÷ Average Earning Assets. Yield on Assets = Interest Income ÷ Earning Assets. Cost of Funds = Interest Expense ÷ Total Funding. Rate shock modeled with asset beta 0.6, liability beta 0.4 (assets reprice faster than deposits). Peer median NIM: 3.0-3.5% for community banks. Spread benchmark: 250-350 bps.