ALM-CECL Extract

ALM-CECL Extract

DNAX Name: ALMCECL.dnax

Application Name/ID: E3426A81-2ABF-475E-B56E-18AA2C2A1ED4

MM_ALMCECL (EEB5024C-B0B0-4B5A-98C0-20FE949D872D)

MM_ALMCECL_CONV (93BE1482-AAA6-4632-AF5D-A78E6130F2AD)

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Contents ALM-CECL Extract ..................................................................................................................... 4

Overview ............................................................................................................................. 4

Key Benefits ........................................................................................................................ 4

Requirements ..................................................................................................................... 4

Processing .......................................................................................................................... 4

ALM-CECL (MM_ALMCECL) Output Files .......................................................................... 4

Parameters ......................................................................................................................... 5

External Interface System Tables ....................................................................................... 9

External Interface CrossReference System Tables ............................................................. 9

Transaction Mapping .........................................................................................................12

Scheduling Information ......................................................................................................13

Report Listing .....................................................................................................................13

File Layouts .......................................................................................................................14

Installation Instructions ..............................................................................................................81

Configuration Checklist .............................................................................................................82

DNA Prologue ALM Conversion Helper ....................................................................................82

Overview ............................................................................................................................82

Processing .........................................................................................................................82

Parameter ..........................................................................................................................83

Revisions ..................................................................................................................................83

ALM-CECL Extract Fiserv

ALM-CECL Extract Page 4 September 2021

Fiserv Confidential: Distribution restricted to:

• Clients using or considering purchase of the product described in this document

• Fiserv associates

ALM-CECL Extract

Overview

The ALM-CECL Extract (MM_ALMCECL) DNAapp creates export files and associated comma-separated value (CSV) files so the Fiserv Prologue accounting package or other accounting software packages can develop historical data.

The (MM_ALMCECL) batch application produces extracts and CSV files that include existing data elements from the batch application (PS_Send) as well as additional elements for commercial loans, consumer loans and mortgage loans from DNA that are required for Prologue’s Current Expected Credit Loss Extract (CECL). These extracts and CSV files can also be used with other accounting software packages.

Key Benefits

Financial officers can use the DNA information from the (MM_ALMCECL) batch application extracts to begin feeding accounting software with the needed historical information and comply with the updated standard for recognition and measurement of credit losses for loans in advance of the effective date starting in 2020.

The updated accounting standards are effective as follows:

• March 31, 2020 — Public Business Entities (PBEs) that are U.S. Securities and Exchange Commission (SEC) filers

• March 31, 2021 — PBEs that are not SEC filers

• December 31, 2021 — private companies

However, to comply with the standard, financial institutions must gather data in advance of the effective date.

Requirements

If you are downloading this DNAapp for the first time, DNA 4.6.2.0 or higher is required.

Note: Earlier versions of this DNAapp are not forward compatible with DNA 4.6.2.0 or higher.

Processing

The ALM-CECL Extract (MM_ALMCECL) DNAapp gathers data to feed into the accounting software. Additionally, you can configure the output by different parameters, transaction reporting groups, and variable as discussed later in this document.

ALM-CECL (MM_ALMCECL) Output Files

The ALM-CECL Extract (MM_ALMCECL) DNAapp creates the following fixed length (DAT) and comma-separated (CSV) extract files:

• Savings and Checking File (DDDFIX.DAT)

• Time Deposit File (DTDFIX.DAT)

• Commercial Loan File (DCLFIX.DAT)

• Consumer Loan File (DILFIX.DAT)

• Mortgage Loan File (DMLFIX.DAT)

• Customers File (Person and Org) (CUSTFIX.DAT)

• VTEN Savings and Checking File (Transaction_Accounts.csv)






• VTEN Savings and Check Control File (Transaction_Accounts_CTRL.csv)

• VTEN Time Deposit File (Time_Deposits.csv)

• VTEN Time Deposit Control File (Time_Deposits_CTRL.csv)

The modified Commercial Loan File (DCLFIX.DAT), Consumer Loan File (DILFIX.DAT), and Mortgage Loan File (DMLFIX.DAT) output files include additional data elements from DNA that are required to comply with the accounting standards.

Parameters

The ALM-CECL Extract (MM_ALMCECL) DNAapp uses the following parameters to create the extract files that feed the Asset and Liability Management (ALM) systems. The order of parameters displayed on the DNA Queue Manager screen (Batch > Manage Queue) may differ from the following parameter sequence:

Parameter Code Description Required Default

Application Code

APPL The major account type code of the product for which you are producing the extract file. Only ONE entry is allowed at a time. Multiple runs are required to extract multiple majors.

No CK

Effective Date EFF Effective date used for calculated values. No Current system effective date, if not populated.

Queue Effective Date.

Product Minors to Exclude

EMNR Accepts a comma-separated list of Minor Account Type Codes that disqualifies an account for the extract. If this parameter value is blank, then all Minors are included in the extract files.

No Blank

Current Acct Status Code

CASC Only accounts with an account status code as of the effective date parameter (or the effective date of the queue if the effective date parameter is blank.) found in this comma-separated list are included in the extract.

If this parameter is not populated with any values, then the Acct Status (es) to Exclude parameter is used.

The Acct Status (es) to Exclude parameter is not used if the Current Account Status Codes parameter is populated.

If neither the Current Acct Status Code nor Acct Status (es) to Exclude parameters are populated, then all account status codes are included in the extract files.

No Blank







Status Codes to Exclude

SCTE Used if the Current Acct Status Code (CASC) parameter is blank.

Only accounts with an account status code as of the effective date parameter (or the effective date of the queue, if the effective date parameter is blank) found in this comma-separated listed are excluded from the extract.

If this parameter and the Current Acct Status Code parameter values are blank, then all Account Status Codes are included in the extract files.

No Blank

Additional Loan Balance Types

ALBT Accepts a comma-separated list of Balance Category / Balance Type combinations to identify up to 25 additional loan balances to be extracted to the applicable loan account extract file. Each comma-separated entry must specify a valid Balance Category and a valid Balance Type, separated within each entry by a slash (/). Example: DEF/FEE,DEF/COST

Each specified balance populates the Additional Loan Balance extract fields in the order specified in this parameter. (See above example):

Additional Loan Bal 1 >> DEF/FEE

Additional Loan Bal 2 >> DEF/COST

(See loan account record layouts.)

If this parameter value is blank, then all Additional Loan Balance extract fields remain unpopulated. This parameter and each of its 25 possible entries are optional.

No Blank

Report Type RTYP Specifies the report type to create:

VTEN = Application creates CSV file output when the extract is run for the SAV, TD or CK majors.

SEND (or null) = Extract creates the fixed-width file format for all products.

Parameter is ignored when any product other than SAV, TD or CK is specified in the already existing application parameter.

No Send

Closed Drop Days

CDD Specifies the number of days to include a closed account with a zero balance in the extracts. Closed accounts (where the balance is not equal to 0) are included in the extract without consideration to the number of days the account was closed. The Closed (CLS) account status must be included for this option to be used.

No 62







Additional Interest Fields YN

AINF Indicates that two Interest Specific fields are also included in the extracts.

Y = Include ORIGINAL INTEREST RATE and INCOME/EXPENSE

N = Do not include ORIGINAL INTEREST RATE and INCOME/EXPENSE.

No N

Summary Report Only YN

SRPT Controls the report (MM_ALMCECL.LIS file).

Y = Produces only the Summary Section.

N = Prints two columns of account numbers and balances.

No Y

ALM DEP Original Bal Option

DBAL For Deposit Accounts Only, this parameter determines which method is used to extract the Original Balance for Deposit Accounts. Options include:

1. For Deposit Accounts Only: Only extract the ORIGBAL value

2. For Deposit Accounts Only: Use the NA RTXN when ORIGBAL is null

3. For Deposit Accounts Only: Do not Extract the ORIGBAL

For optimization purposes, Option 1 is recommended.

No 1

Extended User Field List

EXUF A comma-separated list of up to 20 account user field codes. The value representing each code is written to the extract record. The max number of characters for each user field value is 50 spaces. The order in which the parameters are entered is the order in which those values are written to the file.

Only account user field (UserField.AcctYN = Y) is processed.

If invalid user field code is passed, an Invalid User Field message displays in the Description column of the user field code.

No Blank

Include Commercial Values

ICLV The Original Interest Rate and Total Principal Paid were added to the commercial loan account extract DCLFIX.DAT. Options are:

1. Do Not Include

2. Include All

3. Only include the Original Interest Rate

4. Only include the Total Principal Paid to Date

No Blank

Create Customer Extract

CCEX Create the customer’s (Person and Organization) file.

Y = Create customer’s file along with other extracts.

N = Does not create customer’s file.

No N






Calculation Variable Type

The Prologue ALM (PRLG) calculation variable type links to the existing Asset Liability Extract (ALM) calculation category and supports two variables.

