Our core deposit index reports enable you to:
Web delivered and low cost, with these practical reports you can directly input existing balances run off data or premiums into your ALM models. Our core deposit index reports meet the needs of those institutions that require only benchmark level estimates of core deposit value for regulatory rate shock analysis tests.
Our core deposit index reports deliver national benchmark type information on average lives, present values and durations for key core deposit categories. Web delivered and low cost, these practical reports can use your own balances, rates paid and repricing data for precise outputs that out-perform ad hoc or regulatory value inputs.We Have Two Core Deposit Index Solutions
Our core deposit intangibles index is a direct, but enhanced, replacement for OTS IRR model inputs. The intangible values are derived from national averages of our client-specific statistical analyses of core deposit behavior. The core deposit intangibles index generates intangible values for an array of rates paid ranges, by rate shock scenario. To obtain this report, you do not need to provide any inputs. You can directly apply these values as override values in your ALM models or as entries into your spreadsheet reports. In order to calculate present values from the intangible ratios, you simply need to multiply (1-premium percent) times the current book balance.
For a greater degree of customization, our custom core deposit index subscription reports can use your own balances, rates paid and repricing data for precise outputs that outperform ad hoc or regulatory value inputs. These reports deliver national benchmark-type information on average lives, present values and durations for key core deposit categories.
Both index reports provide category level values and other data for use in calculating equity at risk in base case (current interest rates) and for +500, +400, +/-300, +/-200, and +/-100 basis point (bp) rate shock scenarios behavior. Separate tables are available for banks/thrifts (9 categories) and credit unions (6 categories) as follows:
The national index represents US banks, thrifts and credit unions and billions of dollars of aggregate deposit balances, reflecting the monthly account level decisions of hundreds of thousands of depositors. The data set underlying our core deposit index reports is the broadest available view of micro-level core deposit behavior available today.
Our report enables you to:
Our loan prepayment index meets regulatory demands for more accurate IRR models. Forecasts are available for seven common fixed rate type loan categories:
We forecast unique prepayment inputs for base case and +/-100, +/-200, +/-300, +400 and +500 rate shock scenarios. Prepayments are provided in CPR and SMM formats by time period. User defined scaling (tuning) factors can be applied by category.
In MountainView's forecast we apply our sophisticated econometric approach to analyzing national pools of historic category level loan prepayments in a custom designed simultaneous equations system. Our comprehensive assessment recognizes financial influences, borrower attributes and prevailing economic conditions. The forecasts of estimated prepayments adjust to unique current conditions and prepayments vary by rate scenario. Inputs are used in IRR models to modify cash flow runoff from existing loan balances in each IRR rate scenario.