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VRDB Outstanding Par

Per-obligor tracker

Paste CUSIPs to pull current outstanding par from EMMA. Auto-groups by obligor (conduit obligor preferred, issuer otherwise) with per-CUSIP fetch history and per-obligor Excel export.

VRDB Rate History

Interactive lookup

Query EMMA for historical VRDO reset rates by CUSIP. Saves to portal for future lookup with summary stats, sortable history, and Excel export.

Trade Access

Manage per-trade access

Control which Evercrest users can see and edit each trade. Toggle internal visibility, grant read or read+write access to specific users, and apply changes per-trade, in bulk, or by client.

Select a client from the left to view or edit its valuation configuration.

View Data Files →

Valuation Date

Market Data

Swaps

— swaps included

Total notional: —

Bank Credit Ratings

— banks included

—

Client Credit Ratings

#	Label	Moody's	S&P	Fitch	Actions

VRDB Resets

Median Monthly Wght Avg:

Group medians by Obligor When on, the Obligor column is editable and each median only looks at that obligor's bonds.

	CUSIP	Series Name	Tax Status	Obligor	Actions

Short-Term Rates

Historical window:

Median Monthly Wght Avg:

Long-Term Rates

Historical window:

Par Swap Rates

Mid-market par fixed rates for spot-starting swaps at each valuation date: effective two business days after the valuation date, bullet notional, no cancellation.

MTM Sensitivity

None Portfolio aggregate Per-swap

CVA Adjustment

None Yes — Select Swaps

VRDB Outstanding Par

CUSIPs to include in the valuation statement's outstanding par sheet. Par values are pulled as of the valuation date.

	CUSIP	Description	Obligor	Facility	Provider	Expiration	Remarketing Agent

Data Files

Welcome back,

Accrual Workbench

Manage swap accruals and payment notifications

Document Vault

Store and manage counterparty documents

Bank Credit Monitor

Monitor counterparty credit risk and exposure

Settings Log Out

Valuation Date

Description	Trade ID	Counterparty	Notional	Fixed Rate	Floating Rate	Fixed Accrual	Floating Accrual	Net Payment	Pmt Date

Your account has a temporary password. Please set a new one to continue.

Create New User

First Name

Last Name

Email

Temporary Password

Client (optional)

User Accounts

User	Client	Role	Swap Portfolio	Last Login	Delivery	Actions

Allowed Email Domains

Recipients a client adds to Email Delivery, Rating Alerts or Ongoing Distribution must be on one of these domains. The derived domains come from the client's users' logins; only the extra domains are managed here. Existing recipients are never removed by this rule.

Client

Payment Notice Dry Run

Confirm payment date from to Download CSV

For every Accrual Workbench payment in the window: when Peter's rule (10/12/2026) would send the notice, the confirm payment date it would print, and what today's code does instead. Read only: nothing is written and no email is sent. Recipients are counts, never addresses.

Pays (confirm)	Trade	Period end (key)	Every rate in	Planned send	Today prints	Today's code	Final Rec.	Recipients admin / other

How to read it

Pays (confirm): the confirm payment date (business-day delays counted from the contractual period end; calendar-day delays added, then rolled), on the approved per-leg payment calendar.
Period end (key): the contractual period end, the new one-notice-per-trade-and-period key.
Every rate in: the day every rate input has published and been loaded. It assumes the post-freeze fixes: SIFMA's holiday-dated print found, a LIBOR-fallback fixing on a London-only day taking the prior SOFR day, a trigger swap waiting for both legs.
Planned send: the first 11 AM (admins, weekdays) and 12 PM (everyone) run on or after that day, never earlier than 10 New York business days before payment. "Once during period" users wait for their whole payment window.
Today's code: when today's notices would send, or why they drop it (a period end that passes before its last rate, SIFMA's holiday print, a LIBOR fallback on a London-only day, a trigger swap).
Final Rec.: one New York business day before the confirm date; skipped when the notice itself goes on the payment day.

Create a New User Account

First Name

Last Name

Email

Temporary PasswordUser will be prompted to change on first login

Trade Access

Client

Description

Trade ID

Internal access

Workbench

Shared with

Notes

Internal only. Notes never appear on statements, Communications or client exports. Only the author can edit a note, and edits are kept.

