Overview

The purpose of the Advanced Income Shock module is to project an institution's earnings potential/risk under seven rate shock scenarios. One of the main features of the module is the ability to vary the composition of the institution's balance sheet over time.

The system will project accurate interest income and expense based upon the assumptions the user makes and the underlying item detail information obtained from the host system. As part of the processing cycle, the system will balance the balance sheet with the Fed Funds Purchased and Fed Funds Sold accounts.