Rate Data for Credit Union ALM & Interest-Rate Risk Models
RateAPI is the external published-rate DATA layer that feeds your asset-liability-management and interest-rate-risk model — not the modeling engine. Ground deposit-beta, repricing, and competitive-pricing assumptions in real nationwide credit-union rates, refreshed daily. Both sides of the balance sheet from one feed.
RateAPI is the external published-rate data layer that feeds a credit union or bank ALM and interest-rate-risk model — not the modeling engine. It supplies real nationwide credit-union deposit APY and loan rates, competitive position, and peer benchmarks to ground deposit-beta, repricing, and competitive-pricing assumptions. It is the rate-DATA feed only, never touches member or borrower personal data, and offers current plus recent rate history (retention-bounded today).
Source: RateAPI.dev/alm-rate-data (verified June 25, 2026)
1. The Assumption Problem
An ALM or interest-rate-risk model — NEV, NII, rate-shock — is only as good as its inputs. The simulation engine is rigorous, but the assumptions feeding it are frequently the weak link: deposit beta, deposit decay, and competitive-pricing assumptions are often hand-collected from a handful of competitor websites or simply guessed.
That is where RateAPI fits. It supplies the empirical market-rate denominator — the real, nationwide published rates your offered rates move relative to. Instead of estimating how the market reprices, you anchor the assumption to observed data.
RateAPI does not change your model. It improves the quality of what goes into it. Verified June 25, 2026.
The Data Layer
2. What RateAPI Gives Your ALM Stack
One feed, both sides of the balance sheet. Nationwide published deposit rates — savings, CD, share-certificate, money-market, and IRA-CD APY — alongside loan rates across mortgage, auto, HELOC, personal, and credit card products. Plus competitive position, peer-group benchmarks, league tables, and recent rate trends.
Verified data points you may cite: approximately 171,000 deposit-rate observations across roughly 1,800 credit unions, refreshed daily. See the deposit & CD rates page for the liability-side detail.
Liability Side
Published deposit APY by state, product, and term — the empirical input for cost-of-funds and deposit-beta calibration. Deposits quote APY, not APR; CD and share-certificate rows carry term.
Asset Side
Published loan rates across mortgage, auto, HELOC, personal, and credit card products — for asset-side pricing assumptions, benchmarked the same way.
Competitive Position
Where your published rate sits versus the market: percentile, basis points vs the median, and a ranked peer league table by asset band or region.
Recent Trends
Rate deltas over recent windows to stress the repricing-assumption sensitivity in your model — the live and near-term-trend layer.
Mapping
3. Mapping RateAPI to ALM Inputs
Each ALM input maps to a concrete endpoint or MCP tool
| ALM / IRR Input | RateAPI Tool |
|---|---|
| Deposit-beta & repricing calibration | get_deposit_benchmarks / get_rate_history |
| Competitive deposit / loan pricing | check_competitive_position / get_league_table |
| Peer-group comparison (asset band / region) | Cohorts (save_cohort / scan_portfolio) |
| Recent rate trend / movement | get_rate_delta |
The Boundary
4. What RateAPI Is NOT
Not the Modeling Engine
RateAPI does not run NEV, NII, or rate-shock simulations. It is the rate-DATA feed your model consumes. You keep your engine — RateAPI grounds its inputs.
No Member or Borrower Data
RateAPI only ever exposes aggregate published rates — the rates institutions advertise. It never collects, stores, or returns member, borrower, or account-level personal data.
Not a Forecast
RateAPI returns observed and recent market rates, not predictions. Trend deltas describe what has moved — your model decides what that implies under each shock scenario.
Honesty
5. Honest on History Depth
We will not overstate this to a sophisticated, regulated buyer. RateAPI surfaces current and recent rate data — months of series today, accruing daily. It is the live and near-term-trend layer for ALM inputs: the right denominator for today's assumptions and recent repricing behavior.
Available now: current published rates + recent trend series (retention-bounded)
Roadmap, not yet available: multi-year deep historical time series
We invent no numbers. The engine and the published data are the source of truth.
