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Oracle Treasury User Guide
Release 12.1
Part Number E13426-04
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Balances, Positions, Rates, and Limits

Calculators

This section describes how to calculate the value of fixed rate securities and annuities and describes how to calculate the regular payment amount for annuities.

Annuities Calculator

The annuities calculator is a tool that you can use to determine the value of a loan or investment for your company. You use the annuities calculator to calculate the payment amounts that you must make to pay the balance of an annuity at a set time in the future. For example, you can use the annuities calculator to calculate the monthly payment amount for a 5-year, $10,000 mortgage at 10% interest.

Using the annuity calculator, you can determine whether or not you should enter into a new loan or investment; or you can compare the actual value of your existing loans and investments against their current value.

Calculating Annuity Payments

Use the Annuity Calculator window to calculate the amount of your annuity payments.

To calculate an annuity payment amount

  1. In the Annuity Calculator window, choose the Loan Repayment or Investment option.

  2. In the Start Amount field, enter the principal amount of the annuity.

  3. Enter a current, applicable interest rate for the annuity.

  4. Enter the start date and maturity date for the annuity.

  5. In the Payment Freq field, select how often you intend to make payments.

    The Payments per Year, Next Interest Date, Number of Years, and Total Payments field values are automatically calculated. Use these fields only for verification purposes.

  6. Choose the rounding rule that you want to use to calculate interest in the Interest Rounding field. The possible choices are: Nearest, Round Up, or Round Down.

  7. Save your work.

    The calculated annuity payment amount appears in the Payment Amount field in the Calculation Result region.

Calculating Annuity Starting Amounts

Use the Annuity Calculator window to calculate the starting amount of an annuity.

To calculate the start amount of an annuity

  1. In the Annuity Calculator window, choose the Loan Repayment or Investment option button.

  2. Leave the Start Amount field blank.

  3. In the Payment Amount field, enter a payment amount for the annuity.

  4. In the Interest Rate field, enter an interest rate for the annuity.

  5. Enter a start date and a maturity date for the annuity.

  6. Select a payment frequency for the annuity.

    The Payments per Year, Next Interest Date, Number of Years, and Total Payments field values are automatically calculated. Use the values in these fields for verification purposes only.

  7. Choose the rounding rule that you want to use to calculate interest in the Interest Rounding field. The possible choices are: Nearest, Round Up, or Round Down.

  8. Save your work.

    The calculated start amount appears in the Start Amount field in the Calculation Result region.

Fixed Income Securities Calculator

The fixed income securities calculator is a tool you can use to calculate the current value of a fixed income security.

Calculating the Value of Fixed Income Securities

Use the Fixed Income Securities Calculator window to calculate the current value of a fixed income security.

To calculate the current value of a fixed income security

  1. If you want to calculate the current value of a fixed income security that you have already entered in the Bond Issues window, in the Bond Issue field, select a bond issue code.

    The information for the specified bond issue automatically appears. For more on bond issues, see: Bond Issues.

  2. If you want to calculate the current value for a new fixed income security, leave the Bond Issue field blank and do the following:

  3. Enter one of the following values, and the other values are automatically calculated:

  4. Choose the day that you want to include when you calculate interest on the deal in the Interest Includes field. The possible choices are: First Day, Last Day, or Both Days.

    Note: If you select Both Days for Interest Includes, you cannot use the 30/360, 30E/360, or 30+/360 day count basis.

    At the bottom of the Fixed Income Securities Calculator window, several pieces of information also appear.

Bank Accounts

This section describes how to manage your account balances and interest rates, perform inter-account transfers, and reconcile your bank accounts.

Bank Account Balances

Use the Bank Account Interest Settlement window to view your bank account balances and to settle the interest accrued on your interest bearing bank accounts

Bank balances are collected from your company, intercompany group, and interest setoff bank accounts. These balances are used to calculate your cash position. See Cash Positioning in Oracle Cash Management.

Assigning Portfolios, Pricing Models and Limits to Bank Accounts

Before you can start working with bank balances in Treasury, you must assign a portfolio and a pricing model to each bank account. Portfolios are necessary for calculating interest on the bank account balance. Pricing models are used in the revaluation process. Limits are optional and used to calculate the limit utilization. Normally, you would complete this step during the company bank account setup. For more information on portfolios,, see: Portfolio Codes.