Calculation Cat Code

Calculation Type Code

Description MjMiYN MJMIBALCATBALTYPYN

ALM PRLG Prologue ALM N Y

View and update the variables for Prologue ALM (PRLG) calculation variable type by navigating to: System > Product and Pricing > Manage Product > Product Maintenance > Assoc. > Balance Types > Variables for any balance type.

Calculation Variables

The Prologue ALM (PRLG) calculation variable type supports the following product-level calculation variables.

Note: You can override all of the product-level calculation variables at the account level.

Variable Code Description Data Type Default

FASB Exclude YN

ALMX Defines whether to exclude fee, cost and dealer balance types from the loan account extract files. Set this variable at the product or account level to exclude balances in the final output.

Y = Balance types are excluded.

N = Balance types are included.

This variable is the equivalent of the existing calculation variable 8XFB, used by PS_SEND.

YN Blank

Userfield code for NP (Non-Performance) Charges

UNPC Defines the code for user-defined account-level field that stores the lump sum of charges related to non-performance or foreclosure. Defaults to null, if not defined.

Use this variable only if non-performance/foreclosure related charges are recorded on a third-party system.

VARCHAR Blank






External Interface System Tables

The External Interface Category, External Interface and External Interface variables for this application define the rate change frequency, interest cycle frequency, troubled debt restructure reasons, loan guarantor account role codes and NP/Foreclosure charge balance categories.

The following DNA system tables govern the behavior of CECL-specific fields in the extract.

Table Description

External Interface Category Asset Liability Extract (ALME)

External Interface Added the Prologue ALM (PRLG) external interface to the Asset Liability Extract (ALME) external interface category

External Interface CrossReference

Refer to the External Interface CrossReference System Tables section for additional information.

External Interface CrossReference System Tables

The external interface variables govern the CECL-specific fields in the extract. The variable tables in this section list examples of mappings from the DNA values (From values) to the Asset and Liability Management, ALM, (To values) for each variable linked to the Asset Liability Extract (ALME) external interface.

External Interface Variable

External Interface Variable Code

PS_SEND equivalent

From DataTypCD (DNA)

To DataTypCD (ALM)

From Length

To Length

Interest Cycle Frequency ICFQ 8ICF Char Char 4 2

Rate Change Frequency RCFQ 8RCF Char Char 4 4

Loan Guarantor Account Role Codes

GARL N/A Char Char 4 4

NP/Foreclosure Charge Balance Categories

NPCF N/A Char Char 4 4

Troubled Debt Restructure Reasons

TDRR N/A Char Char 4 4

To configure specific variable information for your financial institution, refer to each external interface variable:

• Interest Cycle Frequency Codes (ICFQ) Variable

• Rate Change Frequency (RCFQ) Variable

• Loan Guarantor Account Role Codes (GARL) Variable

• NP/Foreclosure Charge Balance Categories (NPCF) Variable

• Troubled Debt Restructure Reasons (TDRR) Variable






Interest Cycle Frequency (ICFQ) Variable

The Interest Cycle Frequency (ICFQ) variable defines the interest credit cycle codes that map to the financial institution’s defined codes.

Use the following table to define the interest credit cycle codes in the Interest Cycle Frequency (ICFQ) external interface variable. The From value uses a four-character format type code in DNA. The To values include a corresponding type code for the ALM interface.

Add or modify the values per the requirements for your financial institution. The following table gives you an example of codes that can be used.


From DataTypCD (DNA) To DataTypCD (ALM)

ICFQ Interest Cycle Code (e.g., 31st)

Prologue Interest Payment Frequency (e.g., 1)

The following table provides the accepted values as well as additional information.

ALM Description Number Accepted Values

Interest Payment Frequency

A code indicating the frequency of interest payments.

Use Interest Payment Frequency 3000 (Days) in conjunction with the INTEREST

PAYMENT FREQUENCY INCREMENT field.

Whole Number

0 = At Maturity

1 = Monthly

2 = Bimonthly

3 = Quarterly

6 = Semi-annually

12 = Yearly

24 = Semi-monthly

26 = Biweekly

3000 = Days

Rate Change Frequency (RCFQ) Variable

The Rate Change Frequency (RCFQ) variable defines the rate change frequency codes to map with the financial institution’s defined codes. Add or modify the values per the requirements for your financial institution.

Use the following table to map the From and To Values. The From values use a four-character format type code in DNA. The To values include a corresponding type code for the ALM interface.



To DataTypCD (ALM)

RCFQ 99 99

RCFQ ANNU 12

RCFQ BIWK 26

RCFQ DAY 99

RCFQ MNTH 01

RCFQ QUAT 03

RCFQ SEMA 06








To DataTypCD (ALM)

RCFQ SEMM 24

RCFQ WEEK 51

Loan Guarantor Account Role (GARL) Variable

The Loan Guarantor Account Role (GARL) variable defines the account role codes that the financial institution plans to report as guarantors for the purposes of CECL.

Use the following table to define the specific role codes in the Loan Guarantor Account Role Codes (GARL) external interface variable. The From value uses a four-character format type code in DNA. In the To value, enter the DNA From code.

Add or modify the values per the requirements for your financial institution. The following table gives you an example of codes that can be used.



GARL Institution Role Code (e.g., GUA) Use same Institution Role Code (e.g., GUA)

In the GUARANTOR field, report names of person or entity assigned to the roles specified as Guarantor on the account. Roles are defined in the Loan Guarantor Account Role Codes (GARL) external interface variable. If the Loan Guarantor Account Role Codes (GARL) variables are not defined or do not specify any values, then use the role codes GUA, GUAR and/or LNCO as defaults.






NP/Foreclosure Charge Balance Categories (NPCF) Variable

The NP/Foreclosure Charge Balance Categories (NPCF) variable defines the combinations of balance category codes that are used to assess charges related to non-performance and/or foreclosure.

Use the following table to define the financial institution’s balance categories in the NP/Foreclosure Charge Balance Categories (NPCF) external interface variable. The From value uses a four-character format type code. The To value can be the same value as the From value.



NPCF NP/Foreclosure Charge Balance Category (e.g., INSP)

Use same Balance Category (e.g., INSP)

Expenses related to Non-Performance/Foreclosure charges are reported based on:

• Sum of balance data for specified charges.

• Value entered in a user-defined field.

• If the NP/Foreclosure Charge Balance Categories (NPCF) external interface variable is defined, then report the balances in these categories.

Note: If the NPFC external interface variable is defined, then the User Field For NonPerformance Charges (UNPC) calculated variable cannot be used and is ignored.

• Alternatively, if charges are maintained on an external system, the User Field For NonPerformance Charges (UNPC) calculated variable is defined and valued, then the amount in this user field is reported.

Troubled Debt Restructure Reasons (TDRR) Variable

The Trouble Debt Restructure Reasons (TDRR) variable defines the loan modification reason codes that constitute a trouble debt restructuring. If no values are defined, the value reported in the TDR field of the extract is N (No).

Use the following table to define the specific reason codes in the Trouble Debt Restructure Reasons (TDRR) external interface variable. The From value uses a four-character format type code in DNA. The To value includes a corresponding type code for the ALM interface.



TDRR Troubled Debt Restructure Reason Code (e.g., TDCD)

Use same Troubled Debt Restructure Reason (e.g., TDCD)

Transaction Mapping

The ALM-CECL Extract (MM_ALMCECL) DNAapp includes two transaction reporting groups:

• Actual Maturity Transactions (AMAT) -- Adds all the transactions considered in calculating the Actual Maturity value. By default, all the transactions are associated with this group.

• New Volume Transactions (NVTX) -- Adds all the transactions considered in calculating the New Volume value. By default, NA and NDSB are associated with this group.

Note: Both transactions groups can be maintained by the financial institution.






Scheduling Information

The ALM-CECL Extract (MM_ALMCECL) DNAapp should be run per the financial institution’s current batch schedule for ALM interfaces.

Report Listing

The MM_ALMCECL report has the following output.

Field Description

ACCOUNT NUMBER Customer account number.

CURRENT BALANCE Current balance of the account.

Balance Totals by Minor

MINOR Description of the minor.

COUNT Total count per minor.

BALANCE Total current balance of all the accounts of minor.

TOTALS Total of Count and Balance.

USER FIELD Code of user field.

DESCRIPTION Description of the user field.

DATA TYPE Data type of the user field.

START POSITION Starting position, where the value of the user field starts in the extract.

END POSITION Ending position, where the value of the user field ends in the extract.






Sample Report

The MM_ALMCECL generates the following LIS file that is saved to the default location.

File Layouts

This application can also produce the following output files.

File Name Description

DDDFIX.DAT Savings and Checking File

DTDFIX.DAT Time Deposit File

DCLFIX.DAT Commercial Loan File

DILFIX.DAT Consumer Loan File

DMLFIX.DAT Mortgage Loan File

CUSTFIX.DAT Customers File (Person and Org)

Transaction_Accounts.csv VTEN Savings and Checking File

Transaction_Accounts_Ctrl.csv VTEN Savings and Checking Control

Time_Deposits.csv VTEN Time Deposit File

Time_Deposits_Ctrl.csv VTEN Time Deposit Control File

Note: In the fields where format could not be defined, data type is added.






