We study how far the Index Theorem can be extrapolated from the continuum to finite lattices with finite topological charge densities. To examine how the Wilson action approximates the Index theorem, we specialize in the lattice version of the Schwinger model. We propose a new criterion for solutions of the Ginsparg-Wilson Relation constructed with the Wilson action. We conclude that the Neuberger action is the simplest one that maximally complies with the Index Theorem, and that its best parameter in d = 2 is m(0) = 1.1 +/- 0.1.