Capital Markets School

Internal Use Only

Model Input Approaches

• Easy Approach, usually found on “economical” models • Highly Aggregated Call Report

• General Ledger is mapped over to model inputs by line item • Aggregation occurs at bank/model discretion • Also utilizes subsidiary reports and inputs (loans, investments, deposits) Chart of Account • Call Report based inputs with additional information from subsidiary reports Hybrid

Internal Use Only

Evaluating the Model Inputs

Determine the approach used.

How is the General Ledger and other information loaded?

Data Quality Assurance?