Download Specifications 2006
TABLE OF CONTENTS TABLE OF CONTENTS...2 OVERVIEW OF DOWNLOAD FEATURES AND BENEFITS...4 EXTRACT FILES: DEFINED...4 EXTRACT FILES: THE FMAT...4 EXTRACT FILES: BEFE YOU START...4 DOWNLOAD SAMPLES & CHECKLIST...5 EXAMPLES OF DOWNLOAD FILES...5 STATISTICAL/DATABANK FILES...5 GENERAL LEDGER FILE...5 DEMAND/SAVING DEPOSIT FILE...5 TIME DEPOSIT FILE...6 INVESTMENT FILE...6 LOAN FILE...6 DOWNLOAD EXTRACT CHECKLIST...7 STATISTICAL/DATABANK EXTRACT FILES...8 MINIMUM REQUIRED INFMATION...8 GENERAL LEDGER EXTRACT FILES...8 MINIMUM REQUIRED INFMATION...8 DEMAND/SAVINGS EXTRACT FILES...9 MINIMUM REQUIRED INFMATION...9 REPRICING INFMATION STRONGLY RECOMMENDED...9 STATISTICAL / OTHER DATA STRONGLY RECOMMENDED...9 TIME DEPOSIT EXTRACT FILES...10 MINIMUM REQUIRED INFMATION...10 REPRICING INFMATION STRONGLY RECOMMENDED...10 STATISTICAL / OTHER DATA STRONGLY RECOMMENDED...10 INVESTMENT/BROWINGS EXTRACT FILES...11 MINIMUM REQUIRED INFMATION...11 REPRICING INFMATION STRONGLY RECOMMENDED...11 PAYMENT INFMATION STRONGLY RECOMMENDED...12 INTEREST RATE: CEILINGS AND FLOS STRONGLY RECOMMENDED F CMO S AND MBS S...12 STATISTICAL / OTHER DATA STRONGLY RECOMMENDED...12
LOAN EXTRACT FILES...13 MINIMUM REQUIRED INFMATION...13 PAYMENT INFMATION REQUIRED...13 REPRICING INFMATION STRONGLY RECOMMENDED...13 INTEREST RATE: CEILINGS AND FLOS STRONGLY RECOMMENDED...14 STATISTICAL DATA STRONGLY RECOMMENDED...14 PARTICIPATION AND CLOSED LOAN CODES OPTIONS...14 ADDITIONAL FIELDS STRONGLY RECOMMENDED...15 MATCHED FUNDED FUNDS TRANSFER PRICING (PROFITABILITY MODEL ONLY)...16 CUSTOM INVESTMENT CASH FLOW EXTRACT FILES...17 SCENARIO CONTROL FILE DESCRIPTION...17 CASH FLOW FILE DESCRIPTION...18 EXTRACT FILE DATA DICTIONARY...18 SAMPLE DATA DICTIONARY F CODES...19 SAMPLE FILE LAYOUT F EXTRACT FILES...19 FREQUENTLY ASKED QUESTIONS...20 3
OVERVIEW of DOWNLOAD FEATURES and BENEFITS The Download provides a mechanism to automatically link information from an ASCII text file into the PROFITstar and PROFITability models. Using the Download can make updating historical and statistical information more efficient and more accurate. The extract data can come from a mainframe report or query, a service bureau, or a spreadsheet file. EXTRACT FILES: Defined The data that can be downloaded fits into one of three categories. The information in these categories relates to historical balances, application files that provide maturity/repricing cash flows, or statistical data. The historical extract file(s) comes from the general ledger system and contains month-end balances, income and expenses for the month, and perhaps average balances. The second category of download files is maturity/repricing extract files. These application files come from various mainframe systems or spreadsheets. A normal download may have one or more extract files from loan, demand deposit, time deposit, and possibly investment systems or spreadsheets. The final category of download files is statistical data that can be used primarily in PROFITability, but could also be tracked in PROFITstar. These files can come from various mainframe systems (application files), or spreadsheets. A typical download may have one or more extract files from the payroll, fixed asset, loan, and/or deposit systems. EXTRACT FILES: The Format Many data file formats will work with Profitstar, Inc. products. The most common are the fixed position and the comma delimited formats. These files can be created from your mainframe system through report writers or by running queries. Check with your data processing vendor for more detailed information. Fixed position, or space delimited files, are ASCII text files with organized columns of data separated by single spaces with each record on a separate line. This type of file is preferred due to its clear layout, and its flexibility allowing users to select different portions of fields. The only requirement when creating fixed position files is that NO TABS should be used in the file. Comma delimited files are ASCII text files organized with fields of data separated by commas. This format is also acceptable but it has certain limitations. The main limitation is the inflexibility of having to select entire fields, instead of being able to select portions of fields. If either of these file types is not available, please contact our Data Services Department or your Client Support representative for assistance. Data Services is available to review your download files and answer download specification questions. You can reach Data Services by email at DataServices@Profitstar.com or by phone at 1-800-356-9099. EXTRACT FILES: Before You Start Spending a little extra time analyzing your modeling needs at this point can save you both time and money in the long run. As users become more familiar with PROFITstar and PROFITability, the chart of accounts will probably change and so will the information required in the download. Before designing the extract files, users need to anticipate future reporting needs. Consider adding flexibility into the extracts by including some recommended fields. When creating or modifying extract files, users are encouraged to contact their Profitstar representative to assist them with this process. 4