To assign portfolio, pricing model and limits to a bank accoun

  1. On the Cash Management Bank Account page, create or query an existing bank account. For more information, see Setting Up Company Bank Accounts

  2. Navigate to the Account Access page and choose Treasury Access Options..

  3. Select the Portfolio Code.

  4. Select the Pricing Model.

  5. Select Investment Limit Code and Funding Limit Code.

  6. Save your work.

Updating Day Count Basis, Basis, Interest Rounding and Interest Includes

Use the Cash Management’s Interest Rate Schedules to assign day count basis, basis, interest rounding and interest includes for a company or intercompany group bank account. For more information, see the Oracle Cash Management User Guide

Settling Bank Account Balance Accrued Interest

Use the Bank Account Interest Settlement window to settle accrued interest on a company or intercompany group bank account.

Prerequisites

To settle accrued interest on a bank account

  1. Navigate to the Find Bank Accounts window and complete the fields as needed to locate the bank account that you want to update. Choose the Find button. The Bank Account Interest Settlement window appears.

  2. Select the account you want and choose the Maintain Balances button. The Bank Account Balances window appears.

  3. In the Accrued Interest field, the total amount of accrued interest appears. You can override this calculated interest amount by entering a new interest amount. The System Interest field shows the accrued interest amount calculated by the system.

    Note: You can only override interest amounts if you have the appropriate user access levels. See: User Access Levels.

  4. If you want to settle the accrued interest, check the Settle check box. The amount of interest settled appears in the Settle Interest field

  5. Save your work.

Importing Bank Account Balances

In you need to enter bank balances frequently and the balance details are available in an electronic source such as a bank file or a third party application, you can do so using the Cash Management’s bank statement import functionality. See the Oracle Cash Management User Guide.

Entering or Updating Bank Account Interest Rates

Use the Cash Management’s Interest Rate Schedules to set up and maintain the interest rates for your company and intercompany group bank accounts. Using this page you can set up different rates for different account balances effective on different dates. For example, you can create credit and overdraft rates for each account. See the Oracle Cash Management User Guide.

Bank Statement Input

If in Cash Management you have defined bank accounts for use in Treasury, you can enter the bank statements for such bank accounts manually in Treasury

It is recommended that you import or enter manually bank statements for reconciliation in Cash Management, see "Bank Statement Import" in the Oracle Cash Management User Guide. However, if you want to reconcile the Retail Term Money deals, you will need to record bank statements in Treasury.

Entering Bank Statements Manually

Use the Manual Statement Input window to manually enter bank statement information. You can also use this window to enter a sub-statement for a transaction on your bank account. For example if your statement includes an employee loans item, you can create a sub-statement to break that item down into individual loan amounts, by employee.

You can only input one bank statement per date for each account number.

You can add information to or change a statement anytime before it is transferred for reconciliation. Once you transfer a statement for reconciliation you cannot make any further changes.

To enter a bank statement manually

  1. In the Source field of the Manual Statement Input window, select the bank account for which you are entering information. Values appear in the Account Name, Account Number, Currency, and Created By fields based on the account you selected and your user id.

  2. In the Value Date field, enter the date the statement was issued. The date in the Created Date field is the current system date.

  3. For each transaction on the statement, enter the transaction details as follows:

  4. Save your work. The total amount of debits and credits appears in the Trailer region of the window. This region also displays the total number of transactions in the statement.

Transferring Bank Statements

If you want to reconcile your bank statements in Treasury, you must run a concurrent request to transfer those bank statement.

To transfer a statement for reconciliation

  1. In the Manual Statement Input window, query the statement you want to transfer.

  2. Choose the Transfer File button. A concurrent process transfers your bank statements for reconciliation.

  3. If your bank statement transfer is unsuccessful you must correct the statement in the Manual Input Statement window and re-transfer it. Once a bank statement is successfully transferred you cannot make any further changes to it.

Viewing a Summary of Unsuccessfully Transferred Bank Statements

Use the Transfer Errors window to view a list of bank statements that were not transferred successfully.

