Impact Analysis Report
Created: Wed Oct 15 21:29:25 UTC 2025
Between branch/tag version v25.04 and v25.07
Change Analysis Summary
| Change Type | Total Changes | Percentage | |
|---|---|---|---|
| Breaking API Changes | 0 | 0% | |
| Potential API Breaking Changes | 0 | 0% | |
| Non-breaking API Changes | 0 | 0% | |
| Breaking Data Structure Changes | 4 | 2% | |
| Non-breaking Data Structure Changes | 173 | 67% | |
| Metadata Changes | 0 | 0% | |
| Implementation Logic Changes | 0 | 0% | |
| Data Quality Changes | 0 | 0% | |
| Indirect impact from other changes | 63 | 24% | |
| Documentation Changes | 19 | 7% | |
| 259 |
Change Analysis Details
-
1.
Record
fire.model.loanFieldlgd_downturnupdatedBefore
/# The loss given default in the event of an economic downturn. Percentage between 0 an 1. #/
lgd_downturn : double ?After
/# The loss given default in the event of an economic downturn. Percentage between 0 and 1. #/
lgd_downturn : double( 0.0, 1.0 ) ? -
2.
Record
fire.model.loanFieldpd_irbupdatedBefore
/# The probability of default as determined by internal rating-based methods. Percentage between 0 an 1. #/
pd_irb : double ?After
/# The probability of default as determined by internal rating-based methods. Percentage between 0 and 1. #/
pd_irb : double( 0.0, 1.0 ) ? -
3.
Record
fire.model.loanFieldlgd_irbupdatedBefore
/# The loss given default as determined by internal rating-based methods. #/
lgd_irb : double ?After
/# The loss given default as determined by internal ratings-based approach. Expressed as a percentage between 0 and 1. This value is used in regulatory capital calculations. #/
lgd_irb : double( 0.0, 1.0 ) ? -
4.
Record
fire.model.loanFieldpd_retail_irbupdatedBefore
/# The retail probability of default as determined by internal rating-based methods. Percentage between 0 an 1. #/
pd_retail_irb : double ?After
/# The retail probability of default as determined by internal rating-based methods. Percentage between 0 and 1. #/
pd_retail_irb : double( 0.0, 1.0 ) ?
-
1.
Record
fire.model.accountFieldlgd_irb_ecaddedAdded snippet:
/# The loss given default as determined by internal ratings-based approach. Expressed as a percentage between 0 and 1. This value is used in economic capital calculations. #/ lgd_irb_ec : double( 0.0, 1.0 ) ?
-
2.
Record
fire.model.accountFieldpd_irb_ecaddedAdded snippet:
/# The probability of default as determined by internal ratings-based approach. Expressed as a percentage between 0 and 1. This value is used in economic capital calculations. #/ pd_irb_ec : double( 0.0, 1.0 ) ?
-
3.
Record
fire.model.accountFieldreview_dateaddedAdded snippet:
/# The currently scheduled review date for Counterparty exposure. This date should be set in the future. Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601. #/ review_date : datetime ?
-
4.
Record
fire.model.accountFieldead_irb_ecaddedAdded snippet:
/# The expected gross dollar exposure for each facility upon a borrower's default as determined by internal ratings-based approach. This value is used in economic capital calculations. #/ ead_irb_ec : int ?
-
5.
Enum
fire.model.account_purposeFieldintangibleaddedAdded snippet:
intangible( "intangible" )
-
6.
Enum
fire.model.accounting_treatmentFielddeed_in_lieuaddedAdded snippet:
deed_in_lieu
-
7.
Enum
fire.model.accounting_treatmentFieldheld_for_invest_fvoaddedAdded snippet:
held_for_invest_fvo
-
8.
Enum
fire.model.accounting_treatmentFieldheld_for_investaddedAdded snippet:
held_for_invest
-
9.
Record
fire.model.batchFieldcountupdatedBefore
/# Number of records in this batch #/
count : int ?After
/# Number of records in this batch #/
count : int( 0, * ) ? -
10.
Record
fire.model.collateralFieldstreet_addressaddedAdded snippet:
/# The street address associated with the property. Must include street direction prefixes, direction suffixes, and unit number for condos and co-ops. Refer to https://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14M for more information. #/ street_address : string ?
-
11.
Record
fire.model.collateralFieldpostal_codeaddedAdded snippet:
/# The zip code in which the property is located. Refer to https://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14M for more information. #/ postal_code : string ?
-
12.
Record
fire.model.collateralFieldencumbrance_amountupdatedBefore
/# The amount of the collateral that is encumbered by potential future commitments or legal liabilities. Monetary type represented as a naturally positive integer number of cents/pence. #/
encumbrance_amount : int ?After
/# The amount of the collateral that is encumbered by potential future commitments or legal liabilities. Monetary type represented as a naturally positive integer number of cents/pence. #/
encumbrance_amount : int( 0, * ) ? -
13.
Record
fire.model.collateralFieldcityaddedAdded snippet:
/# The city in which the property is located. #/ city : string ?
-
14.
Record
fire.model.collateralFieldcountry_codeaddedAdded snippet:
/# The country of collateral. Two-letter country code as defined according to ISO 3166-1. #/ country_code : fire.model.country_code ?
-
15.
Enum
fire.model.collateral_typeFieldsuvaddedAdded snippet:
suv( "suv" )
-
16.
Enum
fire.model.collateral_typeFieldvanaddedAdded snippet:
van( "van" )
-
17.