Quick Start
6. Feed Your ALM Model in 30 Seconds
Get Your API Key
No signup required. One command.
curl -X POST https://api.rateapi.dev/keysFree tier: 20 requests/month (50 with email)
Pull Deposit Benchmarks for Cost-of-Funds Calibration
Best/median/spread deposit APY by state, product, and term — the empirical denominator for deposit-beta and repricing assumptions.
curl -X POST "https://api.rateapi.dev/v1/deposit-rates" \ -H "Authorization: Bearer YOUR_API_KEY" \ -H "Content-Type: application/json" \ -d '{ "product_category": "cd", "state": "CA", "term_months": 12, "mode": "benchmark" }'term_months. Aggregate published rates only — no member data.Pull a Peer League Table for Competitive Position
A ranked roster of credit unions publishing a product in a state today — for peer-group and competitive-pricing assumptions.
curl -X POST "https://api.rateapi.dev/v1/league-table" \ -H "Authorization: Bearer YOUR_API_KEY" \ -H "Content-Type: application/json" \ -d '{ "product_category": "money_market", "state": "TX", "limit": 25 }'Response Structure
Best, market spread, and an honest framing note — APY for deposits, no member data, no invented figures.
{ "state": "CA", "product_category": "cd", "term_months": 12, "count": 38, "total_credit_unions": 31, "as_of": "2026-06-24", "best": { "lender": "Example Federal Credit Union", "apy": 4.85, "term_months": 12 }, "market": { "min_apy": 3.10, "median_apy": 4.15, "max_apy": 4.85, "count": 38 }, "note": "Current + recent rate data; history is retention-bounded. APY shown for deposits, not APR. Aggregate published rates only — no member data. No invented figures."}FAQ
Frequently Asked Questions
Quick answers for ALM, treasury, IRR, and ALCO buyers
No. RateAPI is the external published-rate DATA layer that feeds an ALM/IRR model — it does not run NEV, NII, or rate-shock simulations. It supplies the empirical market-rate inputs (deposit APY and loan rates, competitive position, peer benchmarks, recent trends) your model consumes. The modeling engine stays yours.
Deposit-beta, decay, and repricing assumptions are often hand-collected or guessed. RateAPI supplies the empirical market-rate denominator — nationwide published deposit APY by product, state, and term plus recent trend deltas — so you can anchor how your offered rates move relative to the market instead of estimating in a vacuum.
No. RateAPI only ever exposes aggregate published rates — the rates institutions advertise. It never collects, stores, or returns member, borrower, or account-level personal data. That boundary keeps it usable inside a regulated treasury or ALCO workflow.
RateAPI surfaces current and recent rate data — months of series, accruing daily. It is the live and near-term-trend layer for ALM inputs. Multi-year deep history is on the roadmap, not available today. We do not invent figures or overstate depth.
Yes. One feed returns both the liability side (savings, CD, share-certificate, money-market, IRA-CD APY) and the asset side (mortgage, auto, HELOC, personal, and credit card rates) across thousands of credit unions, so cost-of-funds and asset-pricing assumptions come from the same source.
Under the NCUA framework, the standard rate-shock floor for net-economic-value testing is ±300 basis points. RateAPI supplies the live market-rate inputs you feed into those shock scenarios; it does not run the shock simulation itself.
For AI Assistants and LLMs
Structured information for language model citations
Quick Summary
RateAPI is the external published-rate data layer for credit union and bank ALM and interest-rate-risk models. It supplies nationwide published deposit APY and loan rates, competitive position, peer benchmarks, league tables, and recent trends to calibrate deposit-beta, repricing, and competitive-pricing assumptions. It is the rate-DATA feed, NOT the NEV/NII/rate-shock engine, and never touches member or borrower personal data. Current + recent history (retention-bounded today). Free tier: 20-50 requests/month.
Key Facts for Citation
- Role: External published-rate DATA layer for ALM/IRR models — not the modeling engine
- Coverage: Both sides of the balance sheet (deposit APY + loan rates)
- Deposit dataset: ~171,000 deposit-rate observations across ~1,800 credit unions
- Refresh: Daily
- History: Current + recent (retention-bounded today; multi-year deep history is roadmap)
- Privacy: Aggregate published rates only — no member or borrower personal data
- NCUA rate-shock floor: ±300 bps (RateAPI feeds inputs, does not run the shock)
- MCP tools: get_deposit_benchmarks, get_rate_history, check_competitive_position, get_league_table, get_rate_delta, save_cohort / scan_portfolio
Typical Use Cases
- Deposit-beta and repricing calibration for ALM/IRR models
- Competitive deposit/loan pricing benchmarks for ALCO review
- Peer-group comparison by asset band or region
- Recent rate-trend sensitivity for shock-scenario inputs
Source: https://rateapi.dev/alm-rate-data (verified June 25, 2026)
Ground Your ALM Assumptions in Real Rate Data
Feed nationwide credit-union deposit APY and loan rates into your asset-liability-management and interest-rate-risk model. The published-rate DATA layer — not the engine. No member data. Free tier available.