Capitalytics in Action: Case Study #2

This article continues our "Capitalytics in Action" series, which illustrates how Capitalytics tools can help bankers to more effectively navigate the landscape of challenges and opportunities that they face.

The first case study in this series illustrated how Capitalytics mines FDIC quarterly call report data to produce various reports and analyses about a bank's strengths and weaknesses, market opportunities, competitive threats, and regulatory issues.

Case Study #2 demonstrates various reporting and analysis features related to our Cashflow Modeling Engine. The Cashflow Engine performs "record-level" simulations of a bank's entire portfolio of accounts — both assets and liabilities — and enables a wide range of analyses under various assumptions.

We described our Cashflow Modeling Engine in greater detail in a series of recent articles, including an overview of cashflow analysis as well as related articles on deposit modeling, interest rate risk analysis, stress testing, and liquidity risk modeling. This case study provides sample screen shots of the Cashflow Engine and its various reports in action for a fictional "Sample Bank".

Case Study #2 is available for download here.