Enum
fire.model.collateral_typeFieldtwo_unitsaddedAdded snippet:
two_units( "two_units" )
-
18.
Enum
fire.model.collateral_typeFieldcaraddedAdded snippet:
car( "car" )
-
19.
Enum
fire.model.collateral_typeFieldone_unitaddedAdded snippet:
one_unit( "one_unit" )
-
20.
Enum
fire.model.collateral_typeFieldluxuryaddedAdded snippet:
luxury( "luxury" )
-
21.
Enum
fire.model.collateral_typeFieldco_opaddedAdded snippet:
co_op( "co_op" )
-
22.
Enum
fire.model.collateral_typeFieldplanned_unit_devaddedAdded snippet:
planned_unit_dev( "planned_unit_dev" )
-
23.
Enum
fire.model.collateral_typeFieldresi_mixed_useaddedAdded snippet:
resi_mixed_use( "resi_mixed_use" )
-
24.
Enum
fire.model.collateral_typeFieldsportaddedAdded snippet:
sport( "sport" )
-
25.
Enum
fire.model.collateral_typeFieldtownhouseaddedAdded snippet:
townhouse( "townhouse" )
-
26.
Enum
fire.model.collateral_typeFieldauto_otheraddedAdded snippet:
auto_other( "auto_other" )
-
27.
Enum
fire.model.collateral_typeFieldtruckaddedAdded snippet:
truck( "truck" )
-
28.
Enum
fire.model.collateral_typeFieldsingle_familyaddedAdded snippet:
single_family( "single_family" )
-
29.
Enum
fire.model.collateral_typeFieldcondoaddedAdded snippet:
condo( "condo" )
-
30.
Enum
fire.model.collateral_typeFieldthree_unitsaddedAdded snippet:
three_units( "three_units" )
-
31.
Enum
fire.model.collateral_typeFieldconvertibleaddedAdded snippet:
convertible( "convertible" )
-
32.
Enum
fire.model.collateral_typeFieldfour_unitsaddedAdded snippet:
four_units( "four_units" )
-
33.
Enum
fire.model.collateral_typeFieldmanufactured_houseaddedAdded snippet:
manufactured_house( "manufactured_house" )
-
34.
Record
fire.model.customerFieldpd_irb_ecaddedAdded snippet:
/# The probability of default as determined by internal ratings-based approach. Expressed as a percentage between 0 and 1. This value is used in economic capital calculations. #/ pd_irb_ec : double( 0.0, 1.0 ) ?
-
35.
Record
fire.model.customerFieldpostal_codeaddedAdded snippet:
/# The post (zip) code in which the entity is domiciled. #/ postal_code : string ?
-
36.
Record
fire.model.customerFieldbankruptcy_typeaddedAdded snippet:
/# The bankruptcy chapter of the borrower. #/ bankruptcy_type : fire.model.customer_bankruptcy_type ?
-
37.
Record
fire.model.customerFieldmic_codeaddedAdded snippet:
/# The Stock Exchange where the company's primary stock trades #/ mic_code : string( 4, 4 ) ?
-
38.
Enum
fire.model.customer_typeFieldnational_bankaddedAdded snippet:
national_bank
-
39.
Enum
fire.model.customer_typeFieldstate_credit_unionaddedAdded snippet:
state_credit_union
-
40.
Enum
fire.model.customer_typeFieldstate_member_bankaddedAdded snippet:
state_member_bank
-
41.
Enum
fire.model.customer_typeFieldnon_member_bankaddedAdded snippet:
non_member_bank
-
42.
Enum
fire.model.customer_typeFieldfederal_credit_unionaddedAdded snippet:
federal_credit_union
-
43.
Record
fire.model.derivativeFieldeconomic_lossaddedAdded snippet:
/# The definition of loss, used in estimating Loss Given Default for the reporting segment. When measuring economic loss, as opposed to accounting loss #/ economic_loss : int ?
-
44.
Record
fire.model.derivativeFieldhedge_designationaddedAdded snippet:
/# ASU 2017-12 hedge designations allowed in conjunction with partial-term hedging election in ASC 815-20-25-12b(2)(ii). These designations are described in ASC 815-20-25-12A and 815-25-35-13B. () () #/ hedge_designation : fire.model.derivative_hedge_designation ?
-
45.
Record
fire.model.derivativeFieldhedge_sidednessaddedAdded snippet:
/# Whether the hedging instrument provides a one-sided effective offset of the hedged risk, as permitted under ASC 815-20-25-76. () #/ hedge_sidedness : fire.model.derivative_hedge_sidedness ?
-
46.
Record
fire.model.derivativeFieldresolution_dateaddedAdded snippet:
/# Date of resolution of the defaulted facility. #/ resolution_date : datetime ?
-
47.
Record
fire.model.derivativeFielddefault_dateaddedAdded snippet:
/# Date of default. #/ default_date : datetime ?
-
48.
Record
fire.model.derivativeFieldhedged_riskaddedAdded snippet:
/# The risk being hedged, among the potential hedged risks described under ASC 815-20-25-12 and ASC 815-20-25-15. () () #/ hedged_risk : fire.model.derivative_hedged_risk ?
-
49.
Record
fire.model.derivativeFieldhedge_idaddedAdded snippet:
/# Unique identifier that establishes a relational link between a security and its associated derivative hedge. Enables consistent tracking, aggregation, and reconciliation of hedged positions across systems and datasets. #/ hedge_id : string ?
-
50.