Output File Layout 1 – Savings and Checking File (DDDFIX.DAT)

Fixed Width

Field Format Size Beginning Position

Ending Position

Description

ACCOUNT NUMBER 9999999999999999999999

22 1 22 Unique identifier the application system uses to identify the record.

BALANCE 999999999999.99

15 23 37 Current account balance. If the value is 0 or less, the entire record is ignored. Include decimals.

INTEREST RATE 999.999 7 38 44 Current interest rate of record. If the value is 0 or less, the account processes as having a 0 rate.

MATURITY DATE MMDDYYYY 8 45 52 Date that the demand deposit matures. If the Maturity Date field is blank, the amount runs off in the first month.

MINOR ACCOUNT TYPE XXXX 4 53 56 Internal code identifying the type of demand deposit account.

ORIGINAL TERM 999 3 57 59 The original term of the account specified in months.

BROKERED DEPOSIT FLAG XX 2 60 61 Internal code identifying the brokered status of the deposit.

INTEREST PAY FLAG XX 2 62 63 Identifies when interest is paid on the deposit.

UNUSED 2 64 65 UNUSED

BRANCH NUMBER 99999999999999

14 66 79 Branch to which the account is assigned.

MTD AVERAGE BALANCE 999999999999.99

15 80 94 Month to Date (MTD) Average Balance.

GL ACCOUNT NUMBER Numeric 30 95 124 External GL Account Number.

ACCRUAL BASIS X 1 125 125 Code indicating accrual method.

DIVIDEND PAYMENT

FREQUENCY 99 2 126 127 Dividend Payment

Frequency.

GL ACCOUNT TYPE 9 1 128 128 GL account type.







Ending Position

Description

BANK NUMBER 99 2 129 130 01

COST CENTER 9999999999999999999999

22 131 152 Use Branch Number.

EFFECTIVE DATE MMDDYYYY 8 153 160 Effective Date of the Extract File – Use Queue Effective Date.

ORIGINATION BALANCE 999999999999.99

15 161 175 Opening Deposit.

ORIGINATION DATE MMDDYYYY 8 176 183 Date Opened – use Contract Date.

RATE FLAG X 1 184 184 A = Adjustable Rate (not applicable in financial institution with member agreement).

STATUS CODE XXXX 4 185 188 Account Status Code from Acct.CurrAcctStatCd.

CLOSED DATE MMDDYYYY 8 189 196 Effective Date when the status changed to CLS.

PRODUCT XXXX- XXXX 9 197 205 MJCD-MICD.

ACCOUNT OFFICER Alphanumeric 30 206 235 Contains the name of the person (Last, First M) with the Account Officer (ACTO) role on each account.

ORIGINAL INTEREST RATE 999.999 7 236 242 Original interest rate on the account.

INCOME/EXPENSE 999999999.99 12 243 254 Interest Paid During the Month + (Interest Accrued at End of the Month - Interest Accrued at End of the Previous Month).

EXTENDED USER FIELD

VALUES Alphanumeric 1000 255 1254 Values associated with

up to 20 account user fields.

CURRENT PAR BALANCE 999999999999.99

15 1255 1269 Account current balance.

CURRENT PRICE 999 3 1270 1272 Current price that is 100 by default

CURRENT YIELD 999.999 7 1273 1279 Current account interest rate.







Ending Position

Description

CUSTOMER NUMBER 99999999999999999999999

23 1280 1302 Customer number prefixed with either P or O. (For Person or Org).

INTEREST CREDIT FLAG X 1 1303 1303 Interest pay flag from the existing extract.

INTEREST PAYMENT

FREQUENCY INCREMENT XXXX 4 1304 1307 Contains To Value from

cross reference table for the cycled account.

NEXT REPRICE DATE MMDDYYYY 8 1308 1315 Next rate change date for the account.

NON ACCRUAL FLAG X 1 1316 1316 Nonaccrual flag is N by default.

PAYMENT FREQUENCY 9999999999 10 1317 1326 Filled with zeros by default.

PAYMENT TYPE XXXX 4 1327 1330 Blank by default.

PERCENT OWNED 999999.999 10 1331 1340 Filled with zeros by default.

CURRENT COUPON RATE 999.999 7 1341 1347 Current account interest rate.






Output File Layout 2 – Time Deposit File (DTDFIX.DAT)

Fixed Width


Ending Position

Description

ACCOUNT NUMBER 9999999999999999999999


BALANCE 999999999999.99

15 23 37 Current account balance. If the value is 0 or less, the entire record is ignored. Include decimals.

INTEREST RATE 999.999 7 38 44 Current interest rate of record. If the value is 0 or less, the account processes as having a 0 rate.

MATURITY DATE MMDDYYYY 8 45 52 Date that the time deposit matures. If the MATURITY DATE field is blank, the amount runs off in the first month.

MINOR ACCOUNT TYPE XXXX 4 53 56 Internal code identifying the type of time deposit account.

ORIGINAL TERM 999 3 57 59 Identifies the number of months in the current certificate term (previous rollover to next rollover).

BROKERED DEPOSIT FLAG XX 2 60 61 Internal code identifying the brokered status of the deposit.

INTEREST PAY FLAG XX 2 62 63 Identifies when interest is paid on the deposit.






GL ACCOUNT NUMBER 30 95 124 GL Account Number.

RATE FLAG X 1 125 125 A = Adjustable Rate (not applicable in financial institution with member agreement). V = Variable Rate. F = Fixed Rate.







Ending Position

Description

LAST ROLLOVER DATE MMDDYYYY 8 126 133 Last Rollover Date.

LAST ROLLOVER BALANCE 999999999999.99

15 134 148 Last Rollover Balance.

ORIGINATION DATE MMDDYYYY 8 149 156 Origination Date.


15 157 171 Origination Balance.


DIVIDEND PAYMENT

FREQUENCY 99 2 173 174 Dividend Payment

Frequency.


BANK NUMBER 99 2 176 177 01

COST CENTER 9999999999999999999999


EFFECTIVE DATE MMDDYYYY 8 200 207 Effective date of the extract file.

NEXT DIVIDEND PAYMENT

DATE MMDDYYYY 8 208 215 Next interest payment

date.

RATE CHANGE

FREQUENCY 9999 4 216 219 If Rate Flag = A.

NEXT RE-PRICE DATE MMDDYYYY 8 220 227 If Rate Flag = A.

STATUS CODE XXXX 4 228 231 Account Status Code.

CLOSED DATE MMDDYYYY 8 232 239 Effective date when the status changed to CLS.

LAST RE-PRICING DATE MMDDYYYY 8 240 247 Date which the current rate became active.

NEW VOLUME 999999999999.99

15 248 262 Reports the sum of new volume transactions (specified by the New Volume Transactions - NVTX reporting group) of accounts opened this month.

PRODUCT XXXX-XXXX 9 263 271 MJCD-MICD.

ACCOUNT OFFICER Alphanumeric 30 272 301 Contains name of the person (Last, First M) with the Account Officer (ACTO) role on each account.

ORIGINAL INTEREST RATE 999.999 7 302 308 Original interest rate on the account.







Ending Position

Description


EXTENDED USER FIELD




15 1321 1335 Account current balance.

CURRENT PRICE Numeric 3 1336 1338 Current price, which is 100 by default.

CURRENT YIELD 999.999 7 1339 1345 Current account interest rate.

CUSTOMER NUMBER 99999999999999999999999

23 1346 1368 Customer number prefixed with either P or O. (For Person or Org).

INTEREST CREDIT FLAG X 1 1369 1369 Interest pay flag from the existing extract.

INTEREST PAYMENT

FREQUENCY INCREMENT XXXX 4 1370 1373 Contains To Value from

cross reference table for the cycled account.

NEXT REPRICE DATE MMDDYYYY 8 1374 1381 Next rate change date for the account.

NON-ACCRUAL FLAG X 1 1382 1382 Nonaccrual flag is N by default.

PAYMENT FREQUENCY 9999999999 10 1383 1392 Filled with zeros by default.

PAYMENT TYPE XXXX 4 1393 1396 Blank by default.

PERCENT OWNED 999999.999 10 1397 1406 Filled with zeros by default.

CURRENT COUPON RATE 999.999 7 1407 1413 Current account interest rate.

Output File Layout 3 – Commercial Loan File (DCLFIX.DAT)

Fixed Width


Ending Position

Description

ACCOUNT NUMBER 9999999999999999999999








Ending Position

Description

BALANCE 999999999999.99

15 23 37 Outstanding principal balance on loan. If the value is 0 or less, then the entire loan record is ignored. Include decimals.

TOTAL PAYMENT 999999999.99 12 38 49 If the value is 0 or less, then a balloon payment of the entire balance is assumed at maturity date. If there is no maturity date, then the balloon payment is placed in period 120. Include decimals.

INTEREST RATE 999.999 7 50 56 Current interest rate on loan. If the value is 0 or less, then the system applies the entire P and I payment as principal.

