Most likely, you will be asked to provide statements for the last two or three months on any of your liquid assets. This includes checking accounts, savings accounts, money market funds, certificates of deposit, stock statements, mutual funds, and even your company 401K and retirement accounts.

If you have been moving money between accounts during that time, there may be large deposits and withdrawals in some of them.  The mortgage underwriter (the person who actually approves your loan) will probably require a complete paper trail of all the withdrawals and deposits. Although potentially quite tedious, you may be required to produce cancelled checks, deposit receipts, and other seemingly inconsequential data.

While it might seem to be an added frustration to the process, the lender is better able to serve you with this documentation.  To ensure quality control and eliminate potential fraud, it is a requirement on most loans to completely document the source of all funds. Moving your money around, even if you are consolidating your funds to make it "easier," could make it more difficult for the lender to properly document.

For a smoother process for your lender and for yourself, it is best not to change banks and to leave your money where it is until you talk to a loan officer.