File Formats

One primary input to our A/L BENCHMARKS model is the bank's quarterly call report. While we can download this data from the public FFIEC site, we would rather obtain the data file directly from the bank. This avoids the typical two or three day delay from when the report is filed to when it is available for public download.

The file we need is the "FFIEC Transmission File". It is generated by the same software used to file the call report every quarter with the FFIEC. It usually has the file extension of ".XBRL", ".XML", or "xTRN", although that can vary.

Creating this file with your software should be pretty straightforward, check your vendor's documentation.

Here are some older (pre-2016) instructions for generating the file using various vendors. The instructions may be out-of-date for some packages, but it can give you the general idea of how to create the file.

CallReporter or “CR Premier” from Fidelity

1) Choose “CDR” from the toolbar at the top of the screen.
2) Choose “Create XBRL Transmission file”
3) Save the file using the suggested name. The file is typically named
“InstDoc_yyyy_mm_dd_nnnnnn.xml” where the nnnnnn is your bank's Fed RSSD number.

Call Report Pro from Jack Henry

1) Choose “File | Save As” from the main menu
2) In the drop-down input box labeled “Save as type” change the type to “XBRL”
3) Save the file using the suggested name. The file is typically named
"000nnnnnnn_mmyy.XTRN" where the nnnnnn is your bank's Fed RSSD number.

EasyCALL from DBI Financial

1) Once you’ve filed your call report with the CDR, the program saves a copy of the transmission file in a folder on your hard-drive. The folder name is usually something like “C:\EasyCALL”. The file is typically named "000nnnnnnn_mmyy.XTRN" where the nnnnnn is your bank's Fed RSSD number.

SmartCall from FedReporter Inc.

1) Select the “Schedules” tab
2) Click on the “Tools” button and then from the menu that appears choose “Import/Export”
3) Check “I would like to EXPORT my SmartCall data” - make sure the file type is set to “FFIEC XBRL Instance Document (.XML or .XBRL)”
4) Click the “Browse” button to indicate the folder where you are going to store the data
5) Finally click the “Begin Export” button at the bottom of the window.
6) The file is typically named “Rssd999999_mmmYYYY.xml” where 999999 is your bank’s Fed RSSD number.
e.g. “Rssd123456_Dec2011.xml”

If your software vendor is not listed here, the process for creating the file is probably quite similar. Please contact us and let us know if you are having difficulty creating the file. We’ll try and walk you through the process.

Here is our suggested investment data download file format (PDF File here). The data file should be a comma separated values (CSV) file or a flat formatted text file.

Required Data

Most of the data fields are required. If certain data items are not applicable for a given CUSIP the field may be left blank; we cannot use the investment data file without all required information. If certain data items are not available, please contact us to discuss alternatives. The field order of the data is not critical (i.e. fields can be in any order), but all required fields must be included. If your data file is in a slightly different format, please be sure to forward to us a file layout description. We prefer data files to be in CSV (comma separated values) format.

Reconciling data to the Call Report (Schedule RC-B)

The purpose of fields #3 and/or #4 is to match each investment in the file to a specific line on Call Report Schedule RC-B. Instead of providing a call report line identifier you may provide a security classification code or something similar. If you provide us with such a code you will need to also provide a cross-reference table, for example:

100 = RC-B Line 1, US Treasuries
230 = RC-B Line 3, State & Munis
410 = RC-B Line 4.a.1, GNMA
etc.

For variable rate securities:

Variable rate investment records must have valid data in fields "Reset Frequency", "Next Reset Date", "1st Index for Var Rate", "Margin for Var Rate". Even if these investments are currently at their floor or cap. These investments still may adjust depending on what interest rate stress-test is performed. Please provide a cross-reference table for field, "1st Index for Variable Rate", for example:

5 = Prime
1YRCMT = 1-Year Treas
COFI = 11th Dist COF
etc.

Please contact us with any questions you have about creating an detail investment file.

Here is our suggested loan data download file format (PDF File here). The data file should be a comma separated values (CSV) file or a flat formatted text file.

Required Data

Most of the data fields are required. If certain data items are not applicable for a given loan the field may be left blank; we cannot use the investment data file without all required information. If certain data items are not available, please contact us to discuss alternatives. The field order of the data is not critical (i.e. fields can be in any order), but all required fields must be included. If your data file is in a slightly different format, please be sure to forward to us a file layout description. We prefer data files to be in CSV (comma separated values) format.

Reconciling data to the Call Report (Schedule RC-C)

The purpose of fields #2 and/or #3 is to match each investment in the file to a specific line on Call Report Schedule RC-C. Instead of providing a call report line identifier you may provide a loan purpose, class code, collateral code, or something similar. If you provide us with such a code you will need to also provide a cross-reference table, for example:

100 = RC-C Line 4, Commercial & Industrial Loans230 = RC-C Line 3, Ag Loans410 = RC-C Line 1.c.1 Real-Estate: Open Lines of Credit (HELOC)etc.

For variable rate securities:

Variable rate loan records must have valid data in fields "Rate Change Freq", "Next Rate Chg Date", "Reprice Index Code", "Margin Spread". Even if these loans are currently at their floor or cap. These loans still may adjust depending on what interest rate stress-test is performed. Please provide a cross-reference table for field, "Reprice Index Code", for example:

5 = Prime1YRCMT = 1-Year Treas. etc.

Please contact us with any questions you have about creating an detail loan file.

Using the regulatory ALERT data file

As an alternative, you can send us the standard regulatory ALERT data file, although we don't recommend it for two important reasons. First, this file may contain sensitive customer information (like Names and ID numbers.) - we don't require any PII in our modeling process, nor do we want you to send it to us. Second, the specification is missing certain fields for variable rate loans that could be important, like Loan Next Reprice Date, and Loan Rate Floor. If you want to send us this file please contact us to make special arrangements.

Here is our suggested CD data download file format (PDF File here). The data file should be a comma separated values (CSV) file or a flat formatted text file.