CAP 132
| Category: | Treasury & market data |
| Business Goal: | BG-007 — Capital and liquidity managed in real time |
| System Domain: | SD06 — Snowflake Analytics & Risk Platform |
| Satisfying Module: | MOD-085 Market rates ingestion & normalisation |
| ADR: | ADR-039 |
Description¶
FX spot rates, FX forward curves (ON to 1Y), AUD and NZD swap/OIS interest rate curves (3M to 10Y), and daily benchmark rates (RBA OCR, RBNZ OCR, BBSW, BKBM) — all available as normalised Snowflake Dynamic Tables in the market.* schema, and as a Postgres spot record in SD04 for operational consumption by the payment path.
The normalisation layer is provider-agnostic: Marketplace providers can be swapped or supplemented by updating Dynamic Tables only, with no changes to consumers. BKBM is sourced via a direct NZFMA daily pull pending Marketplace availability.
Consumers¶
| Consumer | What they use |
|---|---|
| MOD-032 (LCR/NSFR) | market.swap_curve, market.benchmark_rates |
| MOD-034 (Stress testing) | All market.* curves |
| MOD-035 (IRRBB) | market.swap_curve, market.ois_curve |
| MOD-086 (FTP engine) | market.swap_curve, market.ois_curve |
| MOD-025 (FX rate lock) | payments.fx_rates (Postgres, written by write-back) |
| MOD-071 (Payment validation) | payments.fx_rates (Postgres) |
| SD06 ECL models | market.swap_curve for discount curves |