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FRB: Press Release--Interagency advisory on risks related to mortgage banking--February 25, 2003

Joint Press Release

Board of Governors of the Federal Reserve System
Federal Deposit Insurance Corporation
Office of the Comptroller of the Currency
Office of Thrift Supervision

For Immediate Release

February 25, 2003

Agencies Issue Advisory on Mortgage Banking Activities
Federal bank and thrift regulatory agencies on Monday jointly issued an advisory letter
discussing risks related to mortgage banking activities. The letter highlights concerns and
provides guidance regarding mortgage banking activities, primarily in the valuation,
accounting, and hedging of mortgage servicing assets.
The guidance, issued under the auspices of the Federal Financial Institutions Examination
Council (the Office of the Comptroller of the Currency, the Federal Reserve Board, the
Federal Deposit Insurance Corporation, and the Office of Thrift Supervision), applies to all
banks and thrifts; however, it is primarily applicable to those institutions that are actively
involved in mortgage banking activities. While the number of institutions with significant
exposure to mortgage banking assets is limited, mortgage banking is a significant and
growing business line for many institutions.
The agencies developed the guidance in response to recent examinations and market
developments, especially the record volume of refinancings caused by the decline in interest
rates. The guidance details the agencies’ expectations regarding risk management activities
including valuation and modeling processes, hedging activities, management information
systems, and internal audit. The guidance also notes that the agencies may require additional
capital for institutions that fail to consider the sound practices set forth in this advisory in
their risk management programs.
Attachment (72 KB PDF)
Federal Reserve Andrew Williams 202-452-2955
FDIC
OCC
OTS

David Barr
Kevin Mukri
Sam Eskenazi

202-898-6992
202-874-5770
202-906-6677

2003 Banking and consumer regulatory policy
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Last update: February 25, 2003

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