DOWNLOAD SAMPLES & CHECKLIST Examples of Download Files These examples show what each type of extract file may look like. The examples are shown as fixed position files, displayed in tables. These are examples only and do not represent the complete field requirements for each file type. Statistical/Databank Files #FTE 01 12.5 #FTE 02 12 #FTE 03 19 SqFeet 01 3750 SqFeet 02 3900 SqFeet 03 6825 #Loans 01 37 #Loans 02 32 Column 1 = Type of Statistic Column 2 = Branch Number Column 3 = Number/Statistic General Ledger File 100000 100 26500.33 29747.59 747.59 100100 100 366358.05 359525.44 525.44 100200 100 1871253.76 1727552.25 552.25 100220 100 2832832.27 2911471.79 471.79 100000 101-2852.65-1989.93-24.12 100100 101 11447353.09 11299284.46 284.46 Column 1 = General Ledger Account Number Column 2 = Branch Number Column 3 = Month-End Balance Column 4 = Average Balance Column 5 = Monthly Income/Expense Balance Demand/Saving Deposit File 01 01 26500.57 2.07 00/00/00 00/00/00 01 05 3256.44 1.96 00/00/00 00/00/00 02 01 456.87 0.98 00/00/00 00/00/00 03 05 2345.11 0.96 00/00/00 12/31/05 Column 1 = Branch Number Column 2 = Type of Deposit Column 3 = Current Balance Column 4 = Interest Rate Column 5 = Maturity Date Column 6 = Next Rate Change Date 5
Time Deposit File 01 01 25000.00 10/25/02 7.250 182 D 00/00/00 02 01 5000.00 03/11/03 6.550 36 M 03/11/02 01 05 10000.00 12/13/02 6.958 12 M 00/00/00 02 05 25000 04/04/04 7.250 12 M 00/00/00 Column 1 = Branch Number Column 2 = Class or Type of Deposit Column 3 = Current Balance Column 4 = Maturity Date Column 5 = Interest Rate Column 6 = Term of Time Deposit Column 7 = Term Code (D =Days, M =Months) Column 8 = Next Rate Change Date Investment/Borrowings File 01 350 26500.00 5.45 10/31/14 10/31/05 10/31/10 256.37 M 10/31/02 02 250 99000.00 4.89 05/15/09 00/00/00 05/15/07 0 00/00/00 01 250 99000.00 5.02 07/08/17 00/00/00 00/00/00 0 00/00/00 02 350 37500.00 5.94 12/29/25 12/29/15 12/29/18 315.82 M 11/15/01 Column 1 = Branch Number Column 2 = Type or Class Code Column 3 = Current Balance Column 4 = Interest Rate Column 5 = Maturity Date Column 6 = Next Rate Change Date Column 7 = Call Date Column 8 = Payment Amount Column 9 = Payment Frequency Column 10 = Next Payment Date Loan File 01 17CL 23017.18 11.50 06/17/02 A 1500.00 M 00/00/00 S 01/15/01 01/15/95 01 17CL 9387.99 10.75 08/22/02 A 475.66 M 10/03/01 0 01/11/01 01/11/94 02 21CM 0.00 11.75 01/22/04 C 579.75 A 01/03/02 0 01/03/02 01/03/88 Column 1 = Branch Number Column 2 = Class of Loan Column 3 = Current Balance Column 4 = Interest Rate Column 5 = Maturity Date Column 6 = Status Code (A =Active C =Closed) Column 7 = Payment Amount Column 8 = Payment Frequency Column 9 = Next Rate Change Date Column 10 = Participation Code Column 11 = Next Payment Date Column 12 = Loan Origination Date 6
DOWNLOAD EXTRACT CHECKLIST We encourage you to use the following checklist as a guide to the various types of fields that can be downloaded into our software. When determining which fields to include in your download files, please remember to allow for future reporting needs by including all possible fields. A detailed list of required and recommended PROFITstar and PROFITability field names, to be used with each type of extract file, begins on the next page. If you have any questions about available fields or the manner in which they are used in the model, please contact your Profitstar representative at 1-800-356-9099. Statistical/Databank File Field Type Sort Field Amount Number Rate Date General Ledger File Field Type Account Number Amount Monthly Income/Expense Average Balance Demand/Savings Deposit File Field Type Sort Field Amount Interest Rate Maturity Date Repricing Information Statistical/Other Data Account Identifier Time Deposit File Field Type Sort Field Amount Interest Rate Maturity Date & Roll Date Repricing Information Statistical/Other Data Account Identifier Investment/Borrowings File Field Type Sort Field Amount Interest Rate Maturity & Call Date Repricing Information Payment Information Interest Rate: Ceiling/Floor Statistical/Other Data FTP Rate for PROFITability Account Identifier Loan File Field Type Sort Field Amount Interest Rate Maturity Date Payment Information Repricing Information Interest Rate: Ceiling/Floor Statistical Data Participation Options Account Identifier 7
STATISTICAL/DATABANK EXTRACT FILES Statistical/Databank files consist of statistical information, including key rates, square footage by branch, # FTEs by department or branch, and other off-balance sheet account information. Many types of statistics can be downloaded into your PROFITstar / PROFITability model. Please contact your Profitstar representative if you have any questions. Minimum Required Information Sort Fields Amount/Number/Rate Product Code Date Identifies the specific branch to which the statistic, amount or rate applies. This field is required for all clients with Organizational Breakout or the Organizational Dimension of PROFITability, where data is downloaded into branches and sub-organizations. These are required to map the statistical/databank information into the model, using class, type or purpose codes. This is the type of statistical data being downloaded into the model. One or all of these items may be required, depending on the statistical information being downloaded. Numbers can be displayed with decimals. Used to link statistical data to a particular product in PROFITability. A time frame may be included in the file. With this option, historical