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.