Forecast: Bank Call Reports

Trusted forecasts of income and balance sheet statements under economic scenarios.

Moody’s Analytics Bank Call Report Forecasts provide a reliable approach for measuring the effects of macroeconomic variables on income and balance sheet projections. Our service allows for a more realistic assessment of bank factors affecting portfolio results under various scenarios.


Due to sparse internal data and the influence of idiosyncratic factors, many banks have difficulty producing reliable income and balance sheet forecasts. Internal data can influenced by bank-specific factors such as management actions and M&A activity. These factors make it difficult to identify the impact of macroeconomic variables.

Moody’s Analytics provides forecasts of income and balance sheet statements at the industry, individual bank, and peer group level. Based on call report data from the FDIC, our forecasts enable you:

Benefits

  • Get a clear view of aggregate volume data without the effect of internal factors and fluctuations.
  • Benchmark internally derived projections for bank specific portfolios.
  • Evaluate portfolio growth and market share compared with the industry and your peers.
  • Reliably isolate the impact of management actions that can cause performance to differ from the industry.
  • Leverage our regression models to tie your balance sheet and income statement items to industry aggregates.

Key Features

  • Forecasts based on extensive call report data from the FDIC.
  • Data spans several expansions and recessions over many business cycles (inclusive of M&A activity).
  • Detailed industry-level volume for several hundred income statements and balance sheet line-items.
  • Comprehensive forecasts based on Moody’s Analytics U.S. Macro model covering 1,800+ economic variables.
  • Transparent modeling approach, emphasizing internal forecast consistency.
  • Quarterly forecasts and scenarios updates.

An extension of our macro model, Moody’s Analytics Bank Call Report Forecasts are maintained by economists who have extensive expertise in forecasting business cycles and formulating credible stress scenarios. Our service provides a credible solution for your capital planning and regulatory needs.