Record
fire.model.derivativeFieldeadaddedAdded snippet:
/# The EAD field allows users to input monetary exposure-at-default values across the derivative's lifecycle. Upon default, this field must be updated to reflect the final realised EAD value — that is, the actual exposure outstanding at the moment of default. #/ ead : int ?
-
51.
Record
fire.model.derivativeFieldhedge_typeaddedAdded snippet:
/# The type of hedge (fair value or cash flow hedge) associated with the holding. Whether it is hedging individually or is hedging as part of a portfolio of assets with similar risk that are hedged as a group in line with ASC 815-20-25-12 (b), ASC 815-20-2512A, or ASC 815-10-25-15. () () () #/ hedge_type : fire.model.derivative_hedge_type ?
-
52.
Record
fire.model.derivativeFieldhedged_cf_typeaddedAdded snippet:
/# The type of cash flow associated with the hedge if it is a cash flow hedge. Refer to https://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14Q for more information. #/ hedged_cf_type : fire.model.derivative_hedged_cf_type ?
-
53.
Enum
fire.model.derivative_base_rateFieldUSTSRaddedAdded snippet:
USTSR
-
54.
Enum
fire.model.derivative_base_rateFieldFESRaddedAdded snippet:
FESR
-
55.
Record
fire.model.entityFieldpostal_codeaddedAdded snippet:
/# The post (zip) code in which the entity is domiciled. #/ postal_code : string ?
-
56.
Record
fire.model.entityFieldbankruptcy_typeaddedAdded snippet:
/# The bankruptcy chapter of the borrower. #/ bankruptcy_type : fire.model.entity_bankruptcy_type ?
-
57.
Record
fire.model.entityFieldpd_irb_ecaddedAdded snippet:
/# The probability of default as determined by internal ratings-based approach. Expressed as a percentage between 0 and 1. This value is used in economic capital calculations. #/ pd_irb_ec : double( 0.0, 1.0 ) ?
-
58.
Enum
fire.model.entity_typeFieldstate_member_bankaddedAdded snippet:
state_member_bank
-
59.
Enum
fire.model.entity_typeFieldstate_credit_unionaddedAdded snippet:
state_credit_union
-
60.
Enum
fire.model.entity_typeFieldnational_bankaddedAdded snippet:
national_bank
-
61.
Enum
fire.model.entity_typeFieldfederal_credit_unionaddedAdded snippet:
federal_credit_union
-
62.
Enum
fire.model.entity_typeFieldnon_member_bankaddedAdded snippet:
non_member_bank
-
63.
Record
fire.model.guarantorFieldpostal_codeaddedAdded snippet:
/# The post (zip) code in which the entity is domiciled. #/ postal_code : string ?
-
64.
Record
fire.model.guarantorFieldpd_irb_ecaddedAdded snippet:
/# The probability of default as determined by internal ratings-based approach. Expressed as a percentage between 0 and 1. This value is used in economic capital calculations. #/ pd_irb_ec : double( 0.0, 1.0 ) ?
-
65.
Record
fire.model.guarantorFieldbankruptcy_typeaddedAdded snippet:
/# The bankruptcy chapter of the borrower. #/ bankruptcy_type : fire.model.guarantor_bankruptcy_type ?
-
66.
Enum
fire.model.guarantor_typeFieldstate_member_bankaddedAdded snippet:
state_member_bank
-
67.
Enum
fire.model.guarantor_typeFieldnon_member_bankaddedAdded snippet:
non_member_bank
-
68.
Enum
fire.model.guarantor_typeFieldnational_bankaddedAdded snippet:
national_bank
-
69.
Enum
fire.model.guarantor_typeFieldfederal_credit_unionaddedAdded snippet:
federal_credit_union
-
70.
Enum
fire.model.guarantor_typeFieldstate_credit_unionaddedAdded snippet:
state_credit_union
-
71.
Record
fire.model.issuerFieldpostal_codeaddedAdded snippet:
/# The post (zip) code in which the entity is domiciled. #/ postal_code : string ?
-
72.
Record
fire.model.issuerFieldbankruptcy_typeaddedAdded snippet:
/# The bankruptcy chapter of the borrower. #/ bankruptcy_type : fire.model.issuer_bankruptcy_type ?
-
73.
Record
fire.model.issuerFieldpd_irb_ecaddedAdded snippet:
/# The probability of default as determined by internal ratings-based approach. Expressed as a percentage between 0 and 1. This value is used in economic capital calculations. #/ pd_irb_ec : double( 0.0, 1.0 ) ?
-
74.
Enum
fire.model.issuer_typeFieldfederal_credit_unionaddedAdded snippet:
federal_credit_union
-
75.
Enum
fire.model.issuer_typeFieldstate_credit_unionaddedAdded snippet:
state_credit_union
-
76.
Enum
fire.model.issuer_typeFieldstate_member_bankaddedAdded snippet:
state_member_bank
-
77.
Enum
fire.model.issuer_typeFieldnon_member_bankaddedAdded snippet:
non_member_bank
-
78.
Enum
fire.model.issuer_typeFieldnational_bankaddedAdded snippet:
national_bank
-
79.
Record
fire.model.loanFieldparticipation_intaddedAdded snippet:
/# For participated or syndicated credit facilities that have closed and settled, the percentage of the total loan commitment held by the reporting entity. Refer to https://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14Q for more information. #/ participation_int : double ?
-
80.
Record
fire.model.loanFieldservicer_idaddedAdded snippet:
/# This is the unique id to identify the servicer of a loan. #/ servicer_id : string ?
-
81.
