7.14 Detail Cash Flow Data
Table 7-30 Detail Cash Flow Data
| Column Name | Column Description | Column Type | Event use |
|---|---|---|---|
| ID_NUMBER | Unique identifier. | static | I |
| COMMON_COA_ID | Leaf value used to determine financial account type of detail instrument. | static | I |
| ADJUSTABLE_TYPE_CD | Determines whether reprice occurs, and, if it occurs, whether it occurs according to reprice dates or bucket dates. | static | R |
| ACCRUAL_BASIS_CD | Method of accrual used in determining the rate per payment. | static | P |
| ACCRUED_INTEREST | For Non Maturity Behavior Pattern instruments, the Accrued Interest amount – up to the as-of-date, is added to the computed interest (As-of-date to next-payment-date) to arrive at the full interest amount on next payment date. | Static | P, I |
| AMRT_TERM & AMRT_TERM_MULT | Determines time over which principal is amortized; used in payment recalculation. | static | P, PC |
| AMRT_TYPE_CD | Determines method for amortizing principal. Used to match to payment pattern data. | static | PC |
| AMORT_METH_PDFC_CD | Determines the method for amortizing premiums and discounts. | Static | D, I |
| BEHAVIOUR_TYPE_CD | Determines the type of Behavior Pattern, e.g. Non Maturity, Non Performing or Devolvement and Recovery. | Static | PC |
| BEHAVIOUR_SUB_TYPE_CD | Determines the sub type of the Behavior Pattern. | Static | PC |
| CUR_PAYMENT | Amount of current payment, meaning depends on amortization type code. | dynamic | P, PC |
| CUR_PAR_BAL | Balance on which principal runoff, interest cash flows, deferred runoff are based. | dynamic | P, PC, PP |
| CUR_NET_RATE | Interest rate that the financial institution pays/receives. | dynamic | P, R, PC, PP |
| CUR_GROSS_RATE | Interest rate that the customer pays/receives; used in determining payments and prepayments. | dynamic | P, R, PC, PP |
| DEFERRED_CUR_BAL | Holds current unamortized premium, discount, fees, costs, and so on. | dynamic | D |
| ISSUE_DATE | Date instrument is recognized as on-the-books. Used in dynamic gap and market value calculations. | I | |
| INTEREST_RATE_CD | Code value that determines the forecasted rate to base repricing on. | static | R |
| INT_TYPE | Determines how interest is calculated and accrued. | static | P |
| INSTRUMENT_TYPE_CD | Used to match a schedule instrument record to its scheduled payment dates and amounts. | static | I |
| LAST_PAYMENT_DATE | Date of last payment before the as-of-date, used to calculate days in first payment for interest in arrears instruments and to calculate accruals prior to first payment in interest in advance instruments. | static | P |
| LRD_BALANCE | Balance as of last reprice date. | static | I |
| LAST_REPRICE_DATE | Last date instrument rate repriced. | static | I |
| MARGIN | MARGIN_T_RATE has been deprecated.The FTP rate is completely dictated by the method and IRC defined in the TP Rule. MARGIN_T_RATE on the instrument record is not used. | static | R |
| MATURITY_DATE | Date of final payment. | static | P, PP |
| NEG_AMRT_AMT | Amount of current balance due to negative amortization of interest payments. | dynamic | P |
| NEG_AMRT_EQ_DATE | Date that instrument fully re-amortizes, irrespective of payment caps. | event trigger | PC |
| NEG_AMRT_EQ_FREQ & NEG_AMRT_EQ_MULT | Frequency of neg am equalization events. 0 denotes neg-am equalization never occurs. | static | PC |
| NEG_AMRT_LIMIT | Maximum amount that instrument can negatively amortize, stored as a percent of original balance. | event trigger | PC |
| NEXT_PAYMENT_DATE | Date of next payment. | event trigger | P, PC |
| NEXT_REPRICE_DATE | Date of next rate change. | event trigger | R, PP |
| ORG_PAYMENT_AMT | Payment used for cash flow transfer pricing of fixed rate records. Used by pattern instruments to calculate payment amount. | static | PC,I |