To view a list of statements which were not transferred successfully

Viewing Bank Statements

Use the Manual Statement Input window to view the details for a bank statement. You can only view bank statements that have not yet been transferred for reconciliation.

To view the details for a bank statement

Bank Account Reconciliation

In general, all bank account reconciliation is done in Oracle Cash Management. For information on how to perform bank account reconciliation in Cash Management, see "Reconciliation" in the Oracle Cash Management User Guide.

However, at this time it is not possible to reconcile retail term money deals in Cash Management. Therefore, you must reconcile retail term money deals in Treasury. When you reconcile a retail term money deal, the transactions that make up the deal are updated to reflect the date they were settled and the principal and interest amounts are adjusted accordingly. Once you reconcile an amount for a retail term money transaction, you cannot reverse it.

Treasury reconciliation can be set up so that Bank account reconciliations in performed automatically, automatically with manual confirmation, or manually. For information on how to set up bank account reconciliations, see: Import Sources and Reconciliation.

Before you can begin to reconcile a bank account you must either enter the bank statements into Treasury and then you must transfer those bank statements. For more information on entering, importing and transferring bank statements, see: Bank Statement Input.

Reconciling Bank Statements Automatically

Use a concurrent process to reconcile your bank statements automatically.

Prerequisites

To reconcile a bank statement automatically

  1. In the Current Bank Account Balances window, select Requests from the View menu. The Find Requests window appears.

  2. Choose the Submit a New Request button. The Submit a New Request window appears.

  3. Select the Single Request option and choose OK. The Submit Request window appears.

  4. In the Name field, select Program - Bank Statement Reconciliation.

  5. Complete the program parameters as needed. Choose OK. The concurrent request reconciles your bank statements against your Treasury transactions.

Confirming Automatically Reconciled Bank Statements Manually

If you chose to perform automatic reconciliations with manual confirmation, you must confirm your automatically reconciled bank statements.

Prerequisites

To confirm an automatically reconciled bank statement manually

  1. In the Bank Statements window, select the record that you want to confirm. Choose the Confirm button.

  2. In the Find Confirmed window, complete the fields as needed to locate the bank statement that you want to confirm. The Reconciliation Process window appears.

  3. Save your work.

Reconciling Bank Statements Manually

Use the Manual Reconciliation window to manually reconcile your bank statements.

Prerequisites

To reconcile a bank statement manually

  1. In the Find Bank Statements window, complete the fields to identify the bank account for which you want to perform a reconciliation. Choose the Find button. The Bank Statements window appears.

  2. Select the bank statement that you want to reconcile and choose the Manual Reconciliation button. The Find Available window appears.

  3. Complete the fields to identify the transactions that you want to manually reconcile. The Manual Reconciliation window appears.

    Note: The Unreconciled Records area of the Manual Reconciliation window contains information from the bank statement. The Transaction Records area of the window contains information from Treasury.

  4. In the Unreconciled Records area, check the Sel field beside those records that you want to select for reconciliation. The reconciliation balance is shown at the bottom of the window.

  5. In the Transaction Records area of the window, check the Sel field beside those records that you want to reconcile against the selections you made in the Unreconciled Records area.

    Note: For retail term transactions, you can match only one transaction record against the records in the Unreconciled Records area.

  6. If your statement information does not reconcile, save your work and correct the unreconciled items. For more information, see: Reconciling Bank Statements Manually.

  7. When you finish reconciling all the records for this account, choose the Reconcile button.

Reviewing and Unreconciling Reconciled Items

Use the Reconciliation Process window to review reconciled items. You can also use this window to unreconcile any previously reconciled items. Note that you cannot unreconcile retail term money deal transactions.

Prerequisite

To review an automatic reconciliation

  1. In the Find Bank Statements window, complete the fields as needed to find the bank account that you want to review. The Bank Statements window appears.

  2. Choose the bank statement you want to review and choose the Reconciled button.

  3. In the Find Reconciled window, complete the fields as needed to find the statement that you want to review. The Reconciliation Process window appears.

  4. If you want to unreconcile an automatically reconciled item, in the Review Unreconciled Items region check the Unreconciled check box beside each item you want to unreconcile.