Record
fire.model.loanFieldead_irb_ecaddedAdded snippet:
/# The expected gross dollar exposure for each facility upon a borrower's default as determined by internal ratings-based approach. This value is used in economic capital calculations. #/ ead_irb_ec : int ?
-
82.
Record
fire.model.loanFieldlgd_irb_ecaddedAdded snippet:
/# The loss given default as determined by internal ratings-based approach. Expressed as a percentage between 0 and 1. This value is used in economic capital calculations. #/ lgd_irb_ec : double( 0.0, 1.0 ) ?
-
83.
Record
fire.model.loanFieldaccrual_statusaddedAdded snippet:
/# The accrual status of the loan or line of credit. #/ accrual_status : fire.model.loan_accrual_status ?
-
84.
Record
fire.model.loanFieldparticipation_typeaddedAdded snippet:
/# For participated or syndicated credit facilities that have closed and settled, indicates the type of participation in the loan. Refer to https://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14Q for more information. #/ participation_type : fire.model.loan_participation_type ?
-
85.
Record
fire.model.loanFieldreview_dateaddedAdded snippet:
/# The currently scheduled review date for Counterparty exposure. This date should be set in the future. Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601. #/ review_date : datetime ?
-
86.
Record
fire.model.loanFieldlgd_flooredupdatedBefore
/# The final LGD value after the relevant floors have been applied. To be used in the IRB RWA calculations #/
lgd_floored : double ?After
/# The final LGD value after the relevant floors have been applied. To be used in the IRB RWA calculations #/
lgd_floored : double( 0.0, 1.0 ) ? -
87.
Record
fire.model.loanFieldpd_irb_ecaddedAdded snippet:
/# The probability of default as determined by internal ratings-based approach. Expressed as a percentage between 0 and 1. This value is used in economic capital calculations. #/ pd_irb_ec : double( 0.0, 1.0 ) ?
-
88.
Record
fire.model.loanFieldrepurchase_statusaddedAdded snippet:
/# The current status of the repurchase of the loan. #/ repurchase_status : fire.model.loan_repurchase_status ?
-
89.
Enum
fire.model.loan_arrears_arrangementFieldprin_def_rateaddedAdded snippet:
prin_def_rate
-
90.
Enum
fire.model.loan_arrears_arrangementFieldterm_prin_forgiveaddedAdded snippet:
term_prin_forgive
-
91.
Enum
fire.model.loan_arrears_arrangementFieldmi_claim_advaddedAdded snippet:
mi_claim_adv
-
92.
Enum
fire.model.loan_arrears_arrangementFieldreoaddedAdded snippet:
reo
-
93.
Enum
fire.model.loan_arrears_arrangementFieldrecapaddedAdded snippet:
recap
-
94.
Enum
fire.model.loan_arrears_arrangementFieldprin_def_termaddedAdded snippet:
prin_def_term
-
95.
Enum
fire.model.loan_arrears_arrangementFieldterm_recapaddedAdded snippet:
term_recap
-
96.
Enum
fire.model.loan_arrears_arrangementFieldprincipal_forgiveaddedAdded snippet:
principal_forgive
-
97.
Enum
fire.model.loan_arrears_arrangementFieldrate_prin_forgiveaddedAdded snippet:
rate_prin_forgive
-
98.
Enum
fire.model.loan_arrears_arrangementFieldrenewaladdedAdded snippet:
renewal
-
99.
Enum
fire.model.loan_arrears_arrangementFieldprin_def_rate_termaddedAdded snippet:
prin_def_rate_term
-
100.
Enum
fire.model.loan_arrears_arrangementFieldrate_termaddedAdded snippet:
rate_term
-
101.
Enum
fire.model.loan_arrears_arrangementFieldprincipal_deferaddedAdded snippet:
principal_defer
-
102.
Enum
fire.model.loan_arrears_arrangementFieldrate_term_prin_forgiveaddedAdded snippet:
rate_term_prin_forgive
-
103.
Enum
fire.model.loan_arrears_arrangementFieldrate_red_frozenaddedAdded snippet:
rate_red_frozen
-
104.
Enum
fire.model.loan_arrears_arrangementFieldterm_extaddedAdded snippet:
term_ext
-
105.
Enum
fire.model.loan_base_rateFieldcofi_nmaddedAdded snippet:
cofi_nm
-
106.
Enum
fire.model.loan_base_rateFieldtbilladdedAdded snippet:
tbill
-
107.
Enum
fire.model.loan_base_rateFieldsofr_1yaddedAdded snippet:
sofr_1y
-
108.
Enum
fire.model.loan_base_rateFieldmtaaddedAdded snippet:
mta
-
109.
Enum
fire.model.loan_base_rateFieldsofr_6maddedAdded snippet:
sofr_6m
-
110.
Enum
fire.model.loan_base_rateFieldtbill_otheraddedAdded snippet:
tbill_other
-
111.
Enum
fire.model.loan_base_rateFieldcofiaddedAdded snippet:
cofi
-
112.
Enum
fire.model.loan_base_rateFieldcofi_otheraddedAdded snippet:
cofi_other
-
113.
Enum
fire.model.loan_base_rateFieldtbill_1yaddedAdded snippet:
tbill_1y
-
114.
Enum
fire.model.loan_base_rateFieldtbill_6maddedAdded snippet:
tbill_6m
-
115.
Enum
fire.model.loan_base_rateFieldsofr_3maddedAdded snippet:
sofr_3m
-
116.
