Core Deposit and Loan Prepayment Index Reports

The right answer can depend on the right price. Our subscription services are designed to meet your specific needs and goals for deposit behavior and value inputs and specialized earnings at risk testing in cost effective and efficiently delivered ways. Contact Us for a free sample report.

Core Deposit Index Reports

Our core deposit index reports enable you to:

  • More precisely measure equity at risk, compared to qualitative core deposit values
  • Avoid losses in performance that can result from overly conservative core deposit values
  • Calculate present values and premiums in your own ALM model
  • Gain stronger equity at risk regulatory compliance without increased performance loss
  • Enhance ALCO decisions and ALM modeling precision with better core deposit inputs

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:

  • Bank/thrift categories: DDA Personal, DDA Business, NOW Personal, NOW Business, Savings Personal, Savings Business, MMDA Personal Low, MMDA Personal High, MMDA Indexed
  • Credit union categories: NIB (Non-interest bearing)-Share Drafts, IB-Share Drafts, Regular Shares, MMDA High, MMDA Low, MMDA Indexed

Our Core Deposit Database

Over 150 banks and thrifts, and over 75 credit unions, are represented in the national index experience bases across the U.S. The core deposit information that we use to produce the MountainView core deposit index reports represents 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.

How to Obtain Core Deposit Index Reports

  • We make our core deposit index reports available to you through a portal that links you to one of our affiliate company websites (McGuire Performance Solutions).
  • You can purchase the core deposit index reports as an annual subscription (four quarterly reports) or as individual, single quarterly reports. Using the web page order form, you will choose the report frequency options, the method of payment (invoice or credit card) and your desired user ID and password. Upon confirmation of payment, we will provide you with access to the "Core Deposit Index Report" area of the McGuire Performance Solutions website.
  • For the custom core deposit index report, you will input your category specific data input on balances and rates paid through the McGuire Performance Solutions website in the "Core Deposit Index Report" area.
  • When the new quarterly information is available (typically 5-7 business days after each quarter end), we will send you an e-mail letting you know that the core deposit intangibles index report is available for access in the "Core Deposit Index Report" area of the McGuire Performance Solutions website.
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Our Loan Prepayment Index Report

Our report enables you to:

  • More precisely measure your earnings at risk and equity at risk
  • Support stronger compliance with potentially reduced earnings loss
  • Enhance your ALM models by producing scenario specific cash flows by category using your directly input prepayment data

Our loan prepayment index meets regulatory demands for more accurate IRR models. Forecasts are available for seven common fixed rate type loan categories:

  • Auto Used Fixed
  • Consumer Fixed
  • Agricultural Fixed
  • Commercial Fixed
  • Commercial Real Estate Fixed
  • Consumer Real Estate Fixed
  • Construction Land Development Fixed

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 patented Advanced Assessment Methodology©, which is a 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.

How to Obtain Loan Prepayment Index Reports

  • We make our loan prepayment index reports available to you through a portal to one of our affiliate company websites (McGuire Performance Solutions). You can purchase our loan prepayment index reports as an annual subscription (four quarterly reports) or as individual, single quarterly reports. Using the web page order form, you will choose the report frequency options, the method of payment (invoice or credit card) and your desired user ID and password. Upon confirmation of payment, we will provide you with access to the "Loan Prepayment Index Report" area of the McGuire Performance Solutions website.
  • Our loan prepayment index report requires you to input category specific coupon rates and the new volume data. You will provide this input through the McGuire Performance Solutions website in the "Loan Prepayment Index Report" area. Once your input is submitted, your loan prepayment index report will run in a matter of minutes.
  • When the new quarterly information is available (typically 5-7 business days from quarter end), we will send you an e-mail letting you know that the loan prepayment index report is available for access in the "Loan Prepayment Index Report" area of the McGuire Performance Solutions' website.
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