To edit, open this trade in the Pricer

Product Type

Select the type of hedge instrument

General Information

Read-only — edit trade definitions in the Pricer

Program / Separate Entity (Optional)

Description (Optional)

Trade ID (Optional)

Bank Counterparty

Effective Date

Maturity Date

Fixed Leg

Fixed Rate (%)

Payment Frequency

First Period End

Day Count Convention

Period End Adj.

Payment Date Adj.

Floating Leg

Index

Payment Frequency

First Period End

Day Count Convention

Fixing Lag / Lookback

Resetting Frequency

% of IndexEnter 65 to mean 65%

Fixed Spread (bps)

Apply % Before Compoundingi

Compounding / Averaging

Rate Cut-off DaysSOFR only — biz days before payment

Period End Adj.

Payment Date Adj.

Payment DelayDays after period end (Calendar rolls to next business day)

Business Days (Resets) Period & payment date adjustments

Business Days (Lookback) Fixing date / observation calendar

Adjust reset dates for business days i

Custom Weekly Rate Freeze? i

Trigger Condition

Condition Index

Operator

Threshold (%)

If Condition is TRUE

Index

Fixing Lag / Lookback

Resetting Frequency

% of Index

Fixed Spread (bps)

Compounding / Averaging

Rate Cut-off Days

Business Days (Lookback)

Custom Weekly Rate Freeze? i

If Condition is FALSE

Index

Fixing Lag / Lookback

Resetting Frequency

% of Index

Fixed Spread (bps)

Compounding / Averaging

Rate Cut-off Days

Business Days (Lookback)

Custom Weekly Rate Freeze? i

Notional Schedule

Paste from Excel (tab-separated) or enter manually

#	Start	End	Notional

Fixed Leg

Floating Leg

Net Payments

Start	End	Pay Date	Rate %	DCF	Accrual

Start	End	Pay Date	Index %	All-in %	DCF	Accrual

Pmt Date	Notional	Fixed Accrual	Floating Accrual	Net Payment

Notification Preferences

Choose how often you receive accrual notification emails

Frequency

Emails are sent to the recipients in your distribution list below.

Distribution List

Manage who receives accrual notification emails

No recipients added yet. Add an email address above to get started.

Included Swaps

Choose which swaps are included in notification emails

No swaps found. Create a swap first to configure email inclusion.

Preview & History

Preview your email template or view past notifications

No notifications have been sent yet.

Payment Notice Reconciliation

Inbox

Unmatched Queue

Name Mappings

Settings

Mail credential (Graph, sends as Team@)

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Certificate expiry

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The daily 7:05 AM ET check emails the job-monitor alert address from 30 days before the end date, then once a day until a new certificate is in place.

ICE disclaimer (under pricer blocks)

Senders

Mailbox	Name	Kind	Owner	Verified	Signature

A personal sender is a staff login; a shared sender (Team@) needs the user to have their own personal sender. Verify checks the mailbox exists and creates and deletes a test draft. The signature is captured from a .msg: send yourself an empty email with only your signature, save it from Outlook as .msg, and upload it here.

Contacts

show deactivated

Email	Name	Role	Source	Status

Queue

Nothing here yet

Communications is being built. Client emails composed from portal data, templates and the sent archive will appear here as each part lands.

Queue

Subject	Status	Audience	Owner	To	Created	Review reasons

Sent

Subject	Sent	To	How	Final vs built

New email

Subject

Audience

Send from Your own mailbox or a shared mailbox. Used for Outlook drafts; the internal Send always goes from Team@.

Blocks

Commentary

Include AI market commentary

Generated when you click Send, from the public data in this email plus a search limited to federalreserve.gov, newyorkfed.org, bls.gov, bea.gov and treasury.gov. Every number is checked; anything unmatched is marked yellow and the subject gets [REVIEW]. Preview does not generate it.

To (Evercrest staff only, comma-separated)

Recipients (the company's contacts)

Add or change contacts under Contacts. Every To and CC must be an active contact of this company.

Preview

Templates

Name	Audience	Version	Blocks	Updated

The Snapshot

12-chart market overview — one year of rates, ratios & spreads, printable

Interest Rate Scales

1–30 year term structure across all carried indices — copy or export to Excel

Advanced Charting

Ratios, spreads, overlays, scatter & curve comparisons across any indices — saveable

Latest Rates

Most recent published value (see date) and change from the prior observation

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Select a rate series from the left to view its history, chart, and statistics.