  5. Save your work.

Reconciling Unreconciled Items

Use the Manual Reconciliation window to reconcile any items that were not successfully reconciled during an automatic reconciliation.

Prerequisite

To reconcile unreconciled items

  1. Reconcile each unsuccessfully reconciled item manually. See: Reconciling Bank Statements Manually.

  2. If you cannot manually reconcile an item, enter an adjusting transaction as an exposure. See: Interest Rate Exposures.

  3. Save your work.

Viewing Reconciliation Import Sources

Use the Import Sources window to review bank statement import sources you defined for reconciliation purposes. The Import Sources window contains information about your import sources, reconciliation methods, reconciliation passes, and reconciliation matrixes.

To view your import source information

  1. In the Bank Statements window, choose the Review Source/Process button. The Import Sources window appears.

To correct errors in a bank statement

  1. In the Manual Statement Input window, query the bank statement you want to correct.

  2. Choose the Delete File button. The transaction details for this bank statement are deleted from the window.

  3. Re-enter the bank statement information. See: Entering Bank Statements Manually.

  4. Re-transfer the bank statement for reconciliation. See: Transferring Bank Statements.

Rates

This section describes how to enter and manage your current system and retail transaction rates.

Current System Rates

Current system rates are the market rates that Treasury uses to validate each deal. Every time you enter a deal, Treasury compares the deal rates against the current system rates to check whether or not the deal falls within your company's deal rate, interest rate, and foreign exchange rate policies. Treasury also uses current system rates as the default rates when you perform revaluations, and to calculate your total limit utilization.

Current system rates can be updated as frequently as you require and can be entered manually or using an electronic rate feed. The archive schedule for each rate determines how frequently the rate is updated. You can archive rates every time they are updated or at less frequent intervals.

Entering or Modifying Current System Rates

Use the Current System Rates window to enter or modify current system rates in Treasury. Treasury uses current system rates to determine if your deals comply with your company's deal rate tolerances and rate policies, and to calculate revaluations.

Current system rates can be any of the following: forward rates, interest rates, spot rates, or volatilities. Current system rates can also be bond prices or stock prices. For more information on rates, volatilities, bond prices, and stock prices see: Current System Rates.

You can enter current system rates manually using the Current System Rates window, or you can import rates into Treasury using an electronic data feed. For more information on importing rates into Treasury, see: XTR_MARKET_DATA_INTERFACE.

Note: To use an electronic data feed to import rates, you can either use the data exchange programs provided or create a script to import the rates from the feed source into the appropriate Treasury tables.

For each authorized currency, you must define a spot rate against the USD and at least one interest rate. Any other rates are optional.

Prerequisite

To enter a system rate

  1. In Ref Code field of the Current Rates tabbed region of the Current System Rates window, choose the reference code for the rate, volatility, or price. The description of the rate automatically appears in the Ref Description field.

  2. Define a period and term type for the rate. For example, "1 Month" for a 1-month interest rate or "2 FX Spot" for a 2 day spot rate.

  3. In the Base Currency field, select a currency for which you want to define the rate. If you are entering a spot or forward rate or an exchange rate volatility, this is the base currency for the rate.

    Note: You must record at least one spot rate for each currency against the USD.

  4. If you are entering a spot or forward rate or an exchange rate volatility, in the Contra Currency field, select a contra currency. If you are entering an interest rate, interest rate volatility rate, stock price, or a bond price, leave this field blank.

  5. In the Bid Price field, enter the bid price for the rate. The bid price holds the bid interest rate, currency rate, stock price, bond price, or volatility.

  6. In the Ask Price field, enter the ask price for the rate. The ask price holds the ask interest rate, currency rate, stock price, bond price, or volatility.

    Note: The difference between the bid price and the ask price for a currency combination is the price spread. The spread between a currency combination depends on two things: the risk associated with each currency, and the liquidity of the currencies in the combination. If you want to change the price spread between two currencies, you can edit the ask price at any time.

  7. In the Day Count Basis field, select the day count basis that you want to use. For more information on how each day count basis is calculated, see: Treasury Terms.

  8. Save your work.

Viewing Current System Rates

Use the Current System Rates window to view your current system rates.