MATURITY DATE MMDDYYYY 8 57 64 Date that the last payment is expected. If the MATURITY DATE field is blank, then the loan is amortized until balance is 0. If it is a mature loan, then the entire principal balance is run off in the first month.

DUE DATE MMDDYYYY 8 65 72 Date next payment is due on the loan. If the DUE DATE field is blank, then the loan is assumed to be current. If the date is in the past, then the loan is assumed to be delinquent.

NEXT RATE CHANGE DATE MMDDYYYY 8 73 80 Adjustable only.* Date the loan is scheduled for repricing. If the DATE field is blank, then the loan reprices in the first month.







Ending Position

Description

PERIOD CAP 99.999 6 81 86 Adjustable only.* Maximum rate increment (spread) that the current interest rate on the loan can increase in one period.

LIFETIME CEILING 99.999 6 87 92 Adjustable only.* Maximum rate to which the current interest rate can be adjusted.

LIFETIME FLOOR 99.999 6 93 98 Adjustable only.* Minimum rate to which the current interest rate can be adjusted.

PERCENT OWNED 999.9 5 99 103 Percentage of loan owned by the association. Wholly-owned loans are 100%.

INTEREST ONLY X 1 104 104 Apply total P and I payment to interest only or principal only. If Y, then the system balloons the balance at the maturity date. Use N to indicate normal amortization. Use P only if the P&I PAYMENT field is principal only and contains no interest.

PAYMENT FREQUENCY 99 2 105 106 The frequency with which payments are expected. Expressed as the number of months

RATE FLAG X 1 107 107 Identifies whether loan is fixed-rate or adjustable-rate. Values are: F= Fixed. A =Adjustable.

CREDIT LINE X 1 108 108 Identifies whether the loan is a credit line account. Values are: Y = credit line. N = normal amortization.







Ending Position

Description

MINIMUM PAYMENT

PERCENT 999.99 6 109 114 Credit Line Only.

Percentage of principal expected for each payment. Outstanding balance is multiplied by this percentage to derive the principal amount of each payment. If the value is 0 or less, then the loan acts as a normal commercial loan.

MINOR ACCOUNT TYPE XXXX 4 115 118 Internal code identifying the type of commercial loan.


ORIGINAL TERM 999 3 122 124 Identifies the number of months from origination to maturity.

RATE CHANGE

FREQUENCY 9999 4 125 128 Adjustable only.*

Frequency with which the loan is scheduled for repricing. Expressed as the number of months (1=monthly, 3=quarterly, etc.).

RE-PRICING INDEX 9999999999 10 129 138 Adjustable only.* Identifies the index (prime, T-bill, and so forth) that the loan's repricing rate is to be based on.

NON-ACCRUAL X 1 139 139 Identifies the accrual status of the loan. Values are: Y = Nonaccrual loans. N = Accrual loans



SYSTEMS TYPE (NOT

USED) 2 209 210 UNUSED

OPTS LOAN CATEGORY

CODE XXXX 4 211 214 OTS Loan Category

Code tied to account.







Ending Position

Description

OFFICER NUMBER 9999999999999999999999

22 215 236 Officer number assigned to account, where person role is LOFF or OEM.

AMORTIZATION DATE MMDDYYYY 8 237 244 For balloon products, the date over which the instrument amortizes.

MARGIN +99.9999999.9999

8 245 252 Spread above or below the index to which the product is tied.

AVAILABLE CREDIT 999999999999.99

15 253 267 Amount of credit available to the customer. Include decimals.



MAD AVERAGE BALANCE 999999999999.99


GL ACCOUNT NUMBER Numeric 30 297 326 GL Account Number.




PAYMENT TYPE XXXX 4 350 353 Payment Type (P and I amortizing, Int Only, Prin Only, Bullet).

PREVIOUS RE-PRICE DATE MMDDYYYY 8 354 361 Previous Reprice Date.


CREDIT RISK CODE 9999 4 363 366 Account-level risk rating code (AcctLoan.RiskRatingCd) corresponds the Risk Rating on the Codes and Categories screen in Loan Maintenance.

BANK NUMBER 99 2 367 368 01

COST CENTER 9999999999999999999999









Ending Position

Description

FORECLOSURE STATUS X 1 399 399 Identifies whether the loan is in foreclosure.

Note: The completion date (account entity attribute FRCLCMPDT) determines when the account has been foreclosed.

Account is considered foreclosed on/after the completion date.

PREVIOUS PAYMENT DATE MMDDYYYY 8 400 407 Date last payment was made.

PREVIOUS RENEWAL DATE MMDDYYYY 8 408 415 Date the loan was last renewed. May be different than Origination Date.

AMORTIZATION START

DATE MMDDYYYY 8 416 423 Date at which loan

amortization began.

BALLOON DATE MMDDYYYY 8 424 431 If Balloon loan, then ACCT.DATEMAT.

QUALITY FACTOR XXXX 4 432 435 Loan Quality Code (AcctLoan.LnQualityCd).



FIRST DUE DATE MMDDYYYY 8 448 455 From AcctLoan.Date1stPmtDue.







Ending Position

Description

ADD’L LOAN BALANCE 1 999999999999.99

15 456 470 Balance amount associated with the first specified Balance Category / Balance Type in the ALBT (Add’l Loan Balance Types) parameter.

For example, to report deferred fees and deferred costs in addition to the note balance, specify Def/Fee, Def/Cost as the parameter value.

The loan’s deferred fee balance reports in Add’l Loan Balance 1. The loan’s deferred cost balance reports in Add’l Balance 2.


15 471 485 Balance amount associated with the second specified Balance Category / Balance Type in the ALBT (Add’l Loan Balance Types) parameter.


15 486 500 Balance amount associated with the third specified Balance Category / Balance Type in the ALBT (Add’l Loan Balance Types) parameter.


15 501 515 Balance amount associated with the fourth specified Balance Category / Balance Type in the ALBT (Add’l Loan Balance Types) parameter.


15 516 530 Balance amount associated with the fifth specified Balance Category / Balance Type in the ALBT (Add’l Loan Balance Types) parameter.







Ending Position

Description


15 531 545 Balance amount associated with the sixth specified Balance Category / Balance Type in the ALBT (Add’l Loan Balance Types) parameter.


15 546 560 Balance amount associated with the seventh specified Balance Category / Balance Type in the ALBT (Add’l Loan Balance Types) parameter.


15 561 575 Balance amount associated with the eighth specified Balance Category / Balance Type in the ALBT (Add’l Loan Balance Types) parameter.


15 576 590 Balance amount associated with the ninth specified Balance Category / Balance Type in the ALBT (Add’l Loan Balance Types) parameter.


15 591 605 Balance amount associated with the 10th specified Balance Category / Balance Type in the ALBT (Add’l Loan Balance Types) parameter.









Ending Position

Description





















Ending Position

Description






15 756 770 Balance amount associated with the 21st specified Balance Category / Balance Type in the ALBT (Add’l Loan Balance Types) parameter.


15 771 785 Balance amount associated with the 22nd specified Balance Category / Balance Type in the ALBT (Add’l Loan Balance Types) parameter.


15 786 800 Balance amount associated with the 23rd specified Balance Category / Balance Type in the ALBT (Add’l Loan Balance Types) parameter.











Ending Position

Description

NEW VOLUME 999999999999.99


ACTUAL MATURITY 999999999999.99

15 846 860 Sum amount affecting the NOTE BAL balance of the account during the month.




PERIOD FLOOR SPREAD 99.999 6 904 909 Minimum rate increment (spread) that the current interest rate on the loan can decrease in one period.


TOTAL PRINCIPAL PAID 999999999.99 12 922 933 Total principal balance paid to date. Effective date parameter is used as the thru date.

ORIGINAL RATE 999.99999 9 934 942 Original Interest Rate for the Note Balance.

FASB TOTAL 999.99999 12 943 954 Sum of Balance Types (COST, FEE, or DLR).

P&I PAYMENT 999999999.99 12 955 966 Principle and Interest Payment.







Ending Position

Description

EXTENDED USERFIELD



SHADOW BALANCE 999999999999.99

15 1967 1981 Balance + NOTE IPTP.

AVERAGE YIELD 99999.99999 11 1982 1992 Average yield calculated by the formula. (i.e. (Account principal balance * Account interest rate) / Account principal balance)).


15 1993 2007 Outstanding principal balance on loan.

CURRENT PRICE 999.999 7 2008 2014 Current interest rate on loan.

CURRENT YIELD 999.999 7 2015 2021 Current interest rate on loan.

CUSTOMER NUMBER 99999999999999999999999

23 2022 2044 Customer number either prefixed with P (person) or O (org).

INTEREST PAYMENT

FREQUENCY 99 2 2045 2046 Frequency with which

payments are expected. Expressed as the number of months.

SETTLEMENT DATE MMDDYYYY 8 2047 2054 Settlement date is blank. For future reference.

CONTRACT DATE MMDDYYYY 8 2055 2062 Open date for the account.