and projected items may be downloaded into the model. Product Code and Date fields are strongly recommended in the PROFITability model. GENERAL LEDGER EXTRACT FILES General Ledger files consist of Balance Sheet and Income Statement information. This information is stored in the History module. Minimum Required Information Account Number Current Balance Monthly Income/Expense Average Balance Identifies the specific branch to which the data applies. This field is required for all clients with Organizational Breakout or the Organizational Dimension of PROFITability, where data is downloaded into branches and sub-organizations. This field is required to download historical information and is used to link or map the record to the chart of accounts. This is the current balance of the account at month end. The amount in this field is the reported income or expense for the current month. Averages are used to calculate several of the ratios in Profitstar. This amount is the average for the current month. If this field is not available, the program provides an option in the History module that can be used to calculate a simple monthly average. Aggregate Total is an additional field that can be used in place of the average balance. The amount in this field is the summation of the daily balances of the account for the period. The system will calculate an average balance based on this field and the Number of Days in Period field. 8
DEMAND/SAVINGS EXTRACT FILES Demand Deposits (and Savings files) contain information related to the balances and rates of demand accounts. When selected fields are included in the extract files, these files can be used to collect statistical data, such as number of accounts, statistical average balance, and average rate of new accounts. Minimum Required Information Sort Fields Amount Interest Rate Maturity Date Identifies the specific branch that originated or owns the account. This field is required for all clients with Organizational Breakout or the Organizational Dimension of PROFITability, where data is downloaded into branches and sub-organizations. These are used to link or map account information to the chart of accounts. The system can sort by up to four separate class or type codes, which provides for a larger breakout of account types. This is the current balance of the account at month end. This is the current interest rate or yield of the account. This is the final maturity date of the account, if applicable. Repricing Information Strongly Recommended The repricing information represents the amount of funds that are eligible to reprice and can be represented by three methods. The preferred order in which to use these fields is Repricing Date, then the Rate Change Frequency, and finally the Rate Tie. Only one of the fields listed below is required. First Preference - Repricing Date Second Preference - Rate Change Frequency Third Preference - Rate Tie This date represents the next opportunity for this deposit to reprice. The amount eligible to reprice will be placed into the monthly time bucket represented by this date, in the maturity/repricing module. This is the preferred field to use to identify when an account can reprice. This field is used to identify how often the rate can change on this type of deposit. For example, if the frequency is A for annual, then the repricing amount will be placed into the monthly time bucket that represents the time frame that is 12 months from the current month. This code is the last available option for identifying an account s next repricing date. If this method is used, any non-zero character in the field will represent the variable nature of the instrument and the amount will reprice immediately in the next time bucket. Statistical / Other Data Strongly Recommended Statistical information can be gathered through the download. The information can include the number of accounts and their average balances, as well as information specific to new accounts. Statistical information involving new accounts can only be gathered if the Origination Date is included in the file and this field is set up for the appropriate files in the Download Extract Setup screen. Origination Date Original Interest Rate Account Identifier The Origination Date is the date in which the account was first opened. This information is used for Average Age calculations in the Maturity/Repricing module and to gather statistical data during the download, such as such as number of accounts, statistical average balance, and average rate of new accounts. This is the rate that was originally used to calculate interest. This is a required field if the Lifetime Ceiling/Floor Spread option is used. Identifier that is unique, such as the account number, to differentiate between accounts. 9