Enum
fire.model.loan_base_rateFieldtbill_3yaddedAdded snippet:
tbill_3y
-
117.
Enum
fire.model.loan_base_rateFieldcert_depaddedAdded snippet:
cert_dep
-
118.
Enum
fire.model.loan_base_rateFieldsofr_otheraddedAdded snippet:
sofr_other
-
119.
Enum
fire.model.loan_base_rateFieldtbill_5yaddedAdded snippet:
tbill_5y
-
120.
Enum
fire.model.loan_base_rateFieldtbill_3maddedAdded snippet:
tbill_3m
-
121.
Enum
fire.model.loan_base_rateFieldprimeaddedAdded snippet:
prime
-
122.
Enum
fire.model.loan_base_rateFieldcofi_11thaddedAdded snippet:
cofi_11th
-
123.
Enum
fire.model.loan_base_rateFieldsofr_1maddedAdded snippet:
sofr_1m
-
124.
Enum
fire.model.loan_base_rateFieldotheraddedAdded snippet:
other
-
125.
Enum
fire.model.loan_base_rateFieldcosiaddedAdded snippet:
cosi
-
126.
Enum
fire.model.loan_base_rateFieldsofraddedAdded snippet:
sofr
-
127.
Enum
fire.model.loan_purposeFieldoperational_symaddedAdded snippet:
operational_sym
-
128.
Enum
fire.model.loan_purposeFieldoperational_non_symaddedAdded snippet:
operational_non_sym
-
129.
Enum
fire.model.loan_purposeFieldeducationaddedAdded snippet:
education
-
130.
Enum
fire.model.loan_purposeFieldcash_outaddedAdded snippet:
cash_out
-
131.
Enum
fire.model.loan_purposeFieldrenovationaddedAdded snippet:
renovation
-
132.
Enum
fire.model.loan_purposeFielddebt_consolidationaddedAdded snippet:
debt_consolidation
-
133.
Enum
fire.model.loan_purposeFieldtermaddedAdded snippet:
term
-
134.
Enum
fire.model.loan_purposeFieldcommercialaddedAdded snippet:
commercial
-
135.
Enum
fire.model.loan_purposeFieldrefinanceaddedAdded snippet:
refinance
-
136.
Enum
fire.model.loan_purposeFieldrateaddedAdded snippet:
rate
-
137.
Enum
fire.model.loan_purposeFieldcommercial_propertyaddedAdded snippet:
commercial_property
-
138.
Enum
fire.model.loan_purposeFieldmedicaladdedAdded snippet:
medical
-
139.
Enum
fire.model.loan_statusFieldfrozenaddedAdded snippet:
frozen
-
140.
Enum
fire.model.loan_statusFieldclosedaddedAdded snippet:
closed
-
141.
Enum
fire.model.loan_typeFieldmortgage_vaaddedAdded snippet:
mortgage_va( "mortgage_va" )
-
142.
Enum
fire.model.loan_typeFieldmortgage_fha_projectaddedAdded snippet:
mortgage_fha_project( "mortgage_fha_project" )
-
143.
Enum
fire.model.loan_typeFieldmortgage_pmiaddedAdded snippet:
mortgage_pmi( "mortgage_pmi" )
-
144.
Enum
fire.model.loan_typeFieldheloc_lockoutaddedAdded snippet:
heloc_lockout( "heloc_lockout" )
-
145.
Enum
fire.model.loan_typeFieldmortgage_no_pmiaddedAdded snippet:
mortgage_no_pmi( "mortgage_no_pmi" )
-
146.
Enum
fire.model.loan_typeFieldmortgage_fha_resaddedAdded snippet:
mortgage_fha_res( "mortgage_fha_res" )
-
147.
Enum
fire.model.loan_typeFieldmortgage_craaddedAdded snippet:
mortgage_cra( "mortgage_cra" )
-
148.
Enum
fire.model.loan_typeFieldmortgage_hud235addedAdded snippet:
mortgage_hud235( "mortgage_hud235" )
-
149.
Enum
fire.model.loan_typeFieldheloanaddedAdded snippet:
heloan( "heloan" )
-
150.
Record
fire.model.risk_ratingFielddescriptionaddedAdded snippet:
/# A description of the internal risk rating. #/ description : string ?
-
151.
Record
fire.model.securityFieldservicingaddedAdded snippet:
/# The method by which the debt shall be repaid #/ servicing : fire.model.security_servicing ?
-
152.
Record
fire.model.securityFielddistribution_typeaddedAdded snippet:
/# The instrument's coupon/dividend distribution type, such as cumulative or noncumulative. Refer to https://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14Q for more information. #/ distribution_type : fire.model.security_distribution_type ?
-
153.
Record
fire.model.securityFieldcum_write_offsaddedAdded snippet:
/# The portion of the security which has been written off. #/ cum_write_offs : int( 0, * ) ?
-
154.
Record
fire.model.securityFieldfeesaddedAdded snippet:
/# The fees associated with the security. #/ fees : int ?
-
155.
Record
fire.model.securityFieldeadaddedAdded snippet:
/# The EAD field allows users to input monetary exposure-at-default values across the security's lifecycle. Upon default, this field must be updated to reflect the final realised EAD value — that is, the actual exposure outstanding at the moment of default. #/ ead : int ?
-
156.
Record
fire.model.securityFieldrate_typeaddedAdded snippet:
/# Describes the type of interest rate applied to the security. #/ rate_type : fire.model.security_rate_type ?
-
157.
