The Projected Shock Income Summary report provides data in a graphical display for 12 month projection for key income information (Net interest income, net income, return on equity, and return on assets) for each shock scenario.
Because this is a Report Generator report, it can be changed to fit a bank's particular requirements.
Below is an example of the Projected Shock Income Summary Report.
Net Interest Income (NII) -
Projected interest income subtracted from
Interest expense for a 12 month period.
Net Income -
Projected income subtracted from
Expense for a 12 month period.
Return on Equity -
Projected Net Income divided by
Total Average Capital multiplied by 100
For each scenario
Return on Assets -
Projected Net Income divided by
Total Average Assets multiplied by 100
For each scenario