Ending Position

Description

WEIGHTED AVERAGE

COUPON 999.999 7 2063 2069 Gross weighted average

coupon of the instrument. The current coupon rate plus any servicing spread. (Account interest rate + Any servicing spread). For example: Investor loan WAC = Account Int rate + AcctGrpAcct.ServFeePct, Participant loan WAC = Account interest rate for PART/BAL if PART/TSIN variable, then value is set to Y. Otherwise 0, and for normal loan this field is 0.

CURRENTLY DUE AMOUNT 999999999.99 12 2070 2081 Total of all receivables for the most recent payment due date regardless of status or payment sequence.

ORIGINAL CREDIT LIMIT 999999999.99 12 2082 2093 First credit limit on the account. This is not always the current credit limit.

COLLATERAL TYPE Alphanumeric 4 2094 2097 Code for the current minor account type.

ORIGINAL LTV% 999.999 7 2098 2104 Original LTV ratio stored for the loan account. If null, derives using Original Balance divided by Original FMV.

ORIGINAL FMV 999999999999.99

15 2105 2119 Oldest appraised value of all properties associated with the loan, which is stored in collateral data.

Property value is used if there is no appraisal.

If no active properties are associated with loan, leave the field blank.

ORIGINAL CREDIT RISK

RATING Alphanumeric 4 2120 2123 Risk rating code stored

in loan data







Ending Position

Description

ORIGINAL FICO SCORE Numeric 15 2124 2138 Credit score stored in the loan data.

GUARANTOR Alphanumeric 70 2139 2208 Name(s) of person or entity assigned to the role(s) specified as Guarantor on account. Formatted as Last, First M) or the organization name. Roles are defined in the Loan Guarantor Account Role Codes (GARL) external interface variable.

If the Loan Guarantor Account Role Codes (GARL) variables are not defined or do not specify any values, then use the role codes GUA, GUAR and/or LNCO as defaults.

ORIGINAL DEBT SERVICE

COVERAGE RATIO 999.999 7 2209 2215 Zero-filled. For future

use.

ORIGINAL INSTRUMENT

PAR Numeric 15 2216 2230 Zero-filled. For future

use.

ORIGINAL INTEREST RATE 999.99999 9 934 942 Oldest interest rate stored in rate history for the account.

Note: This field is located in an earlier position in this file and described here only for CECL completeness.

CITY Alphanumeric 30 2231 2260 Displays the city name for the primary address of either the person or organization that is the tax-reported owner on the account.

STATE Alphanumeric 4 2261 2264 Displays the state name for the primary address of either the person or organization that is the tax-reported owner on the account.







Ending Position

Description

ZIP CODE Alphanumeric 10 2265 2274 Displays the zip code for the primary address of either the person or organization that is the tax-reported owner on the account.

UNDERWRITER ID/NAME Alphanumeric 70 2275 2344 Name of the person or entity assigned to the role for which the code is approving loan officer (APPR). Formatted as Last, First M); or the name for the organization.

SOURCE ID/NAME Alphanumeric 30 2345 2374 Blank. For future use.

REMAINING TERM IN

MONTHS - CONTRACTUAL 999 3 2375 2377 Value equals the

months elapsed between the loan maturity date and the system date.

REMAINING TERMS IN

MONTHS AFTER

PREPAYMENTS

999 3 2378 2380 Calculated remaining term based on existing condition of loan; principal and payment amount and remaining term

DAYS DELINQUENT 9999 4 2381 2384 Days elapsed from the due date of the oldest outstanding receivable for balance that is in the payment sequence

GROSS CHARGE-OFF

AMOUNTS 999999999999.99

15 2385 2399 Calculated value from the Net Charge Off Amounts + Recovery Amount.

RECOVERY AMOUNTS 999999999999.99

15 2400 2414 Sum of all transaction amounts for which DNA rtxntypcd = COFR or CORR that were not error-corrected and were not reversed.

NET CHARGE-OFF

AMOUNTS 999999999999.99

15 2415 2429 Current value of the DNA charge-off COFF Balance Category sub-account balance.







Ending Position

Description

EXPENSES RELATED TO

NON-PERFORMANCE/ FORECLOSURE

999999999.99 12 2430 2441 Sum of balance data for specified charges or a value entered in a user-defined field.

If the NP/Foreclosure Charge Balance Categories (NPCF) external interface variable is defined, it reports the balances in these categories. Note: If the NPFC external interface variable is defined, then the User Field For NonPerformance Charges (UNPC) calculated variable cannot be used and is ignored.

Alternatively, if charges are maintained on an external system, the User Field For NonPerformance Charges (UNPC) calculated variable is defined and valued, then the amount in this user field is reported.

LOSS PROBABILITY (PD) %

999.999 7 2442 2448 Zero-filled. For future use.







Ending Position

Description

REO AMOUNT 999999999999.99

15 2449 2463 Note balance outstanding after foreclosure.

Reported only if the loan has a completed foreclosure proceeding, as determined by the existence of entityattribcd=FRCLSTRDT and entityattribcd=FRCLCMPLDT.

REO amount populates only if the loan has a valued Foreclosure Start Date and Foreclosure Completed Date. If those dates are valued, the REO amount is the note balance as of the foreclosure completion date, less the total amount of any partial charge-off (COBR) transactions that were posted between the foreclosure start and completion dates.

RESOLUTION/DISPOSAL

DATE MMDDYYYY 8 2464 2471 Date on which collateral

that secured the loan is sold or otherwise disposed of, which is stored in collateral data for loan.

Reports the most recent disposition date from the collection case history for all property records associated with the loan. If there is no case history, then field is blank.







Ending Position

Description

TROUBLED DEBT

RESTRUCTURING (TDR) Alphanumeric 1 2472 2472 Y/N flag set based on

whether the loan has an active modification record with a defined modification reason code in the Troubled Debt Restructure Reasons (TDRR) external interface variable.

CURRENT FMV 999999999999.99

15 2473 2487 Current value of all property associated with the loan and is stored in collateral data.

CURRENT LTV% 999.999 7 2488 2494 Calculated value of note balance / current fair market value.

CURRENT FICO SCORE 9999 4 2495 2498 Most recent credit score for tax-reported-for owner and is stored in that person’s credit score history.

CURRENT DEBT SERVICE


use.

PREPAYMENT AMOUNT 999999999.99 12 2506 2517 Sum of all payments made to receivables in the payment sequence that have future due dates.

BALLOON TERM 99999 5 2518 2522 Amortization term in months for account interest rate in effect for a balloon term.

Currently effective amortization term for the loan, as stored in the loan’s interest history, and expressed as the number of months.

PARTICIPATION FLAG Alphanumeric 1 2523 2523 Y/N flag set based on whether the loan has an active participation record.







Ending Position

Description

PARTICIPATION BALANCE 999999999999.99

15 2524 2538 Calculated value from participation percentage data and current note balance; valued only if the participation flag is Y.

PARTICIPATION NOTE

NUMBER Alphanumeric 22 2539 2560 Blank. For future use.

BASE NOTE NUMBER Alphanumeric 22 2561 2582 Blank. For future use.

CURRENT OWNED BOOK

BALANCE 999999999999.99

15 2583 2597 Current note balance or participation balance, as applicable.

DATE OF CHARGE-OFF MMDDYYYY 8 2598 2605 Date the charge-off status became effective is the system post date on which the charge-off was processed.

DATE OF RECOVERY MMDDYYYY 8 2606 2613 Date of most recent charge-off recovery transaction.

NON-ACCRUAL INTEREST

APPLIED TO PRINCIPAL 999999999.99 12 2614 2625 Current balance of the

Interest Paid to Principal sub-account, if applicable.

Current balance of the Interest Paid to Principal (IPTP) sub-account. If there is no IPTP sub-account balance for this loan, report zeros.

CALL REPORT CODE Alphanumeric 4 2626 2629 Regulatory DNA code stored for loan (FDIC/OTS/NCUA).

If more than one agency code is valued, report the first value found.







Ending Position

Description

GOVERNMENT

GUARANTEED BALANCE 999999999999.99

15 2630 2644 Note balance of any loan that is an FHA, RHS or VA loan as defined by the existing account entity attribute Loan Type (LTYP).

Reports the current note balance, but only if the Loan Type entity attribute is valued for this loan. Otherwise, the field is left blank.

INSTRUMENT TYPE Alphanumeric 4 2645 2648 Code for the current major account type (Acct.MjAcctTypCd).






Output File Layout 4 – Consumer Loan File (DILFIX.DAT)

Fixed Width


Ending Position

Description

ACCOUNT NUMBER 9999999999999999999999


BALANCE 999999999999.99


TOTAL PAYMENT 999999999.99 12 38 49 If the value is 0 or less, a balloon payment of the entire balance is assumed at maturity date. If there is no maturity date, then the balloon payment is placed in period 120. Include decimals.










Ending Position

Description

NEXT RATE CHANGE DATE MMDDYYYY 8 73 80 Adjustable only.* Date the loan is scheduled for reprising. If the DATE field is blank, then the loan reprises in the first month.