| ORG_PAR_BAL | Used in conjunction with neg am limit to determine the maximum amount that instrument can negatively amortize. Used for Rule of 78's schedules. Used by pattern instruments to calculate payment amount. | static | PC,I |
| ORG_TERM & ORG_ TERM_MULT | Time from origination date to maturity date. Used in determining whether an instrument balloons for payment recalculation purposes. | static | PC,PP |
| ORIGINATION_DATE | Determines age of instrument for prepayments. Used in calculating remaining amortization term. Used in determining payment number in pattern records. | static | PP,PC |
| PERCENT_SOLD | Determines net balance. | static | I |
| PMT_ADJUST_DATE | Date of next scheduled payment recalculation for neg am instruments. | event trigger | PC |
| PMT_CHG_FREQ & PMT_CHG_FREQ_MULT | Frequency of regular payment change calculation for neg-am instruments only. 0 denote payment never changes. | static | PC |
| PMT_DECR_CYCLE | Maximum percent payment can decrease from its previous value. | static | PC |
| PMT_DECR_LIFE | Minimum payment amount; stored as a percent of original payment amount; can be overwritten on ngam equalization dates. | static | PC |
| PMT_FREQ & PMT_FREQ_MULT | Frequency of payments; should be set equal to original term if instrument is bullet (principal and interest at maturity date) or account type of other asset, other liability, interest income, interest expense, non-interest income, non-interest expense. | static | P, PC, PP |
| PMT_INCR_CYCLE | Maximum percent payment can increase from previous value. | static | PC |
| PMT_INCR_LIFE | Maximum payment amount; stored as a percent of original payment amount; can be overwritten on ngam equalization dates. | static | PC |
| RATE_CAP_LIFE | Maximum value to which current rate can reprice. | static | R |
| RATE_CHG_MIN | Minimum amount that current rate must change before a rate change occurs. | static | R |
| RATE_CHG_RND_CD | Type of rounding to be applied to current rate. | static | R |
| RATE_CHG_RND_FAC | Precision of rounding; 0 denotes no rounding. | static | R |
| RATE_DECR_CYCLE | Maximum amount rate can decrease within a repricing period. | static | R |
| RATE_FLOOR_LIFE | Minimum value to which current rate can reprice. | static | R |
| RATE_INCR_CYCLE | Maximum amount rate can increase within a repricing period. | static | R |
| RATE_SET_LAG & RATE_ SET_LAG_MULT | Time lag used when repricing. Used to determine rate set date on reprice event. | static | R |
| REMAIN_NO_PMTS_C | Number of payments left to be made on the instrument from the As of Date to the maturity date. | dynamic | P, PC |
| REPRICE_FREQ & REPRICE_FREQ_MULT | Frequency that instrument reprices; 0 denotes fixed rate. | static | R, PP |
| RESIDUAL_AMOUNT | For leases, indicates the residual amount. | Static | I,C |
| ORG_PAYMENT_AMT | Payment used for cash flow transfer pricing of fixed rate records. | static | I |
| TEASER_END_DATE | Date that teased instrument begins repricing. | event trigger | R, PP |
| MARGIN_GROSS | Pricing spread added to IRC for current gross rate. | static | R |
| MARGIN_T_RATE | MARGIN_T_RATE has been deprecated.The FTP rate is completely dictated by the method and IRC defined in the TP Rule. MARGIN_T_RATE on the instrument record is not used. | static | R |
| TP_EFFECTIVE_DATE | Override date used by FTP to determine an alternate effective date for the historical TP Rate lookup. | static | I |
| T_RATE_INT_RATE_CD | Reserved for future use | Static | R |
| NET_MARGIN_CODE | Defines relationship between gross rate and net rate; 0 denotes floating net rate; 1 denotes constant net rate. | Static | R |
Event Use Code Values
I = Initialization of Record
P = Payment
PC = Payment Recalculation
PP = Prepayment
R = Reprice D =
Deferred Amortization