You'll have to look to Reg B's 202.14 and it's Official Staff Interpretations.
We routinely provide a copy, therefore we do not have to give the notice. (a) Providing appraisals. A creditor shall provide a copy of an appraisal report used in connection with an application for credit that is to be secured by a lien on a dwelling.
If you don't use an appraisal, how do you provide one?
If your applicant is persistent, you can always provide a copy of the document where they estimated the value.
HOWEVER, if you used any internal worksheets to establish a value, then you probably have an appraisal as defined under Reg B and would need to provide a copy of the worksheets.