Advanced Charting

Shared

Series A

Weight% of A

Compare (Series B)

Weight% of B

Plot Series B on the right axis (overlay only)

Extra overlays

Normalize

Off Rebase=100 % change

Smoothing & bands

Moving average calendar days

±2σ bands, window obs

Tax-equivalent yield

Tax-adjust Series A % — A ÷ (1−tax)

Event markers

Curves (up to 4)

Tenors shown

to yrs

Family · as-of date · % of index. Blank date = latest curve; rows 2–4 use row 1's family unless you pick one. The % scales that curve (e.g. 68 for 68% of SOFR); leave it at 100 for the index itself. Tenors trim the x-axis — handy when one index runs to 50y and the rest stop at 30y.

Range

SOFR Daily

30-Day Avg SOFR

90-Day Avg SOFR

180-Day Avg SOFR

SOFR Fallback 1M

SOFR Fallback 3M

Fed Funds Daily

SIFMA Weekly

1M Term SOFR INTERNAL

LIBOR 1M Historical

LIBOR 3M Historical

From To

Latest—

High—

Low—

Average—

DATE	RATE (%)	CHANGE (bps)

Market Data Distribution List

By default, the primary user is already receiving emails. Add additional email addresses below.

No recipients added yet. Add an email address above to get started.

Preview & Send

Preview or manually send a market data email

No market data emails have been sent yet.

Counterparty Credit Ratings

Agency ratings for all monitored counterparties — Loading...

SHOW / HIDE COLUMNS

Moody's Counterparty Risk Assessment Senior Unsecured Issuer Rating

S&P Local Issuer Credit Rating

Fitch Derivative Counterparty Rating Senior Unsecured Issuer Default Rating

Rating type definitions ▼

Moody's

CRA — Long-Term Counterparty Risk Assessment: Moody’s opinion of the expected loss a counterparty would face in a derivative or other qualified financial contract if the obligor defaults. The CRA sits above the senior unsecured rating in Moody’s liability hierarchy because derivative counterparties benefit from certain legal protections. Denoted with a (cr) suffix (e.g. Aa2(cr)).

Sr Unsecured — Senior Unsecured Debt Rating: Moody’s opinion of the credit quality of the bank’s unsubordinated, unsecured debt obligations. This is the most widely referenced Moody’s benchmark for bank creditworthiness and reflects the likelihood of default and expected loss to holders of senior unsecured debt.

Issuer — Issuer Rating: Moody’s opinion of the ability of an entity to honor senior unsecured financial obligations and contracts. The Issuer Rating is an entity-level opinion and typically aligns closely with the Senior Unsecured rating, though it may differ when the issuer’s debt structure includes material secured or preferred obligations.

S&P

LT Local — Long-Term Local Currency Issuer Credit Rating: S&P’s forward-looking opinion of an obligor’s overall creditworthiness — its capacity and willingness to meet its financial commitments as they come due, denominated in local currency. This is S&P’s primary benchmark issuer-level rating and the most directly comparable to Moody’s and Fitch issuer ratings for swap counterparty purposes.

Fitch

DCR — Derivative Counterparty Rating: Fitch’s opinion of a bank’s ability to meet its payment obligations under covered derivative contracts on a timely basis. The DCR reflects the fact that derivative counterparties may benefit from protections such as super-seniority or segregation that place them above senior unsecured creditors in the liability waterfall. Denoted with a (dcr) suffix (e.g. AA(dcr)).

Sr Unsecured — Senior Unsecured Debt Rating: Fitch’s rating on the bank’s unsubordinated, unsecured financial obligations. This rating reflects the bank’s general creditworthiness and Fitch’s assessment of recovery expectations for senior creditors in a default scenario.

IDR — Long-Term Issuer Default Rating: Fitch’s primary issuer-level credit rating representing the relative vulnerability of an entity to default on its financial obligations. The IDR is Fitch’s headline rating and the one most commonly referenced in ISDA documentation, swap confirmations, and credit support annexes when specifying counterparty eligibility thresholds.

All Agencies

Outlook — A directional indicator of where a rating may move over the medium term (typically 12–24 months). Stable indicates no expected change. Positive suggests a possible upgrade. Negative suggests a possible downgrade. Watch/Review indicates a rating is under active consideration for a near-term change, typically triggered by a specific event.

