Recent transactions added to the Risk portfolio of Fairways Debt may not be fully up-to-date. Manually refresh the portfolio to ensure the correct market date applies.
Note: The Mark-to-Market indicator is calculated on the basis of the product's basic characteristics. Any change in flows does not affect the calculation of this indicator. As a result, there may be a difference between the valuation in the Risk application and the other data on the platform.
Prerequisites
Contact your Finance Active consultant to:
The Risk application will only operate under the following conditions:
- the currency of the transaction is USD
- the transaction type is either a loan, an interest rate swap (IRS), a cap, a floor or a collar
- the index is either Fixed, IBOR, SOFR, Average SOFR, Term SOFR, Fed Funds* or SIFMA**
Using any other index or unsupported transaction will cause an error.
*Only the "Compounded" method is supported for daily indexes when calculating the interest rate. Average-based methods are only supported for the accrual period.
** This index is not supported when the transaction type is either a cap, a floor or a collar.
Navigate to the Risk Application
- Log in to your Fairways Debt account.
- Select a customer account, if relevant.
- Navigate to Applications > Risk.
Refresh the Portfolio
- Click Settings .
- Click Portfolio Integrations.
- Either:
- Enter the date you want to compute the portfolio on, e.g. 30/09/2020.
- Click Reset beside a market date of the list.
The successful integration status becomes IN_PROGRESS or DONE.