PERIOD CAP 99.999 6 81 86 Adjustable only.* Maximum rate increment (spread) that the current interest rate on the loan can increase in one period. If the value is 0, then 50.000 is assumed.

LIFETIME CEILING 99.999 6 87 92 Adjustable only.* Maximum rate to which the current interest rate can be adjusted. If the value is 0, then 50.000 is assumed.




PAYMENT FREQUENCY 99 2 105 106 Frequency with which payments are expected. Expressed as the number of months. For non-amortizing loans that balloon at maturity, Payment Frequency may be set to 0.







Ending Position

Description


CREDIT LINE X 1 108 108 Identifies whether the loan is a credit line account. Value are:

Y = credit line N = normal amortization

MINIMUM PAYMENT

PERCENT 999.99 6 109 114 Credit Line only.

Percentage of principal expected for each payment. Outstanding balance is multiplied by this percentage to derive the principal amount of each payment. If the value is 0 or less, then the loan acts as a normal commercial loan.

MINOR ACCOUNT TYPE XXXX 4 115 118 Internal code identifying the type of consumer loan.



NON-ACCRUAL X 1 131 131 Identifies the accrual status of the loan. Values are: Y = Nonaccrual loans. N = Accrual loans



SYSTEMS TYPE (NOT


OTS LOAN CATEGORY



OFFICER NUMBER 9999999999999999999999

22 210 231 Officer number assigned to account where person role is LOFF or OEM.







Ending Position

Description


MARGIN +99.9999999.9999

8 240 247 Spread above or below the index to which the product is tied.











PAYMENT TYPE XXXX 4 345 348 Payment Type (P and I amortizing, Int Only, Prin Only, or Bullet).

PREVIOUS REPRICE DATE MMDDYYYY 8 349 356 Previous Reprice Date.

RATE CHANGE

FREQUENCY XXXX 4 357 360 Rate Change

Frequency.


RE-PRICING INDEX XXXXXXXXXX

10 362 371 Adjustable only.* Identifies the index (prime, T-bill, etc.) the loan's re-pricing rate is to be based on.


BANK NUMBER 99 2 376 377 01

COST CENTER 9999999999999999999999

22 378 399 (Use Branch Number)








Ending Position

Description

FORECLOSURE STATUS X 1 408 408 Identifies whether the loan is in foreclosure.





AMORTIZATION START


amortization began.





FIRST DUE DATE MMDDYYYY 8 457 464 First Due Date from AcctLoan.Date1stPmtDue.







Ending Position

Description



















Ending Position

Description



















Ending Position

Description





















Ending Position

Description





















Ending Position

Description

NEW VOLUME 999999999999.99









FASB TOTAL 999999999.99 12 931 942 Sum of Bal Types (COST, FEE, DLR).


EXTENDED USERFIELD

VALUES 1000 955 1954 Values associated with








Ending Position

Description

CURRENTLY DUE AMOUNT 999999999.99 12 1955 1966 Total of all receivables for the most recent payment due date, regardless of status or payment sequence.








CUSTOMER NUMBER 99999999999999999999999


INTEREST PAYMENT




CONTRACT DATE MMDDYYYY 8 2055 2062 Date the account opened.







Ending Position

Description

WEIGHTED AVERAGE


coupon of the instrument. The current coupon rate plus any servicing spread. (Account interest rate + Any servicing spread) For example, Investor loan WAC = Account Int rate + AcctGrpAcct.ServFeePct, Participant loan WAC = Account interest rate for PART/BAL if PART/TSIN variable value is set to Y. Otherwise 0, and for normal loan this field is 0.




ORIGINAL FMV 999999999999.99

15 2093 2107 Oldest appraised value of all properties associated with the loan, which is stored in collateral data.





in loan data.

ORIGINAL FICO SCORE Numeric 15 2112 2126 Credit score stored in the loan data







Ending Position

Description





use.

ORIGINAL INSTRUMENT


use.











Ending Position

Description



REMAINING TERM IN



REMAINING TERMS IN

MONTHS AFTER

PREPAYMENTS

999 3 2375 2377 Calculated remaining term based on existing condition of loan, principal and payment amount, and remaining term.

DAYS DELINQUENT 9999 4 2378 2381 Days elapsed from the due date of the oldest outstanding receivable for balance that is in the payment sequence.

GROSS CHARGE-OFF

AMOUNTS 999999999999.99




NET CHARGE-OFF

AMOUNTS 999999999999.99








Ending Position

Description

EXPENSES RELATED TO



If the NP/Foreclosure Charge Balance Categories (NPCF) external interface variable is defined it reports the balances in these categories. Note: If the NPFC external interface variable is defined, then the User Field For NonPerformance Charges (UNPC) calculated variable cannot be used and is ignored.

Alternatively, if charges are maintained on an external system, the User Field For NonPerformance Charges (UNPC) calculated variable is defined and valued, and the amount in this userfield is reported.









Ending Position

Description

REO AMOUNT 999999999999.99




RESOLUTION/DISPOSAL


that secured the loan is sold or otherwise disposed. Stored in collateral data for loan.








Ending Position

Description

TROUBLED DEBT



CURRENT FMV 999999999999.99






use.











Ending Position

Description



PARTICIPATION NOTE



CURRENT OWNED BOOK

BALANCE 999999999999.99








CALL REPORT CODE Alphanumeric 4 2623 2626 Regulatory code stored for loan (FDIC/OTS/NCUA).








Ending Position

Description

GOVERNMENT




INSTRUMENT TYPE Alphanumeric 4 2642 2645 Code for the current major account type (acct.mjaccttypcd).






Output File Layout 5 – Mortgage Loan File (DMLFIX.DAT)

Fixed Width


Ending Position

Description

ACCOUNT NUMBER 9999999999999999999999


BALANCE 999999999999.99


TOTAL PAYMENT 9999999999.99

12 38 49 If the value is 0 or less, then a balloon payment of the entire balance is assumed at maturity date. If there is no maturity date, then the balloon payment is placed in period 360. Include decimals.










Ending Position

Description

NEXT RATE CHANGE DATE MMDDYYYY 8 73 80 Adjustable only.* Date the loan is scheduled for repricing. If the DATE field is blank, then the loan reprices in the first month.

PERIOD CAP 99.999 6 81 86 Adjustable only.* Maximum rate increment (spread) that the current interest rate on the loan can increase in one period. If the value is 0, then 50.000 is assumed.

LIFETIME CEILING 99.999 6 87 92 Adjustable only.* Maximum rate to which the current interest rate can be adjusted. If the value is 0, then 50.000 is assumed.




PAYMENT FREQUENCY 99 2 105 106 Frequency with which payments are expected. Expressed as the number of months. For non-amortizing loans that balloon at maturity, Payment Frequency may be set to 0.







Ending Position

Description


FORECLOSURE STATUS X 1 108 108 Identifies whether the loan is in foreclosure. Value are: Y = Loans in foreclosure N = Loans not in foreclosure. Foreclosed loans should also be identified as nonaccrual.



RE-PRICING INDEX XXXXXXXXXX

10 109 118 Adjustable only.* Identifies the index (prime, T-bill, etc.) the loan's repricing rate is to be based on.

MINOR ACCOUNT TYPE XXXX 4 119 122 Internal code identifying the type of mortgage loan.


RATE CHANGE

FREQUENCY 9999 4 126 129 Adjustable only.*

Frequency with which the loan is scheduled for repricing. Expressed as the number of months (1=monthly, 3=quarterly, etc.).

UNUSED 6 130 135 UNUSED.

NON-ACCRUAL X 1 136 136 Identifies the accrual status of the loan. Values are: Y = Nonaccrual loans N = Accrual loans***







Ending Position

Description



SYSTEMS TYPE (NOT


OPTS LOAN CATEGORY



OFFICER NUMBER 9999999999999999999999

22 213 234 Officer number assigned to account where person role is LOFF or OEM.


MARGIN +99.9999 8 243 250 Spread above or below the index to which the product is tied.





MAD AVERAGE BALANCE 999999999999.99






PAYMENT TYPE XXXX 4 348 351 Payment Type (P and I amortizing, Int Only, Prin Only, Bullet).

PREVIOUS RE-PRICE DATE MMDDYYYY 8 352 359 Previous Reprice Date.



BANK NUMBER 99 2 365 366 01







Ending Position

Description

COST CENTER 99999999999

99999999999





AMORTIZATION START


amortization began.




CLOSED DATE MMDDYYYY 8 437 444 Effective date when the status was changed to CLS.

FIRST DUE DATE MMDDYYYY 8 445 452 From AcctLoan.Date1stPmtDue.











Ending Position

Description



















Ending Position

Description





















Ending Position

Description





















Ending Position

Description









NEW VOLUME 999999999999.99




PERIODIC FLOOR 99.999 6 858 863 Lowest rate that can be applied during the rate change for the current period.

PRODUCT XXXX-XXXX 9 864 872 MJCD-MICD







Ending Position

Description






FASB TOTAL 999999999.99 12 937 948 Sum of Bal Types (COST, FEE, DLR).