NR — Not Rated. The entity does not have a rating from this agency for this particular rating type.

WD — Withdrawn Rating. The rating was previously assigned but has been withdrawn by the rating agency.

Preset Filters

The Changed indicator appears when a rating or outlook change was detected within the last 30 days. Click the button for details.

Entity	Moody's				S&P		Fitch
Entity	CRA	Sr Unsecured	Issuer	Outlook	Local ICR	Outlook	DCR	Sr Unsecured	IDR	Outlook

The counterparty ratings shown here are obtained from publicly available sources and are provided for general informational purposes only. They do not constitute investment advice, legal advice, or a recommendation, and should not be relied upon as the sole basis for any decision. Credit ratings are opinions of the relevant rating agency, may not reflect all risks, and may be revised, suspended, or withdrawn at any time. We do not represent or warrant that the information shown is current, accurate, complete, or timely. To ensure accuracy, please verify any current rating directly with the relevant rating agency.

Alert Distribution List

Manage who receives credit rating change alerts

No recipients added yet. Add an email address above to get started.

Alert Triggers

Configure which rating events trigger email alerts

Any rating change Any outlook change Downgrade only Negative outlook only

Monitored Counterparties

Choose which counterparties trigger email alerts on rating changes

In your swap portfolio Added manually

Moody's

Select an entity

S&P

Select an entity

Fitch

Select an entity

Rating Timeline

Change Log (since March 2016)

Date	Agency	Rating Type	Previous	New	Direction

Select an entity to view its rating history.

Needs you

Priority inbox arrives with M3 — ranked items needing a response, each with a reply draft waiting in Outlook.

Deals in flight

Deal	Stage	Next step	Target
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Radar from the trade database

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Select a deal from the tracker.

Ingestion Status

Graph webhooks + delta-sync fallback across scoped mailboxes

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Deals

Seeded and auto-created deal records with aliases

Seed from Trades Spreadsheet

Deal	Client	Dealer	Stage	Status	Source	Msgs		Aliases
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Recent Messages

Every processed message with its classification — spot-check here

Received	Mailbox	From	Subject	CRE?	Conf	Deal	Status	Actions	Why
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Scraper Health Dashboard

Self-healing scraper status and entity override management

Last Run: --

Total: --

Success: --

Recovered: --

Failed: --

Flagged: --

Entity	Agency	Status	Method	Search Term	Retries	Last Run	Action

Client

Select a client to view ISDA agreements.

Client Counterparty

Display Name	Trade	Counterparty	Type	Uploaded By	Date	Actions

Client

Display Name	Type	Counterparty	Uploaded By	Date	Actions

Client

Display Name	Uploaded By	Date	Actions

How linking works

Executed Swap Docs is the record. Nothing is copied: the portal stores a link to each file where it lives, keyed by the file's OneDrive id, so renames and moves inside the folder do not break it.

Pick a client below, then run the three steps in order: Link Executed Swap Docs matches the PDFs under Confirms to pricer trades by their <trade id> - prefix; Link ISDA documents registers each agreement from the Master, Schedule, CSA and amendment files at the top of the folder; Assign trades to ISDAs puts every trade under the agreement it was executed under. Confirmation Coverage at the bottom shows what is still missing. Naming conventions are in Executed Swap Docs/_README - Naming Convention.md.

Link Executed Swap Docs

Match the PDFs under each client's Confirms folder to pricer trades. Files are linked in place, never copied.

Company aliases (folder name, trade client name, ratings name)

Link ISDA documents

Register each client's ISDA agreements (one per program, date and bank) from the Master, Schedule, CSA and amendment files at the top of its folder. Uses the company selected above.

Assign trades to ISDAs

Match each pricer trade to the agreement it was executed under: the confirmation's own ISDA citation first, then the bank's single agreement, then the program named in the trade. Uses the company selected above.

Confirmation Coverage

Pricer trades by client: confirmed, unconfirmed, terminated. Flags mark trades whose documents and status disagree.

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Data Files

Welcome back,

Trade access

Edit history

Notes

Payment Notice Reconciliation

Coming Soon

Data Files

Welcome back,

Login Credentials

Change Password

Change Your Password

Trade access

Edit history

Notes

Payment Notice Reconciliation