Main Menu | Reporting | My Reports (Parameter group)
or
Main Menu | Adv. Income Shock Module | Assumptions | Reinvestment Rates| Assumption Report
Access to the Shock Reinvestment Assumption Report is made by pressing the Assumption Report button at the bottom of the screen.
The Assumption Audit Report will print a summary of all assumptions in effect.
The report is divided into Institution Level Assumptions, Branch Assumptions, and Item Level Assumptions, if set. The assumption icons will be displayed next to the account description showing the inheritance of the assumption.
Each assumption will list in columnar format the value of the base rate, the rate assumption method (spread, volatility, or value), and the resulting assumption rate for each scenario. The column to the far right on the report will show the date that the assumption was last changed. If a date is in bold, the assumptions are older than three months and should be reviewed to see if they are still appropriate and re-save them to remove the warning.
Carefully check the report for Base Index Rate descriptions of None (these appear in the middle of the report). There should be no assumptions assigned to a Base Index Rate of None. Also make sure there are no negative assumption rates after the rate assumption method is applied.
We highly recommend that all module (Shock and EVE) assumption reports be saved each month. This will provide the bank with documentation of the parameters set into the model for any given month. The saved assumption reports can be provided to auditors/examiners if requested.
There are two methods to save the assumption reports.
1. When the assumption report is displayed, select the export icon - 
to export the report to your normal month end report location.
2. Go to the Reporting module and place the assumption report in a report group. You can set up a separate report group for all the assumption reports or add the assumption report to an existing monthly report group.