Record
fire.model.securityFieldhedge_idaddedAdded snippet:
/# Unique identifier that establishes a relational link between a security and its associated derivative hedge. Enables consistent tracking, aggregation, and reconciliation of hedged positions across systems and datasets. #/ hedge_id : string ?
-
158.
Record
fire.model.securityFielddefault_dateaddedAdded snippet:
/# Date of default. #/ default_date : datetime ?
-
159.
Record
fire.model.securityFieldhedged_percentageaddedAdded snippet:
/# In the case of a designated fair value hedge, the portion of the asset being hedged, as determined according to ASC 815-20-25-12 (b) and ASC 815-20-25-12A. #/ hedged_percentage : double( 0.0, 1.0 ) ?
-
160.
Record
fire.model.securityFieldeconomic_lossaddedAdded snippet:
/# The definition of loss, used in estimating Loss Given Default for the reporting segment. When measuring economic loss, as opposed to accounting loss #/ economic_loss : int ?
-
161.
Record
fire.model.securityFieldsedoladdedAdded snippet:
/# The stock exchange daily official list (SEDOL) is a seven-character identification code assigned to securities that trade on the London Stock Exchange and various smaller exchanges in the United Kingdom. SEDOL codes are used for unit trusts, investment trusts, insurance-linked securities, and domestic and foreign stocks. #/ sedol : string ?
-
162.
Record
fire.model.securityFielddescriptionaddedAdded snippet:
/# A more user-friendly description of the security. #/ description : string ?
-
163.
Record
fire.model.securityFieldissuance_typeaddedAdded snippet:
/# Indicates the type of placement for issuances. For example, private placements, other non-publicly offered securites, publicly offered securities or direct purchase municipal securities. Refer to https://www.federalreserve.gov/apps/reportingforms/Report/Index/FR_Y-14Q for more information. #/ issuance_type : fire.model.security_issuance_type ?
-
164.
Record
fire.model.securityFieldresolution_dateaddedAdded snippet:
/# Date of resolution of the defaulted facility. #/ resolution_date : datetime ?
-
165.
Enum
fire.model.security_typeFieldabs_studentaddedAdded snippet:
abs_student
-
166.
Enum
fire.model.security_typeFieldloan_pooladdedAdded snippet:
loan_pool
-
167.
Enum
fire.model.security_typeFieldcloaddedAdded snippet:
clo
-
168.
Enum
fire.model.security_typeFieldstandbyaddedAdded snippet:
standby
-
169.
Enum
fire.model.security_typeFieldfinancialaddedAdded snippet:
financial
-
170.
Enum
fire.model.security_typeFielddocumentaryaddedAdded snippet:
documentary
-
171.
Enum
fire.model.security_typeFieldperformanceaddedAdded snippet:
performance
-
172.
Enum
fire.model.security_typeFieldarsaddedAdded snippet:
ars
-
173.
Enum
fire.model.security_typeFieldcdoaddedAdded snippet:
cdo
-
1.
Record
fire.model.batch__data1updated
fire.model.batch__data1 > fire.model.loan > fire.model.accounting_treatment > fire.model.batch__data1 > fire.model.derivative > fire.model.accounting_treatment > fire.model.batch__data1 > fire.model.account > fire.model.accounting_treatment > fire.model.batch__data1 > fire.model.security > fire.model.accounting_treatment -
2.
Record
fire.model.batch__data1updated
fire.model.batch__data1 > fire.model.security > fire.model.security_type -
3.
Record
fire.model.batch__data1updated
fire.model.batch__data1 > fire.model.account > fire.model.account_purpose -
4.
Record
fire.model.batch__data1updated
fire.model.batch__data1 > fire.model.derivative -
5.
Record
fire.model.batch__data1updated
fire.model.batch__data1 > fire.model.guarantor > fire.model.guarantor_type -
6.
Record
fire.model.batch__data1updated
fire.model.batch__data1 > fire.model.security -
7.
Record
fire.model.batch__data1updated
fire.model.batch__data1 > fire.model.derivative > fire.model.derivative_base_rate -
8.
Record
fire.model.batch__data1updated
fire.model.batch__data1 > fire.model.issuer > fire.model.issuer_type -
9.
Record
fire.model.batch__data1updated
fire.model.batch__data1 > fire.model.loan > fire.model.loan_type -
10.
Record
fire.model.batch__data1updated
fire.model.batch__data1 > fire.model.guarantor -
11.
Record
fire.model.batch__data1updated
fire.model.batch__data1 > fire.model.customer > fire.model.customer_type -
12.
Record
fire.model.batch__data1updated
fire.model.batch__data1 > fire.model.issuer -
13.
Record
fire.model.batch__data1updated
fire.model.batch__data1 > fire.model.collateral > fire.model.collateral_type -
14.
Record
fire.model.batch__data1updated
fire.model.batch__data1 > fire.model.collateral -
15.
Record
fire.model.batch__data1updated
fire.model.batch__data1 > fire.model.account -
16.
Record
fire.model.batch__data1updated
fire.model.batch__data1 > fire.model.loan > fire.model.loan_status -
17.
Record
fire.model.batch__data1updated
fire.model.batch__data1 > fire.model.loan -
18.
Record
fire.model.batch__data1updated
fire.model.batch__data1 > fire.model.loan > fire.model.loan_base_rate -
19.
Record
fire.model.batch__data1updated
fire.model.batch__data1 > fire.model.loan > fire.model.loan_arrears_arrangement -
20.
Record
fire.model.batch__data1updated
fire.model.batch__data1 > fire.model.customer -
21.