HELDFORSALE 9 1 949 949 Defaults to 0.

If the account is associated with account group type of Investor (INVR), and the status of the account group is Originating (ORIG), then the status is set to 1 (Held for Sale).

EXTENDED USERFIELD


up to 20 Account user fields.










Ending Position

Description





CUSTOMER NUMBER 99999999999999999999999


INTEREST PAYMENT




CONTRACT DATE MMDDYYYY 8 2038 2045 Date account was opened.

WEIGHTED AVERAGE


coupon of the instrument. This is the current coupon rate plus any servicing spread. (Account interest rate + Any servicing spread) For example: For Investor loan WAC = Account Int rate + AcctGrpAcct.ServFeePct, For Participant loan WAC = Account interest rate for PART/BAL if PART/TSIN variable value is set to Y. Otherwise 0, and for normal loan this field is always 0.









Ending Position

Description


ORIGINAL FMV 999999999999.99

15 2076 2090 Oldest appraised value of all properties associated with the loan, stored in collateral data.





in loan data.

ORIGINAL FICO SCORE Numeric 15 2095 2109 Credit score stored in the loan data.





use.

ORIGINAL INSTRUMENT


use.








Ending Position

Description






REMAINING TERM IN



REMAINING TERMS IN

MONTHS AFTER

PREPAYMENTS

999 3 2358 2360 Calculated remaining term based on existing condition of loan, principal and payment amount, and remaining term.

DAYS DELINQUENT 9999 4 2361 2364 Days elapsed from the due date of the oldest outstanding receivable for balance that is in the payment sequence.

GROSS CHARGE-OFF

AMOUNTS 999999999999.99








Ending Position

Description



NET CHARGE-OFF

AMOUNTS 999999999999.99


EXPENSES RELATED TO



If the NP/Foreclosure Charge Balance Categories (NPCF) external interface variable is defined it reports the balances in these categories. Note: If the NPFC external interface variable is defined, then the User Field For NonPerformance Charges (UNPC) calculated variable cannot be used and is ignored.

Alternatively, if charges are maintained on an external system, the User Field For NonPerformance Charges (UNPC) calculated variable is defined and valued, then the amount in this userfield is reported.









Ending Position

Description

REO AMOUNT 999999999999.99




RESOLUTION/DISPOSAL


that secured the loan is sold or otherwise disposed of; stored in collateral data for loan.








Ending Position

Description

TROUBLED DEBT



CURRENT FMV 999999999999.99






use.











Ending Position

Description



PARTICIPATION NOTE



CURRENT OWNED BOOK

BALANCE 999999999999.99








CALL REPORT CODE Alphanumeric 4 2606 2609 Regulatory code stored for loan (FDIC/OTS/NCUA).








Ending Position

Description

GOVERNMENT




INSTRUMENT TYPE Alphanumeric 4 2625 2628 Code for the current major account type (Acct.MjAcctTypCd).






Output File Layout 6 – Person and Org File (CUSTFIX.DAT)

Fixed Width


Ending Position

Description

CUSTOMER ADDRESS Alphanumeric 40 1 40 Customer address first line.

CUSTOMER CENSUS

TRACT XXXXXX 6 41 46 Census Tract Number

from the Census Bureau.

CUSTOMER CITY Alphanumeric 30 47 76 City name for the address.

CUSTOMER COUNTRY XXXX 4 77 80 Contains the customer country code.

CUSTOMER CREDIT

RATING 999999999999999

15 81 95 Numeric value assigned to rate the ability to repay a debit.

CUSTOMER MSA CODE XXXXXX 6 96 101 Metropolitan Statistical Number for this address.

CUSTOMER NAICS CODE XXXXXX 6 102 107 Government assigned NAICS industry class code.

CUSTOMER NUMBER 99999999999999999999999

23 108 130 Customer number prefixed with P or O.

CUSTOMER SHORT NAME Alphanumeric 70 131 200 Person = First Name+ Middle Name+ Last Name+ Suffix.

Org = organization name.

CUSTOMER SIC CODE XXXX 4 201 204 SIC Code is the user-assigned code that identifies the standard industrial class for a customer.

CUSTOMER SINCE DATE MMDDYYYY 8 205 212 Date the person was added to the system.

CUSTOMER STATE CODE XXXX 4 213 216 Code that identifies the state for an address.

CUSTOMER TYPE X 1 217 217 Customer type P for person and O for org.

CUSTOMER ZIP CODE 9999999999 10 218 227 Zipcode-Zipsuf number for the address.






Output File Layout 7 – VTEN Savings and Checking File (Transaction_Accounts.csv)

Comma Separated

Field Format Description

INSTITUTION/BANK

NUMBER Numeric Institution/Bank Number.

ACCOUNT NUMBER Numeric Account number is preceded by D if the account is a checking account or S if the account is a savings account.

CURRENT BALANCE Numeric Current balance shown on the balance sheet.

CURRENT RATE Numeric Current rate at which the account accrues interest.

FILLER1 Numeric Field not used.

PRODUCT CODE Character Type of account (Minor Code).


INTEREST PAY FLAG Character Flag that indicates when interest is paid. A - Pay interest at maturity P - Pay interest at cyclic intervals

DEPOSIT ACCOUNT TYPE Character D=DDA account, S=Savings account



GL ACCOUNT NUMBER Numeric Principal balance account for the product type of this account.

GL COST CENTER Numeric Asset-liability cost center for the branch associated with this account.

CD FLAG Character Contains an N to indicate that the account is not a time account.




ACCRUAL BASIS Numeric The year base used in the deposit daily accrual calculation: A=Actual/Actual, B=30/360, C=30/ Actual, D=Actual/360

BRANCH NUMBER Numeric Branch number.

INTEREST ACCRUED TO-DATE

Numeric Interest Accrued To-Date.

INTEREST PAYMENT

DISPOSITION Character Amount of interest paid in the period from which the report is

run.

INTEREST PAYMENT

PERIOD Numeric Interest Payment Period.

INTEREST PAYMENT

CYCLE/FREQ Character Interest Payment Cycle/Frequency.

ACCRUAL METHOD Character Accrual Method.







ORIGINAL AMOUNT OF

INSTRUMENT Numeric Original Balance.

OPEN DATE Date Contract date of the account.

CLOSE DATE Date Effective date of the accounts closed status (CLS), if one exists, and the account is currently closed.

EXTENDED USER FIELD

VALUES Alphanumeric Values associated with up to 20 account user fields.

Output File Layout 8 – VTEN Time Deposit File (Time_Deposits.csv)

Comma Separated


INSTITUTION/BANK

NUMBER Numeric Institution/Bank Number.

ACCOUNT NUMBER Numeric Application system identifier for the deposit record.

CURRENT BALANCE Numeric Current balance shown on the balance sheet.

CURRENT RATE Numeric Current rate at which the account accrues interest.

MATURITY DATE Date Date on which this account next matures.

PRODUCT CODE Character Type of account.

CURRENT TERM Numeric Current term for the account, expressed in months.

INTEREST PAY FLAG Character Flag that indicates when interest is paid. A - Pay interest at maturity P - Pay interest at cyclic intervals

DEPOSIT ACCOUNT TYPE Character All values = T (Time Deposit Account).

REMAINING TERM Numeric Number of months until the account matures (rounded up).

PAYMENT PAY

FLAG(INTEREST

COMPOUNDING CODE)

Character Identifies how interest accrues.

A=Simple Interest on the average daily balance for the interest period B=Daily compounding interest on the average daily balance for the interest period C=Continuous compounding interest on the average daily balance.

GL ACCOUNT NUMBER Numeric Principal balance account for the product type of this account.

GL COST CENTER Numeric Asset-liability cost center for the branch associated with this account.

CD FLAG Character Contains a Y to indicate that the account is a time account.

PERIODIC AVERAGE

BALANCE Numeric Average balance of this account for the current statement

period.

LAST ROLLOVER DATE Date Date this account was last renewed (MMDDYYYY format).

LAST ROLLOVER BALANCE Numeric Balance of this account when it was last renewed.







ACCRUAL BASIS Numeric The year base used in the deposits daily accrual calculation: A=Actual/Actual, B=30/360, C=30/Actual, D=Actual/360.

BRANCH NUMBER Numeric Branch Number.

RE-PRICING DATE Date Date of the first scheduled re-pricing date for this account.

LIFE FLOOR Alphanumeric Lowest rate that may be applied to this account.

LIFE CEILING Alphanumeric Highest rate that may be applied to this account.

RE-PRICING SPREAD Numeric Variance from Index-Percentage above or below the account's index that may be used with the index to determine the rate applied to this account.

RATE CONTROL CODE Numeric Identifies how the interest rate changes. 1-Rate cannot change, 2-Rate changes @ renewal, 3-Rate may change anytime, 4-Rate changes with index, 5-Rate changes with index @ review

RE-PRICING FREQUENCY Numeric Number used with the RE-PRICING PERIOD field to specify the days or months between rate reviews.

