Tag: Market Rates

How To Replace The H15 Screen For Bank Management

Goodbye H.15 / H15 Market rates

Yesterday, many banks realized that the Federal Reserve Board of Governors’ H.15 website was no longer going to be the source for daily interest rates and indices.  For decades, the “H15” screen was ubiquitous in banking and was the definitive place to get Libor/Eurodollar, Prime, Treasury, swap, mortgage and bond levels on a daily basis. Banks used these rates to price loans and deposits as well as to feed various models to include asset-liability (ALM), loan pricing, relationship profitability and funds transfer pricing (FTP) calculations.

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