Minimum Required Information TIME DEPOSIT EXTRACT FILES Time Deposit files contain information related to the balances and rates of certificate accounts. These files contain customer-level detail and can help you create a model that is more detailed than the General Ledger. Maturity and Repricing dates will be used to create a maturity schedule. When selected fields are included in the extract files, these files can be used to collect statistical data, such as number of accounts, average balance, and average rate of new accounts. Sort Fields Amount Interest Rate Maturity Date Roll Date Identifies the specific branch that originated or owns the account. This field is required for all clients with Organizational Breakout or the Organizational Dimension of PROFITability, where data is downloaded into branches and sub-organizations. These are used to link or map account information to the chart of accounts. The system can sort by up to four separate class or type codes, which provides for a larger breakout of account types. This is the current balance of the account at month end. This is the current interest rate or yield of the account. This is the final maturity date of the account. This identifies when the CD was last renewed and repriced. Repricing Information Strongly Recommended The repricing information represents the amount of funds that are eligible to reprice and can be represented by three methods. The preferred order in which to use these fields is Repricing Date, then the Rate Change Frequency, and finally the Rate Tie. Only one of the fields listed below is required. First Preference - Repricing Date Second Preference - Rate Change Frequency Third Preference - Rate Tie This date represents the next opportunity for this deposit to reprice. The amount eligible to reprice will be placed into the monthly time bucket represented by this date, in the maturity/repricing module. This is the preferred field to use to identify when an account can reprice. This field is used to identify how often the rate can change on this type of deposit. For example, if the frequency is A for annual, then the repricing amount will be placed into the monthly time bucket that represents the time frame that is 12 months from the current month. This code is the last available option for identifying an account s next repricing date. If this method is used, any non-zero character in the field will represent the variable nature of the instrument and the amount will reprice immediately in the next time bucket. Statistical / Other Data Strongly Recommended Statistical information can be gathered through the download. The information can include number of accounts and their average balances, as well as information specific to new accounts. Statistical information involving new accounts can only be gathered if the Origination Date is included in the file and this field is set up for the appropriate files in the Download Extract Setup screen. Origination Date Original Interest Rate Account Identifier The Origination Date is the date in which the account was first opened. This information is used for Average Age calculations in the Maturity/Repricing module and to gather statistical data during the download, such as such as number of accounts, statistical average balance, and average rate of new accounts. This is the rate that was originally used to calculate interest. This is a required field if the Lifetime Ceiling/Floor Spread option is used. Identifier that is unique, such as the account number, to differentiate between accounts. 10
INVESTMENT/BROWINGS EXTRACT FILES Investment files contain information related to the balances and rates of investment accounts. The files may contain information that is related to the call dates of the investments as well as the payment streams that are expected from selected investments. Borrowings can also be downloaded into the model using the same fields as the investment extracts. The only difference is how the system determines whether or not a borrowing should be called. Minimum Required Information Sort Fields Amount Identifies the specific branch that originated or owns the investment. This field is required for all clients with Organizational Breakout or the Organizational Dimension of PROFITability, where data is downloaded into branches and sub-organizations. These are used to link or map account information to the chart of accounts. The system can sort by up to four separate class or type codes, which provides for a larger breakout of investment types. This is the current balance of the instrument at month end. Interest Rate This is the current interest rate or yield of the instrument. Maturity Date Call Date FTP Rate This is the final maturity date of the instrument, if applicable. This is the date at which the instrument is first eligible to be called. This field is used when Matched Funded is your specified FTP method. Repricing Information Strongly Recommended The repricing information represents the amount of funds that are eligible to reprice and can be represented by three methods. The preferred order in which to use these fields is Repricing Date, then the Rate Change Frequency, and finally the Rate Tie. Only one of the fields listed below is required. First Preference - Repricing Date Second Preference - Rate Change Frequency Third Preference - Rate Tie This date represents the next opportunity for this investment to reprice. The amount eligible to reprice will be placed into the monthly time bucket represented by this date, in the maturity/repricing module. This is the preferred field to use to identify when an account can reprice. This field is used to identify how often the rate can change on this type of investment. For example, if the frequency is A for annual, then the repricing amount will be placed into the monthly time bucket that represents the time frame that is 12 months from the current month. This code is the last available option for identifying an account s next repricing date. If this method is used, any non-zero character in the field will represent the variable nature of the instrument and the amount will reprice immediately in the next time bucket. 11