Record
fire.model.batch__data1updated
fire.model.batch__data1 > fire.model.loan > fire.model.loan_purpose -
22.
Record
fire.model.exampleupdated
fire.model.example > fire.model.example_data > fire.model.loan > fire.model.accounting_treatment > fire.model.example > fire.model.example_data > fire.model.derivative > fire.model.accounting_treatment > fire.model.example > fire.model.example_data > fire.model.security > fire.model.accounting_treatment > fire.model.example > fire.model.example_data > fire.model.account > fire.model.accounting_treatment -
23.
Record
fire.model.exampleupdated
fire.model.example > fire.model.example_data > fire.model.security > fire.model.security_type -
24.
Record
fire.model.exampleupdated
fire.model.example > fire.model.example_data > fire.model.account > fire.model.account_purpose -
25.
Record
fire.model.exampleupdated
fire.model.example > fire.model.example_data > fire.model.derivative -
26.
Record
fire.model.exampleupdated
fire.model.example > fire.model.example_data > fire.model.guarantor > fire.model.guarantor_type -
27.
Record
fire.model.exampleupdated
fire.model.example > fire.model.example_data > fire.model.security -
28.
Record
fire.model.exampleupdated
fire.model.example > fire.model.example_data > fire.model.derivative > fire.model.derivative_base_rate -
29.
Record
fire.model.exampleupdated
fire.model.example > fire.model.example_data > fire.model.issuer > fire.model.issuer_type -
30.
Record
fire.model.exampleupdated
fire.model.example > fire.model.example_data > fire.model.loan > fire.model.loan_type -
31.
Record
fire.model.exampleupdated
fire.model.example > fire.model.example_data > fire.model.guarantor -
32.
Record
fire.model.exampleupdated
fire.model.example > fire.model.example_data > fire.model.customer > fire.model.customer_type -
33.
Record
fire.model.exampleupdated
fire.model.example > fire.model.example_data > fire.model.issuer -
34.
Record
fire.model.exampleupdated
fire.model.example > fire.model.example_data > fire.model.collateral > fire.model.collateral_type -
35.
Record
fire.model.exampleupdated
fire.model.example > fire.model.example_data > fire.model.collateral -
36.
Record
fire.model.exampleupdated
fire.model.example > fire.model.example_data > fire.model.account -
37.
Record
fire.model.exampleupdated
fire.model.example > fire.model.example_data > fire.model.loan > fire.model.loan_status -
38.
Record
fire.model.exampleupdated
fire.model.example > fire.model.example_data > fire.model.loan -
39.
Record
fire.model.exampleupdated
fire.model.example > fire.model.example_data > fire.model.loan > fire.model.loan_base_rate -
40.
Record
fire.model.exampleupdated
fire.model.example > fire.model.example_data > fire.model.loan > fire.model.loan_arrears_arrangement -
41.
Record
fire.model.exampleupdated
fire.model.example > fire.model.example_data > fire.model.customer -
42.
Record
fire.model.exampleupdated
fire.model.example > fire.model.example_data > fire.model.loan > fire.model.loan_purpose -
43.
Record
fire.model.example_dataupdated
fire.model.example_data > fire.model.loan > fire.model.accounting_treatment > fire.model.example_data > fire.model.derivative > fire.model.accounting_treatment > fire.model.example_data > fire.model.security > fire.model.accounting_treatment > fire.model.example_data > fire.model.account > fire.model.accounting_treatment -
44.
Record
fire.model.example_dataupdated
fire.model.example_data > fire.model.security > fire.model.security_type -
45.
Record
fire.model.example_dataupdated
fire.model.example_data > fire.model.account > fire.model.account_purpose -
46.
Record
fire.model.example_dataupdated
fire.model.example_data > fire.model.derivative -
47.
Record
fire.model.example_dataupdated
fire.model.example_data > fire.model.guarantor > fire.model.guarantor_type -
48.
Record
fire.model.example_dataupdated
fire.model.example_data > fire.model.security -
49.
Record
fire.model.example_dataupdated
fire.model.example_data > fire.model.derivative > fire.model.derivative_base_rate -
50.
Record
fire.model.example_dataupdated
fire.model.example_data > fire.model.issuer > fire.model.issuer_type -
51.
Record
fire.model.example_dataupdated
fire.model.example_data > fire.model.loan > fire.model.loan_type -
52.
Record
fire.model.example_dataupdated
fire.model.example_data > fire.model.guarantor -
53.
Record
fire.model.example_dataupdated
fire.model.example_data > fire.model.customer > fire.model.customer_type -
54.
Record
fire.model.example_dataupdated
fire.model.example_data > fire.model.issuer -
55.
Record
fire.model.example_dataupdated
fire.model.example_data > fire.model.collateral > fire.model.collateral_type -
56.
Record
fire.model.example_dataupdated
fire.model.example_data > fire.model.collateral -
57.
Record
fire.model.example_dataupdated
fire.model.example_data > fire.model.account -
58.
Record
fire.model.example_dataupdated
fire.model.example_data > fire.model.loan > fire.model.loan_status -
59.
Record
fire.model.example_dataupdated
fire.model.example_data > fire.model.loan -
60.
Record
fire.model.example_dataupdated
fire.model.example_data > fire.model.loan > fire.model.loan_base_rate -
61.
Record
fire.model.example_dataupdated
fire.model.example_data > fire.model.loan > fire.model.loan_arrears_arrangement -
62.
Record
fire.model.example_dataupdated
fire.model.example_data > fire.model.customer -
63.
