Exit interviews should be conducted if you want to learn how to improve your team, make your company more competitive and preempt potential claims. Remember this in an interview of a departing employee, it is not an inquisition. Your company should have a reason to conduct exit interviews. If that reason is “because everyone else does it,” then my advice to you is reconsider whether you should conduct exit interviews. You should conduct exit interviews only if your motivation is to learn how to improve your team, make your company more competitive, or preempt potential claims.