INVESTMENT/BROWINGS EXTRACT FILES CONTINUED: Payment Information Strongly Recommended Payment information is strongly recommended for your investments with Mortgage loans as the underlying security (CMO s and MBS s), in order to model payment streams. If payment information is not included, the entire balance of the instrument will be shown maturing at the maturity date. Payment Amount Payment Frequency Next Payment Date This is the contractual principle and interest payment that is expected every payment period. This indicates the time intervals in which the contractual payment is expected. For example, weekly, monthly, quarterly, and annually. This is the next contractually expected date of payment. Interest Rate: Ceilings and Floors Strongly Recommended for CMO s and MBS s Lifetime Ceiling/Floor (Absolute) Periodic Ceiling/Floor (Absolute) Lifetime Ceiling/Floor (Spread) Periodic Ceiling/Floor (Spread) These fields are used to set both the highest and lowest interest rates possible on this instrument over its lifetime. These fields are used to show the amount per period the interest rate can be raised or lower per repricing time frame. These fields are used to set both the highest and lowest rate for an instrument. The Original Interest Rate is also required if this field is to be used. These fields are used to set both the highest and lowest rate for an instrument per repricing time frame. The Original Interest Rate is also required if this field is to be used. Statistical / Other Data Strongly Recommended Statistical information can be gathered through the download. The information can include number of accounts and their average balance s, as well as and information specific to new accounts. Statistical information involving new accounts can only be gathered if the Origination Date is included in the file and this field is set up for the appropriate files in the Download Extract Setup screen. Origination Date Original Interest Rate Account Identifier The Origination Date is the date in which the instrument was first opened. This information is used for Average Age calculations in the Maturity/Repricing module and to gather statistical data during the download, such as such as number of accounts, statistical average balance, and average rate of new accounts. This is the rate that was originally used to calculate interest. This is a required field if the Lifetime Ceiling/Floor Spread option is used. Identifier that is unique, such as the account number, to differentiate between accounts. 12
LOAN EXTRACT FILES Loan files contain information related to the balances, rates, and amortization schedules of loan accounts. The file contains customer-level detail and can help you create a model that has more detailed breakout than the General Ledger. When selected fields are included in the extract files, these files can be used to collect statistical data, such as number, average balance, and average rate of new accounts. Minimum Required Information Sort Fields Amount Interest Rate Maturity Date Identifies the specific branch that originated or owns the instrument. This field is required for all clients with Organizational Breakout or Organizational Dimension of PROFITability, where data is downloaded into branches and sub-organizations. These are used to link or map account information to the chart of accounts. The system can sort by up to four separate class or type codes, which can provide for a larger breakout of the account types. This is the current balance of the loan at month end. This is the current interest rate or yield of the instrument. This is the final maturity date of the instrument, if applicable. Payment Information Required Payment information is required to show the payment streams from your loans. If payment information is not included, the entire balance of the loan will show as maturing at the maturity date. Payment Amount Payment Frequency Next Payment Date This is the contractual principle and interest payment that is expected every payment period. This indicates the time intervals in which the contractual payment is expected. For example, weekly, monthly, quarterly, and annually. This is the next contractually expected date of payment. Repricing Information Strongly Recommended The repricing information represents the amount of funds that are eligible to reprice and can be represented by three methods. The preferred order in which to use these fields is Repricing Date, then the Rate Change Frequency, and finally the Rate Tie. Only one of the fields listed below is required. First Preference - Repricing Date Second Preference - Rate Change Frequency Third Preference - Rate Tie This date represents the next opportunity for this loan to reprice. The amount eligible to reprice will be placed into the monthly time bucket represented by this date, in the maturity/repricing module. This is the preferred field to use to identify when an account can reprice. This field is used to identify how often the rate can change on this type of loan. For example, if the frequency is A for annual, then the repricing amount will be placed into the monthly time bucket that represents the time frame that is 12 months from the current month. This code is the last available option for identifying an account s next repricing date. If this method is used, any non-zero character in the field will represent the variable nature of the instrument and the amount will reprice immediately in the next time bucket. 13
