Capital Markets Examiner School, Providence, RI

Model Inputs - Call Report Based Models

Model Inputs - Chart of Accounts

Data Source: Current position data is extracted from a variety of your institution’s information systems, primarily the loan and deposit, general ledger, and bond accounting systems. The transfer of this data to the model provider for processing occurs via a secure portal. Data is modeled at the instrument level and aggregated by product type in the report. Information on off-balance sheet positions is also collected.