Subscriptions

The right answer can depend on the right price.  MPS subscription services are designed to meet specific needs and goals for deposit behavior and value inputs and specialized income at risk IRR testing in cost effective and efficiently delivered ways. 

Core Deposit Index 

MPS Core Deposit Index Reports provide monthly or quarterly equity at risk IRR value data for banks/thrifts and credit unions.  They deliver national benchmark type information on average lives, present values, and durations for key core deposit categories.  Web delivered and low cost, these “real world” based reports use your own balances, rates paid, and repricing data for precise outputs that out-perform ad hoc or regulatory value inputs.

Smart Ramps

Traditional rate shock and linear rate ramp tests for income at risk IRR do not assess basis risk in the balance sheet because all interest rates move at the same speed and by the same amount.  MPS Smart Ramps advance you to the next level of IRR assessment by projecting the individual behaviors of specific interest rates.  Based on statistical studies of historic interest rate patterns, Smart Ramps present multiple rate ramp and yield curve shape change scenarios in an easy to use format.

Indeterminate Maturity Deposit Index 

The great divide between Treasury and Retail in funds transfer pricing applications is usually defined by core deposit crediting rates.  With nothing quantitative to use, nobody can agree.  The MPS Indeterminate Maturity Deposit Index provides a low cost solution, in the form of industry average type values of repricing, maturity, and duration.  Web delivered, these “real world” based reports use your own balances, rates paid, and repricing data for precise outputs that can be agreed upon.