LOAN EXTRACT FILES CONTINUED: Interest Rate: Ceilings and Floors Strongly Recommended Lifetime Ceiling/Floor (Absolute) Periodic Ceiling/Floor (Absolute) Lifetime Ceiling/Floor (Spread) Periodic Ceiling/Floor (Spread) These fields are used to set both the highest and lowest interest rates possible on this instrument over its lifetime. These fields are used to show the amount per period the interest rate can be raised or lower per repricing time frame. These fields are used to set both the highest and lowest rate for an instrument. The Original Interest Rate is also required if this field is to be used. These fields are used to set both the highest and lowest rate for an instrument per repricing time frame. The Original Interest Rate is also required if this field is to be used. Statistical Data Strongly Recommended Statistical information can be gathered through the download. The information can include number of accounts and their average balances, as well as, and information specific to new accounts. Statistical information involving new accounts can only be gathered if the Origination Date is included in the file and this field is set up for the appropriate files in the Download Extract Setup screen. Origination Date Original Interest Rate Original Balance Account Identifier The Origination Date is the date in which the instrument was first opened. This information is used for Average Age calculations in the Maturity/Repricing module and to gather statistical data during the download, such as such as number of accounts, statistical average balance, and average rate of new accounts. This is the rate that was originally used to calculate interest. This is a required field if the Lifetime Ceiling/Floor Spread option is used. This is the original loan balance. Identifier that is unique, such as the account number, to differentiate between accounts. Participation and Closed Loan Codes Options PROFITstar can read Participation information provided in a variety of formats. Processors differ in the way these are built into extract files. Some loan files have two records for each participated instrument. The first record would contain 100% of the current balance. The second record represents the amount sold. When this occurs, the second record is subtracted from the first record to arrive at the net balance owned by the institution. The Participation Code identifies the record as an instrument that has been sold and should be subtracted from the previous record. Other methods of defining participated balances include a participation flag showing that the amount of the loan is to be ignored due to a participation status and some processors will list a separate field with the amount of the loan participated. Participation Code Participation Amount Participation Owned/Sold Participation Percentage This code indicates that the entire balance of the loan is participated and should be subtracted from the total. This is a specific amount that should be subtracted from the principle balance. This field represents the percentage of the principle amount that is either owned or sold. This field identifies a user-defined code that represents specific percentages either owned or sold. This field can contain any alpha or numeric characters. 14
LOAN EXTRACT FILES CONTINUED: Some loan files include closed or charged-off loans. In this case we can set up a status code to ignore those values to arrive at the net balance owned to the institution. This is accomplished with a closed or status flag within the extract file. Status Code This code is used to determine if the loan is opened or closed. Status codes are set up to ignore the balances of certain loans so that these amounts are not included in the total loan account balance. Additional Fields Strongly Recommended Actual Maturity The Actual Maturity is the amount of a rate-bearing account, with a stated maturity, which actually matured during the month. This principle only amount includes the contractual maturity amount plus any prepayments that were received. New Volume Income/Expense Average Balance If this field is available it can be used to store statistical information in History and will not affect the Maturity/Repricing or Projections modules. If this field is available it can be used to download the interest income directly into the history module by overwriting the general ledger file. This field is strongly recommended for PROFITability. If this field is available it can be used to download the averages directly into the history module by overwriting the general ledger file. This field is strongly recommended for PROFITability. 15
