What is changing?
The Account Level scenario reports are being updated to add additional Fixed Rate Index fields.
Dataset: Account Level All Scenarios
Location: Data Library -> Data Feeds
New Fields:
Column Name | Data Type | Description |
Fixed Rate Index Name | string | The funding curve family used for the rate spread lock |
Fixed Rate Index Rate | double | The rate of the Fixed Rate Index |
Fixed Rate Spread | double | The spread between the index rate and the rate on the loan |
Dataset: Account Level Pipeline Scenarios
Location: Data Library -> Data Feeds
New Fields:
Column Name | Data Type | Description |
Fixed Rate Index Name | string | The funding curve family used for the rate spread lock |
Fixed Rate Index Rate | double | The rate of the Fixed Rate Index |
Fixed Rate Spread | double | The spread between the index rate and the rate on the loan |
Why is it changing?
These changes add Fixed Rate index information.
Which datasets are impacted?
The below datasets are impacted:
Change | Dataset Type | Report name |
Updated | Data Library | Account Level All Scenarios |
Updated | Data Library | Account Level Pipeline Scenarios |
How does my bank need to prepare for these changes?
These fields will be added to the end of the CSV files to ensure there is minimal impact to existing processes that use these feeds. It is recommended to review downstream processes that utilize the mentioned data feeds to ensure there is no breaking impact from these changes.
When are these changes happening?
These changes went into effect today, March 1st, 2023.