To view a current system rate

Viewing Current and Archived Cross Rates

Use the Review Historic Rates window to view your current and archived cross rates.

To view current and historic cross rates

  1. In the Current Rate region of the Current System Rates window, choose the Cross Rates button. The Review Historic Rates window appears, listing all of the current and archived cross rates.

  2. Query the cross rate you want to view.

Viewing Current and Archived Spot Rates

Use the Review Historic Rates window to view your current and archived spot rates.

To view current and historic spot rates

  1. In the Current Rate region of the Current System Rates window, select the spot rate for which you want to view the current and archived rates. Choose the Spot Rates button. The Review Historic Rates window appears listing all of the current and archived spot rates.

Viewing Current and Archived Interest Rates and Volatility Rates

Use the Review Historic Rates window to view your current and archived interest rates and volatility rates.

To view current and historic interest rates and volatility rates

Retail Transaction Rates

Retail Transaction Rates are the default interest rates used for retail term money deals. For each retail transaction rate you set up, you must specify the deal type, subtype, product type, amount, term, and effective date to which you want to apply the rate.

Use the Retail Transaction Rates window to enter or update retail transaction rates for your existing deals. You can apply the updated rate on either the effective date for the rate or the next rollover date for the deal.

Entering Retail Transaction Rates

Use the Retail Transaction Rates window to enter new retail transaction rates.

To enter a product rate

  1. In the Retail Transaction Rates window, select a deal subtype and product type for the rate.

  2. If you want to add a new rate, place your cursor in a blank row. If you want to update an existing rate, select the rate.

  3. In the Curr field, select a currency for the rate.

  4. In the Effective Date field, enter the date on which you want the rate to become effective.

  5. In the Minimum Amount field, enter the minimum amount to which you want to apply the rate. In the Maximum Amount field, enter the maximum amount to which you want to apply the rate.

  6. If you want to establish two rates for the same amount range, in the term field enter a unique term for the rate.

  7. Enter either the interest rate or the interest period and margin for the rate.

  8. Choose the Update Transaction Rates button. The Update Transaction Rates window appears.

  9. If you want the rate to become effective on the next rollover date, check the Effective on Next Rollover check box. If you do not check this, the rate will be applied to all deals as of the Effective Date.

  10. If you want to keep the principal and interest amounts constant for your existing deals, check the Keep PI Constant check box.

  11. Choose the Submit Request button. A concurrent request enters your retail transaction rates.

Printing Confirmation Letters for Updated Retail Transaction

When you change a retail transaction rate, you can send the parties with whom you conduct retail term money deals a confirmation letter outlining the details of the rate change. Use the Retail Transaction Rates window to print the confirmation letters for rate changes. For more information on confirmation letters for retail term money deals, see: Printing Confirmation Letters for Retail Term Money Deals.

Prerequisite

To print a confirmation letter for an updated product rate

  1. In the Retail Transaction Rates window, select the rate for which you want to print a confirmation letter. Choose the Print Letters button. The Print Confirmation Letters window appears.

  2. Select the rate for which you want to print a confirmation letter. Choose Submit to launch the concurrent process and print the confirmation letter.

Positions

This section describes how to view your company positions.

Average Rates

The View Average Rates window displays the following information:

The information on this window is grouped by deal type and subtype currency combination.

Viewing Average Rates

Use the View Average Rates window to review your average rates for any period by deal type and by party.

To view your average rate position

  1. In the Find Average Rates window, complete the fields as needed to locate the average rates you want. Choose the Find button. The View Average Rates window appears.

  2. If you want to view detailed information for a particular rate, select the rate and choose the Deal Details button. The View Deal Details window appears.

  3. If you want to view a different set of average rates, choose the Requery button.

Interest Rate Exposures

You can view your interest rate exposures as a split between your physical deals and derivatives as well as a split between your fixed interest and floating interest rates. In addition, you can compare your actual fixed and floating positions to your interest rate policies and variances from the Interest Rate Policy window, see: Interest Rate Policy.

Viewing Interest Rate Exposures

Use the View Interest Rate Exposures window to view your interest rate exposures for a specified company, portfolio, currency, or any combination of these three criteria.

