The lender is looking for a Verification of Deposit form to be completed by your bank to veryfy the average amount of funds you have in your account over the past 2 months, OR they will accept the past 2 months bank statements. The reason for this is because they want to make sure the money is yours, and isnt being "borrowed" from someone else or a loan from another financial institution.
If the money is from a family member, you can however get a "Gift Letter" and the family members' bank statements to verify funds for a down payment or closing costs. I hope this helps!
Let me know if you have any questions, thanks -