RE-PRICING PERIOD Numeric Specifies the interval @ which to review the rates for this account. D-Daily, M-Monthly.

FIXED/ADJUSTABLE FLAG Character Rate type for the account. A-Adjustable, F-Fixed, V-Variable. Using the same rules from the PS_SEND application.

INTEREST PLAN NUMBER Numeric Interest Plan Number (Not Available - Null Values).

ACCRUED INTEREST

BALANCE Numeric Accrued Interest through the effective date of the file run.

IDUE Numeric Accrued Interest Balance with two decimal points.

OPENING DATE (C) Date Opening Date.

INTEREST PAYMENT

PERIOD Character Interest Payment Period.

INTEREST PAYMENT

CYCLE/FREQ Character Interest Payment Cycle/Frequency.

INTEREST PAYMENT

SPECIFIC DATE Date Interest Payment Specific Date.

NEXT INT PMT DATE Date Next Interest Payment Date.

INTEREST DISPOSITION

CODE Character Note: C = Interest Credit, T = Interest Transfer through

Allotment.

ORIGINAL AMOUNT OF

INSTRUMENT Numeric Original Balance.

ORIGINAL TERM Numeric Original term for the account, expressed in months.

EXTENDED USER FIELD

VALUES Alphanumeric Values associated with up to 20 account user fields.






Output File Layout 9 – VTEN Savings and Checking Control (Transaction_Accounts_Ctrl.csv)

VTEN Time Deposit Control File (Time_Deposits_Ctrl.csv)

Comma Separated


CFILNAM Character File name.

CDATE Date File creation date.

CTIME HH24.MI.SS File creation time.

CPROCD Date Process thru date.

CCOUNT Numeric Number of records.

CTOTBAL Numeric Total current balance.

Installation Instructions

If you are an in-house client, follow the installation instructions available in the "DNAapps" section of the DNA Help files available on the extranet.

If you are a data center client, a case is automatically created when you order a trial or paid version of a DNAapp and routed to the Data Center team for installation. Data center DNAapp installation typically takes two weeks; however, the time frame varies depending on the complexity of the app, case load, and the responsiveness of the client and/or third parties. Check the app installation status in ServicePoint or contact your Service Partner.






Configuration Checklist

Item Test Environment Production Environment

Parameters

Variables

Transaction Reporting Group

External Interface System Tables

DNA Prologue ALM Conversion Helper

Overview

To assist financial institutions currently using the ALM (PS_SEND) application, the DNA Prologue ALM Conversion Helper (MM_ALMCECL_CONV) application copies many of the business variable configurations from the ALM (PS_SEND) application to the ALM-CECL (MM_ALMCECL) application.

Your financial institution’s preparation and analysis of all variables and parameter settings associated with the MM_ALMCECL DNAapp is still required as the Conversion Helper is only an optional tool and not meant to be a replacement. Fiserv recommends that you review the MM_ALMCECL DNAapp variables and settings through DNA Online and update these settings accordingly.

As an alternative, your financial institution can manually enter the MM_ALMCECL variables and settings through the DNA Online forms.

Processing

You can run the MM_ALMCECL_CONV application through standard DNA batch managers. This MM_ALMCECL_CONV application copies the following PS_SEND variables and their values to the ALM-CEC Extract (MM_ALMCECL) DNAapp.

Component Description From PS_SEND

To MM_ALMCECL

FASB Exclude YN Copy all rows where FASB Exclude YN is set at either the product level or account level.

8XFB ALMX

External Interface Variables

Interest Cycle Frequency 8ICF ICFQ

Rate Change Frequency 8RCF RCFQ

Transaction Reporting Groups

Actual Maturity Transactions 8AMT AMAT

New Volume Transactions 8NVT NVTX






Parameter

The MM_ALMCECL_CONV application uses the Delete Table Rows at End parameter to determine which variables and values to retain or remove.

Parameter Description Default

Delete Table Rows at End

Defines the variables and values to retain or remove.

Y = Retains MM_ALMCECL variables and values and removes PS_SEND variables and values.

N = Retains both MM_ALMCECL and PS_SEND variables and values. Note: Some variables have the same descriptions.

N

If Delete Table Rows at End is set to Y, the PS_SEND variables and values are removed from the system. These PS_SEND variables and values cannot be automatically recovered.

Revisions

Date App Version # Change

PS_Send Revision History

12/2009 1.0.0.0 Accounts created on the last day of the period are included in the extracts.

12/2009 1.0.0.0 Accounts with inactive products are no longer excluded from the extracts.

12/2009 1.0.0.0 The next interest pay date for deposit accounts populates correctly. Fixed crash when a payment percent encountered.

01/2010 1.0.0.0 New columns added to the end of the extracts - Major-Minor (ALL), Account Officer (ALL), Original Interest Rate (DEP), Risk Rating (LOAN), Periodic Floor (LOAN), and Income/Expense (ALL).

02/2010 1.0.0.0 Improved the accuracy of the current term calculation. Improved the accuracy of the credit indicator. Modified the rate change frequency to extract the code instead of its representation in months. The loan officer displays correctly.

02/2010 1.0.0.0 Balance updated to exclude any balance in the COFF BAL.

04/2010 1.0.0.0 All loan extracts display the loan balance correctly.

05/2010 1.0.0.0 The Status To Exclude parameter now works correctly.

06/2010 1.0.0.0 Made corrections to the INCOME / EXPENSE field.

07/2010 1.0.0.0 Added cross reference table support for RATE CHANGE FREQUENCY field, multiplied the New Volume field by -1, and added the reporting group for ACTUAL MATURITY field.







07/2010 1.0.0.0 For Cases # 1274336 and 1237490:

• Added a parameter to exclude the Original Interest Rate and Income/Expense fields. This parameter is by default N-No.

• Added a parameter that controls the report and only produce the Summary Section when set to Y (Yes). When set to N (No) the two columns of account numbers and balances are still printed.

• Added a parameter to control how the ORIGINAL BALANCE field for Deposit Accounts is extracted.

• Corrected the AVAIL CREDIT field.

• Corrected the format for negative numbers.

• Further optimization efforts.

08/2010 1.0.0.0 Remove the multiply by -1 that was added on 7/15/2010 on the deposit account. The multiply by -1 only applies to loans.

09/2010 1.0.0.0 Case 1274336 Fix for the Extended balances to sum the balances when more than one exists for the same BalCat/Baltyp combination.

04/2011 1.0.0.0 Case 1457804 – Renamed P&I PAYMENT field to TOTAL PAYMENT. Added true P&I to the end of the mortgage file.

05/2011 1.0.0.0 Case 1368580 repaired issue with the close drop days.

06/2011 1.0.0.0 Case 1439978 - The Total Principal Paid and Original Interest Rate were added to the DCLFIX.DAT (commercial loan data) file.

08/2011 1.0.0.0 Re-packaged and re-documented for App Store.

09/2011 1.0.0.1 Added P&I to the end of the CML and CNS files.

10/2012 1.0.0.2 Added the extended account user fields to each file. The Extended User Field List (8EUL) Parameter was added to support this functionality.

06/2013 2.0.0.0 PS_SEND Overview and Enhancements for Fiserv Integration:

• Added parameter to create customer file.

• Added customer extract file in report output.

• Added some fields to the deposit and loan extracts.

08/2013 2.0.0.1 Added the CURRENTLY DUE AMOUNT field to the CML extract.

02/2014 2.0.0.1 Documentation format updates.

05/2015 2.0.0.1 Added additional error diagnostics to the customer extract.

01/2016 2.0.0.1 Documentation update for CURRENTLY DUE AMOUNT field.

12/2016 2.0.0.1 Updated app for Amortization Date error.

07/2017 2.0.0.2 Added Original Credit Limit to the end of the loan files.

02/2018 2.0.0.2 Documentation update. Added Confidential-Limited label.

AML-CECL Revision History







10/2018 1.0.0.0 To comply with the updated standard for recognition and measurement of credit losses for loans in advance of the effective date starting in 2020, the following enhancements and modifications were made:

• Duplicated the existing ALM application (PS_Send) and named it, Asset Liability Interface application (MM_ALMCECL). The enhanced MM_ALMCECL application was by adding data elements.

• Modified the Commercial Loan File (DCLFIX.DAT), Consumer Loan File (DILFIX.DAT), and Mortgage Loan File (DMLFIX.DAT) output files to include additional data elements from DNA

02/2020 1.0.23.0 DNA 4.6.1.0 or later is required for use with this application due to changes in DNA core. No functional changes were made for this release.

07/2020 1.0.24.0 DNA 4.6.2.0 or later is required for use with this application due to changes in DNA core. No functional changes were made for this release.

09/2021 1.0.25.0 Check the FRCLCMPDT (completion date) account entity attribute value for FORECLOSURE STATUS field in files DMLFIX, DCLFIX and DEILFIX.dat.

Document Only:

Modified confidentiality statement in footers

Re-ordered Revision history table (oldest to newest)

Documents

ALM-CECL Extract