Research terminalQ2 2026 · 4,313 institutions · refreshed 8/27/2026
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Q2 2026 · 4,313 institutions · refreshed 8/27/2026

Free calculator · bank treasury, CFO, ALCO

Net interest income rate-shock calculator

Estimate how a Fed funds move changes a bank's loan yield, deposit cost, and net interest income, using its own filed pass-through history. No account or key needed. Every number is labelled filed, derived, or assumed.

Example

A −100 bp Fed funds move would change STIFEL BANK&TRUST's net interest income by about −15.4 bp of assets (−$30.2M a year), using its own betas (loan 0.57, deposit 0.32). Inputs: Fed funds move: -100; Pass-through history to use: Automatic (2022–23 hikes for increases, 2019–20 cuts for decreases); Loan beta override: source-derived; Deposit beta override: source-derived. Loan beta 0.57 came from the bank's own filings, measured on 2019–20 easing cycle (Jun 2019 to Sep 2020). Deposit beta 0.32 came from the bank's own filings, measured on 2019–20 easing cycle (Jun 2019 to Sep 2020).

Net interest income rate-shock calculator

Estimate how a Fed funds move changes a bank's loan yield, deposit cost, and net interest income, using its own filed pass-through history.

STIFEL BANK&TRUST · FDIC #57311Example bank. Search above to use yours.

Parallel change in the Fed funds rate, in basis points. Negative is a cut.
Which past rate cycle supplies the loan and deposit betas. Automatic is right for most uses.
Replace the derived loan beta with your own assumption. Leave empty to use the filed history.
Replace the derived deposit beta with your own assumption. Leave empty to use the filed history.

A −100 bp Fed funds move would change STIFEL BANK&TRUST's net interest income by about −15.4 bp of assets (−$30.2M a year), using its own betas (loan 0.57, deposit 0.32).

Fed funds move
−100.0 bpAssumed
Loan beta used · 2019–20 easing cycle (Jun 2019 to Sep 2020)
0.57Derived
Deposit beta used · 2019–20 easing cycle (Jun 2019 to Sep 2020)
0.32Derived
Loans as share of assets
77.59%Filed
Interest-bearing deposits as share of assets
88.95%Filed
Change in loan yield
−56.8 bpDerived
Change in deposit cost
−32.3 bpDerived
Change in net interest income, basis points of assets
−15.4 bpDerived
Change in annual net interest income
−$30.2MDerived
Latest loan yield
5.50%Filed
Latest deposit cost
1.70%Filed
  • Loan beta: the bank's own filings, 2019–20 easing cycle (Jun 2019 to Sep 2020) (38 quarters or intervals).
  • Deposit beta: the bank's own filings, 2019–20 easing cycle (Jun 2019 to Sep 2020) (38 quarters or intervals).
Download CSVView JSON

Filed: Reported directly in the bank's FFIEC Call Report. Derived: Calculated by OptimaYield from filed figures using the method described below. Assumed: An assumption you entered or a scenario input, not a reported figure.

This is a scenario built from the assumptions above, not a recommendation, price target, or regulatory conclusion.

How it is calculated

Loan beta is the change in a bank's blended loan yield divided by the change in the Fed funds rate over a past rate cycle; deposit beta is the same for its effective cost of interest-bearing deposits. Both come from the bank's own Call Report filings (Schedule RI interest income and expense over Schedule RC-K average balances) and the FRED effective Fed funds rate.

Change in net interest income is (loan beta × loans/assets − deposit beta × interest-bearing deposits/assets) × the rate move, in basis points of total assets, then converted to dollars using reported total assets. Balance-sheet shares are the latest filed quarter.

Beta source ladder: the bank's own cumulative cycle-window beta, then its own quarterly-interval beta, then its asset-band peer cohort median, then the industry median. The result states which rung was used; when none qualifies the calculator abstains instead of guessing.

What it does not do

  • A static first-order read: securities, non-interest-bearing funding, hedges, floors and caps, growth, and repricing timing are not modelled. It is not a net-interest-income forecast or an ALM simulation.
  • Past pass-through is not future pass-through. Competition, deposit mix, and where rates start all change how much of the next move a bank keeps or pays away.
  • Loan beta is measured on reported yield, so fixed-rate loans that reprice only as they mature make it lag. The 2024–26 easing window in particular shows loan yields still catching up from the hikes, which is why automatic mode uses 2019–20 for rate cuts.
  • Betas outside −0.25 to 1.5 are treated as arithmetic artifacts and skipped. Banks with under two years of filed history use their peer cohort's median.

Sources

Reviewed 2026-09-30 · definition version 1

Questions and answers

What is a loan beta?

Loan beta is the share of a Fed funds rate change that shows up in a bank's average loan yield over a rate cycle. A loan beta of 0.40 means loan yields rose about 40 basis points for every 100 basis points the Fed raised.

How is deposit beta different from loan beta?

Deposit beta is the share of a Fed funds change that a bank passes through to its cost of interest-bearing deposits. The gap between loan beta and deposit beta, weighted by how much of the balance sheet each covers, is what determines whether rising rates help or hurt net interest income.

Where do the numbers come from?

Every beta is derived from the bank's own FFIEC Call Report filings and the Fed funds rate. Where a bank has too little history, the calculator says so and uses its peer cohort's median instead.

Is this a forecast of my net interest income?

No. It is a first-order scenario built on how the bank's loan yields and deposit costs responded in a past rate cycle. It ignores hedges, securities, growth, and timing, so use it to compare and to ask better questions, not as a projection.

Use it from code or an AI assistant

The same calculation is available as a free JSON and CSV API, an OpenAPI description, and a remote MCP server, so analysts, scripts, and AI assistants get identical numbers.

curl "https://www.optimayield.com/api/tools/nim-rate-shock/run?certificate=57311"