Record
fire.model.example_dataupdated
fire.model.example_data > fire.model.loan > fire.model.loan_purpose
-
1.
Record
accountFieldlgd_irbupdatedBefore
The loss given default as determined by internal rating-based methods, represented as a number between 0 and 1.
After
The loss given default as determined by internal ratings-based approach. Expressed as a percentage between 0 and 1. This value is used in regulatory capital calculations.
-
2.
Record
accountFieldpd_irbupdatedBefore
The probability of default as determined by internal rating-based methods, represented as a number between 0 and 1.
After
The probability of default as determined by internal ratings-based approach. Expressed as a percentage between 0 and 1. This value is used in regulatory capital calculations.
-
3.
Record
customerFieldlgd_irbupdatedBefore
The loss given default as determined by internal rating-based methods, represented as a number between 0 and 1.
After
The loss given default as determined by internal ratings-based approach. Expressed as a percentage between 0 and 1. This value is used in regulatory capital calculations.
-
4.
Record
customerFieldpd_irbupdatedBefore
The probability of default as determined by internal rating-based methods, represented as a number between 0 and 1.
After
The probability of default as determined by internal ratings-based approach. Expressed as a percentage between 0 and 1. This value is used in regulatory capital calculations.
-
5.
Record
customerFieldincurred_cvaupdatedBefore
The amount of credit valuation adjustements being recognised by the institution as an incurred write-down, calculated without taking into account any offsetting debit value adjustment attributed to the firm's own credit risk, that has been already excluded from own funds.After
The amount of credit valuation adjustments being recognised by the institution as an incurred write-down, calculated without taking into account any offsetting debit value adjustment attributed to the firm's own credit risk, that has been already excluded from own funds.
-
6.
Record
derivativeFieldpd_irbupdatedBefore
The probability of default as determined by internal rating-based methods, represented as a number between 0 and 1.
After
The probability of default as determined by internal ratings-based approach. Expressed as a percentage between 0 and 1. This value is used in regulatory capital calculations.
-
7.
Record
derivativeFieldlgd_irbupdatedBefore
The loss given default as determined by internal rating-based methods, represented as a number between 0 and 1.
After
The loss given default as determined by internal ratings-based approach. Expressed as a percentage between 0 and 1. This value is used in regulatory capital calculations.
-
8.
Record
entityFieldlgd_irbupdatedBefore
The loss given default as determined by internal rating-based methods, represented as a number between 0 and 1.
After
The loss given default as determined by internal ratings-based approach. Expressed as a percentage between 0 and 1. This value is used in regulatory capital calculations.
-
9.
Record
entityFieldpd_irbupdatedBefore
The probability of default as determined by internal rating-based methods, represented as a number between 0 and 1.
After
The probability of default as determined by internal ratings-based approach. Expressed as a percentage between 0 and 1. This value is used in regulatory capital calculations.
-
10.
Record
guarantorFieldlgd_irbupdatedBefore
The loss given default as determined by internal rating-based methods, represented as a number between 0 and 1.
After
The loss given default as determined by internal ratings-based approach. Expressed as a percentage between 0 and 1. This value is used in regulatory capital calculations.
-
11.
Record
guarantorFieldpd_irbupdatedBefore
The probability of default as determined by internal rating-based methods, represented as a number between 0 and 1.
After
The probability of default as determined by internal ratings-based approach. Expressed as a percentage between 0 and 1. This value is used in regulatory capital calculations.
-
12.
Record
issuerFieldpd_irbupdatedBefore
The probability of default as determined by internal rating-based methods, represented as a number between 0 and 1.
After
The probability of default as determined by internal ratings-based approach. Expressed as a percentage between 0 and 1. This value is used in regulatory capital calculations.
-
13.
Record
issuerFieldlgd_irbupdatedBefore
The loss given default as determined by internal rating-based methods, represented as a number between 0 and 1.
After
The loss given default as determined by internal ratings-based approach. Expressed as a percentage between 0 and 1. This value is used in regulatory capital calculations.
-
14.
Record
loanFieldlgd_irbupdatedBefore
The loss given default as determined by internal rating-based methods.
After
The loss given default as determined by internal ratings-based approach. Expressed as a percentage between 0 and 1. This value is used in regulatory capital calculations.
-
15.
Record
loanFieldpd_irbupdatedBefore
The probability of default as determined by internal rating-based methods. Percentage between 0 an 1.
After
The probability of default as determined by internal rating-based methods. Percentage between 0 and 1. -
16.
Record
loanFieldpd_retail_irbupdatedBefore
The retail probability of default as determined by internal rating-based methods. Percentage between 0 an 1.
After
The retail probability of default as determined by internal rating-based methods. Percentage between 0 and 1. -
17.
Record
loanFieldlgd_downturnupdatedBefore
The loss given default in the event of an economic downturn. Percentage between 0 an 1.
After
The loss given default in the event of an economic downturn. Percentage between 0 and 1. -
18.
Record
securityFieldpd_irbupdatedBefore
The probability of default as determined by internal rating-based methods, represented as a number between 0 and 1.
After
The probability of default as determined by internal ratings-based approach. Expressed as a percentage between 0 and 1. This value is used in regulatory capital calculations.
-
19.
Record
securityFieldlgd_irbupdatedBefore
The loss given default as determined by internal rating-based methods, represented as a number between 0 and 1.
After
The loss given default as determined by internal ratings-based approach. Expressed as a percentage between 0 and 1. This value is used in regulatory capital calculations.