MATCHED FUNDED FUNDS TRANSFER PRICING (PROFITABILITY MODEL ONLY) One of the more advanced methods of Funds Transfer Pricing is referred to as Matched Funded, Matched Rate, or Co-terminus Funding. With this approach, each instrument is priced on the date it is booked, based on its maturity and repricing characteristics. The rate is used for the life of a fixed-rate instrument. If the instrument is variable rate, the matched rate can change at each repricing opportunity. Prepayment characteristics can be factored in to improve the accuracy of the rate assignment. FTP Rates is the preferred field to be included within the download file. If the FTP rates are not included in the download files, the program will look at other data included in the download to come up with a date to use to calculate a record s FTP Rate. For fixed instruments, the program will attempt to determine the origination date. For variable rate instruments, the system will try to find or calculate the last repricing date. The listing below identifies the necessary data and explains the calculations performed by the system. The fixed and variable rate listings are shown in priority order. Fields for Fixed Rate Records Include in application files (loans, deposits, etc.) FTP Rate Origination Date Roll Date Original Balance & Payment Amount Maturity Date Account Identifier Fields for Variable Rate Records Include in application files (loans, deposits, etc.) FTP Rate Last Repricing Date Funds Transfer Pricing Rate The system uses this date to determine the time frame in which to look for a Yield Curve point or a key rate value. If this field is blank, the system will use the original balance and payment amount to back into an origination date. The Roll Date field should be used to calculate the origination date for Certificates of Deposit. For Time Deposit files, the Origination Date download extract field is not used for FTP purposes. The system can approximate the origination date by calculating the amortization schedule in reverse. If either of these fields is blank, the system will use the maturity date. The system will calculate the origination date by reducing the maturity date by the maturity interval for the account to which the record is linked. Identifier that is unique, such as the account number, to differentiate between accounts. Funds Transfer Pricing Rate The system uses this date to determine the time frame in which to look for a Yield Curve point or a key rate value. If the field is blank, it will use the repricing date and rate change frequency to back into the last repricing date. Repricing Date and Rate Change Frequency Account Identifier The system will calculate the record s last repricing date by subtracting the rate change frequency (converted to number of months) from the repricing date. Identifier that is unique, such as the account number, to differentiate between accounts. 16
CUSTOM INVESTMENT CASH FLOW EXTRACT FILES In addition to your standard investment file, many investment brokers can create projected cash flows based on different rate scenarios, cusip by cusip, for your investment portfolio. If your investment broker can supply this information in an ASCII flat or comma-delimited file, it can be included in your download and used in the IRSA or Fair Value calculations. In order to take advantage of this feature, the broker must provide one Scenario Control file and up to seven Cash Flow files. Unlike the other downloads, the extract files related to cash flows must be in a very specific format. If you would like more information about how the system uses the cash flow files, or help creating the extracts, please contact your marketing or client support representative. Scenario Control File Fields Scenario Identifier Scenario Parallel Shift Flag Parallel Shift Amount (in Basis Points) Rate Shift Over X Months This field is used to match the cash flow records to a specific rate scenario. This field is not used by the system, but is designed to help remind the user what each cash flow file represents. At this point only parallel shifts are accepted. The file should contain a Y in this field. This field identifies the total basis point change. This field identifies the number of months it takes to complete the shock. Example of Scenario Control File: 10,UNCHANGED,Y, 0, 1 11,UP 100,Y,100,1 12,UP 200,Y,200,1 13,UP 300,Y,300,1 21,DN 100,Y,-100,1 22,DN 200,Y,-200,1 23,DN 300,Y,-300,1 17
CUSTOM INVESTMENT CASH FLOW EXTRACT FILES Continued Cash Flow File Fields Sort 1, 2, 3, and/or 4 Payment Date Principal Amount Interest Amount Accretion Amount Sort codes are used to map downloaded records to a model account. The payment date field identifies which month/year the cash flow (interest or principal) is received. The principal amount represents how much the current balance should be reduced when the payment is received. This amount could be either a partial reduction in the balance (MBS) or a bullet payment at maturity. Since the file focuses on cash flow, this field represents interest received. A payment can consist of interest only, principal only, or both interest and income. This field is an exception to the other amount fields in the cash flow file in that it does not represent a cash flow. Rather, it is the amortization of the premium/discount that is associated with that instrument. The system will add the accretion amount to interest and principal. A negative value represents the amortization of a premium, which decreases both the interest and principal. Example of Cash Flow Files: Ref ID CUSIP Sort 1 Sort 2 Sort 3 Sort 4 Pay Date Principal Interest Bk Yld II +/- Prem or Disc Prem/D isc Amort 138, 22, 31374F4X4, ARM, 1YRCMT, AFS,, 09/30/1999, 16480, 644, 5.544, 674 32, 138, 22, 31374F4X4, ARM, 1YRCMT, AFS,, 10/31/1999,, 618, 5.544, 648, 30, 138, 22, 31374F4X4, ARM, 1YRCMT, AFS,, 11/30/1999,, 592, 5.544, 619, 27, 138, 22, 31374F4X4, ARM, 1YRCMT, AFS,, 12/31/1999, 14365, 568, 5.544, 593, 25, 138, 22, 31374F4X4, ARM, 1YRCMT, AFS,, 01/31/2000,, 545, 5.544, 569, 24, 138, 22, 31374F4X4, ARM, 1YRCMT, AFS,, 02/29/2000,, 523, 5.544, 546, 23, 138, 22, 31374F4X4, ARM, 1YRCMT, AFS,, 03/31/2000, 12520, 502, 5.544, 525, 23, 18
