EVOLUCIÓN DEL CONCEPTO DE NATURALEZA EN OCCIDENTE

Balance Sheet and Performance-Related Background Information

As of <latest quarter end>, the institution had total assets of $<data>. Total capital was <data>% of assets. The institution

has posted <adjective> recent financial performance and has <no or describe> unusual risk problems or other unique financial characteristics.

• Qualitative reviews <or current ALM model analyses> of balance sheet data <do or do not> suggest a wide mismatch

between asset and liability re-pricing in the short term.

• Qualitative reviews <or current ALM model analyses> of balance sheet data <do or do not> indicate significant

maturity mismatch.

• Different driver rates, pricing behaviors and rate limits for individual asset and liability categories <are or are not>

material factors.

• A <significant or not> degree of optionality is embedded in the balance sheet. • Core deposits <are or are not> a significant percentage of overall funding.

• The institution needs to be able to quantify the performance implications of <specify any unique items> for IRR

and business plan performance.

Management Issues Regarding an In-house ALM Model

• <Institution> wishes to assess earnings-at-risk<and equity at-risk> IRR <quarterly or monthly>.

• Rate shocks, linear rate ramps and non-linear basis risk and yield curve shape changes are required as IRR tests. • IRR analyses must be capable of producing high-precision forecasts with optimal commitment of time and staff resources. • <Institution> desires model functionality that can produce back tests of model forecast outcomes and behavior

assumptions compared to actual subsequent values.

• <if applicable> The institution uses a comprehensive business plan as its primary planning and decision-making tool.

Management wishes to update the business plan on a periodic basis and requires the ability to readily construct future business plans.

• <if applicable> The ability to cost-effectively review outcomes of “what if” balance sheet strategies is a high priority as

the model will be actively used by the institution.

• <if applicable> The ability to produce relevant budgeting, profitability and FTP data simultaneously with ALM outputs

is important to the institution.

Model Choice Criteria

Vendors should propose ALM models that specifically address current institution needs and goals. Vendor demonstrations should speak directly to how their ALM models will address each specific aspect of balance sheet value, performance and

risk present in <the institution’s> balance sheet.

The vendor is expected to provide convincing evidence on how the model provides solutions to specific ALM-related needs

of the institution. Model functionality and features are of interest only as they contribute to this goal.

A key factor in the decision will be the “all-in” model cost, including optional components and ongoing indirect costs. Vendor

financial condition, level of ongoing user support, and cost of annual maintenance are also significant inputs. The ALM

Below is an example of a request for proposal relating to engaging an outsource IRR analysis provider. Replace the

information enclosed in <angle brackets> with your institution’s specific information to customize the form to your needs.

<IRR Analysis Outsource Solution Provider> <Institution Name>

<Institution City, State, Zip> <Date>

Executive Summary

<Institution name> requests that selected providers of outsource IRR analysis services deliver information describing a

specific solution that meets the following balance sheet management and risk assessment needs: 1. Efficient process for initial specification of our institution’s outsourced IRR analysis/ ALM model. 2. Efficient processes for completing all phases of each period’s IRR analysis.

3. Fully, or nearly fully, automated data extract and download into the ALM model.

4. Ability to model and forecast uniquely by interest rate scenario the category-level balance sheet re-pricing and maturity characteristics, pricing, re-pricing, rate limit relationships, option-related interest rate dependencies, core deposit behaviors and all other unique performance and risk attributes of our institution’s balance sheet.

5. Precise analyses of net interest income (NII), net income (NI) and <economic value of equity (EVE)/net economic value (NEV)> IRR in standard rate shocks and custom rate scenarios including basis risk and yield curve shape change tests.

6. Ability to readily produce reports that effectively communicate IRR positions to technically oriented (e.g. ALCO) and non-technically oriented audiences (e.g. Board).

7. <add to list as desired>

Data processing for <institution> is provided by <specify firm or in-house department>. Management anticipates working

closely with the data servicer and the outsourced IRR analysis provider in coordinating model data related installation activities. Submit information materials relating to the outsourced IRR analysis solution deemed to meet our needs and a proposal to the address below. Deadline for submission of proposals and completion of demonstrations is <allow 30 days if possible>. Submit materials to

<Contact Name, Title> <Institution Name> <Street Address> <City, State, Zip>

<Phone and Fax Numbers> <E-mail Address>

Balance Sheet and Performance-Related Background Information

As of <latest quarter end>, the institution had total assets of $<data>. Total capital was <data>% of assets. The institution

has posted <adjective> recent financial performance and has <no or describe> unusual risk problems or other unique financial characteristics.