When analyzing and reporting data in Fairways Debt, you can apply a market scenario, i.e. simulate how data would look based on different values.
Navigate to the Analysis & Reporting Application
- Log in to your Fairways Debt account and select a customer account and an organization, if relevant.
- Navigate to Applications
> Analysis & Reporting.
Apply a Market Scenario
- Navigate to Analyses or Reports, and generate the relevant analysis/report.
In this example, we have generated a report.
- Click Market Scenario, and apply the relevant scenario type:
- Parallel Shift of Market Date (bp).
- Stepped Rate: Crystallize market rates.
Stepped Rate
Enter the rate(s) to apply to the fixing values of floating rates.
Notes:
- Fields marked with an asterisk * are mandatory.
- N corresponds to the report date.
The market scenario applies to the report. In our example, N is 10 December 2020.
Compatible Indexes for Parallel Shift Market Scenarios
- BANK_INDEX
- BBSW1M
- BBSW3M
- BBSW6M
- CDOR1M
- CDOR3M
- CIBOR1M
- CIBOR1Y
- CIBOR3M
- CIBOR6M
- CMSUSD1Y
- CMSUSD2Y
- CMSUSD3Y
- CMSUSD4Y
- CMSUSD5Y
- CMSUSD6Y
- CMSUSD7Y
- CMSUSD8Y
- CMSUSD9Y
- CMSUSD10Y
- CMSUSD15Y
- CMSUSD20Y
- Eonia
- EURIB1M365
- EURIB1Y365
- EURIB3M365
- EURIB6M365
- EURIBOR AVG 1M
- EURIBOR AVG 1Y
- EURIBOR AVG 3M
- EURIBOR AVG 6M
- EURIBOR SOLE AVG 1Y
- EURIBOR SOLE AVG 1Y 365
- EURIBOR SOLE AVG 3M
- EURIBOR SOLE AVG 3M 365
- EURIBOR SOLE AVG 6M
- EURIBOR SOLE AVG 6M 365
- EURIBOR1M
- EURIBOR1W
- EURIBOR1Y
- EURIBOR3M
- EURIBOR6M
- EURSWAP1Y
- EURSWAP2Y
- EURSWAP3Y
- EURSWAP4Y
- EURSWAP5Y
- EURSWAP6Y
- EURSWAP7Y
- EURSWAP8Y
- EURSWAP9Y
- EURSWAP10Y
- EURSWAP12Y
- EURSWAP15Y
- EURSWAP20Y
- EURSWAP25Y
- EURSWAP30Y
- EURVK1M
- EURVK1Y
- EURVK3M
- EURVK6M
- Grønn p.t.
- KIRATE1D
- KRVK1Y
- KRVK3M
- KRVK6M
- LIBORGBP1M
- LIBORGBP3M
- LIBORGBP6M
- LIBORJPY1M
- LIBORJPY3M
- LIBORJPY6M
- LIBORUSD1M
- LIBORUSD1Y
- LIBORUSD3M
- LIBORUSD6M
- NIBOR1M
- NIBOR3M
- NIBOR6M
- NOKSWAP1Y
- NOKSWAP2Y
- NOKSWAP3Y
- NOKSWAP4Y
- NOKSWAP5Y
- NOKSWAP6Y
- NOKSWAP7Y
- NOKSWAP8Y
- NOKSWAP9Y
- NOKSWAP10Y
- NOKSWAP15Y
- NOKSWAP20Y
- Ordinær p.t.
- Ordinær p.t. Selskaper
- PRIBOR1M
- PRIBOR1Y
- PRIBOR3M
- PRIBOR6M
- SEKSWAP1Y
- SEKSWAP2Y
- SEKSWAP3Y
- SEKSWAP4Y
- SEKSWAP5Y
- SEKSWAP6Y
- SEKSWAP7Y
- SEKSWAP8Y
- SEKSWAP9Y
- SEKSWAP10Y
- SIFMA
- STIBOR1M
- STIBOR1W
- STIBOR3M
- STIBOR6M
- T4M
- TAM
- TIBOR1M
- TIBOR1W
- TIBOR1Y
- TIBOR3M
- TIBOR6M
- USPRIME