EXTRACT FILE DATA DICTIONARY There is one more step the user needs to complete before sending sample files for review. We request that you create a data dictionary. A data dictionary describes the information included in each extract file. Since the PROFITstar and PROFITability models accept a variety of fields in many different formats, a data dictionary is needed to explain the layout of the files. A data dictionary includes: A list of the fields included in each file Specific file formats. Certain fields have flexible formats. These include date formats (e.g., MMYYDD, YYMMDD, etc.), balance formats (whole dollars, implied decimal, etc.), rate change frequencies and payment frequencies (monthly, quarterly, annually, etc.), and rate formats (e.g., 10.25 or.1025, etc.). Indicate the format of each of these items. Also, if the institution has participation codes, the file format should distinguish between owned and sold loans. The identifiers for Class, Status, Payment Frequency, Participation Code and Term Code can be either numeric or alphanumeric. SAMPLE DATA DICTIONARY F CODES Balance Sheet/Income Statement Account Number Current Balance Whole Dollars Monthly Inc/Exp Whole Dollars Loans/Time Deposits/Savings/Investments Class Code Maturity Date Repricing Date Repricing Frequency Payment Frequency Participation Code Term Code Status 16=Installment Loans, 52=1yr CDs, 334=US Treasuries, etc. YYMMDD YYMMDD M=Monthly, S=Semi-annual, A=Annual, Blank is Fixed 1=Monthly, 2=Quarterly, 3=Annually S=Sold, N=Non-participated 1=Months, 0=Days 0=Active, 4=Non-Accrual, 9=Closed SAMPLE FILE LAYOUT F EXTRACT FILES Balance Sheet/Income Statement Begin Length G/L Account Number 1 6 Current Balance 7 15 2 decimal places Average Balance 22 15 2 decimal places Monthly Income/Expense 37 15 2 decimal places 19
FREQUENTLY ASKED QUESTIONS What does ASCII mean? American Standard Code for Information Interchange. All that means is that the file is unformatted, containing only text. This type of file can easily be viewed in word processing or spreadsheet applications. Do I need a separate file for each application? It is recommended that each type of file (GL, Deposit, Certificate, Investment, and Loan) be pulled separately. When do I need to pull these files? The files need to be created at month end. It is important that you be aware of possible balance differences between the application (Deposit, Certificate, Investment, and Loans) and the GL if the files are not pulled on the same effective day. This is often a problem for new download users. The GL file may not be pulled on the last day of the month and may not balance to the loan file if the loan file is pulled on the 1 st day of the following month, due to automated payments. Who can I call to get help with my particular processor? Data Services is one of many value-added services Profitstar offers its clients. We have a dedicated staff whose sole responsibility is to review download files and determine if all of the required information is included in those files, insuring a smooth and efficient download process. We are not mainframe experts, but we have worked with many clients using several different processors. We can work with your processor or your internal data processing staff to create download extracts. Please contact Data Services at DataServices@Profitstar.com or by phone at 1-800-356-9099. What if I can only pull Year-to-Date information for the Income Statement? Month-to-date data is strongly recommended. In those instances where only year-to-date information is available, PROFITstar and PROFITability can calculate the month-to-date numbers. A drawback of using year-to-date information is the domino effect that occurs when changes are made to historical information, which in turn, can skew the income/expense for all future months. Why do I need to pull a Class, Type, or Purpose code for the application and statistical files? Users can specify up to four fields to use as sorts for the download files. Sort fields are used to link or map records from the download to a chart of account item in PROFITstar and PROFITability. Typically, class or type codes for deposits, investments and loans are used. Sort fields are also used to breakout a class or type code into further detail. For example, a mortgage loan may have a purpose code of 100 and a rate code of F. During the setup we would use both codes in order to breakout the mortgage loans by fixed and variable. Can I download Borrowings into the model? Borrowing files can be included with other application files in the download process and should include the same fields as specified for the investment files. The only difference is how the system determines whether or not a borrowing should be called. If the call rate, entered by the user during download, is greater than the note rate, then the system uses the call date. If the rate is equal to or less than the note rate the maturity date is used. 20