To view interest rate exposure information

  1. In the Calculation Criteria region of the View Interest Rate Exposures window, select a company whose interest rate exposures you want to view.

  2. If you want to view the interest rate exposures for a particular portfolio, in the Portfolio field select a portfolio.

  3. If you want to view the interest rate exposures for a particular currency, in the Currency field select a currency.

  4. If you want to view your interest rate exposures grouped by type, check the Group By Types check box.

  5. If you want to include inter-company deals, check the Include Inter-company check box.

  6. In the Rate Details region, insert your cursor. The interest rate exposure information for the calculation criteria you specified appears.

  7. Choose the Policy/ Variances tabbed region to view information on your policies and variances. For more information on policies and variances, see: Interest Rate Policy.

  8. If you want to submit this as an interest rate exposure report, choose the Submit Report button. A concurrent process submits your report.

Viewing Interest Rate Schedules

Use the View Funding/Investment Schedule window to view your interest rate schedules.

To view interest rate schedules

  1. In the View Interest Rate Exposures window, select the View Schedules button. The View Funding/Investment Schedule window appears.

  2. Indicate which schedules you want to view by completing the fields in the Selection Criteria region of the window.

  3. In the Schedule Summary region of the window, insert your cursor in a field. Your interest rate schedule information appears.

  4. If you want to view all of the deals for a particular deal type, select a deal type and choose the View Deal Type Summary button. The View Deal Type Summary window appears.

  5. If you want to view the balances for particular bank account, select a bank account. Choose the View Account Balance button. The View Transaction Details window appears.

Viewing Interest Rate Maturity Profiles

Use the View Maturity Profile window to view the maturity profiles for your interest rates.

To view interest rate maturity profiles

  1. In the View Interest Rate Exposures window, select a deal type.

  2. Choose the View Maturities button. The View Maturity Profile window appears.

  3. If you want to view the maturity profiles for the default period, choose the Default Period option. If you want to view the maturities for the period you defined in the Interest Rate Policy window, choose the User Period option. For more information see: Interest Rate Policy.

  4. If you want to view a description of your maturities instead of the period, in the Interest Rate Exposure Period section of the View Maturity Profile window select Description.

Liquidity

You can view your liquidity position and identify the total amount of your readily available funds from your available limit facilities, cash, bank overdrafts, and sellable securities. If your limit structure permits, you can also use this window to view the amount of available facilities for which your company has a commitment to provide.

Important: To view accurate liquidity results, you must apply your limits accurately to every deal at deal input. For example, an accurate funding limits liquidity value depends on you applying a funding limit to every funding deal. Also, if you input a deal without applying a limit, your liquidity results will not take that deal into account and therefore, be incorrect.

Viewing Liquidity Positions

Use the View Limits Liquidity window to view your liquidity position.

To view your liquidity position

  1. In the View Limits Liquidity window, select the company for which you want to view liquidity information. Your limit facilities for the selected company appear.

    Note: Only fund and invest limit categories are available. Overdraft or foreign exchange limit categories are not available. See: Limit Types.

  2. If you want to include a limit in your liquidity position, check the Select Limit check box next to each limit that you want to include.

  3. Choose the Start Process button. Your liquidity position is automatically calculated and appears in the Liquidity Summary region of the window. Also, depending on which deals and limits are included in your liquidity position, the following buttons may appear: Liquidity Details, Investment Details, and Security Details.

    The Committed Investment Limits field in the Liquidity Summary region contains the sum of available limits that you selected to include in the liquidity position.

Viewing Liquidity Details

Use the Liquidity Details window to view the details of your liquidity position.

To view liquidity details

  1. View your liquidity position. See: Viewing Liquidity Positions.

  2. In the View Limits Liquidity window, choose the Liquidity Details button. The Liquidity Details window appears. The Liquidity Details window contains a summary of your total available funding, your total bank account balance for your company accounts, and your total short term money investments.

  3. If you want to view the parties associated with a limit, in the Available Funding area of the window select the limit you want to view and choose the Funding Details button. The Investment Details window appears, showing the availability of each limit by counterparty.

  4. In the Overdraft and Short Term Money region of the Liquidity Details window, you can view your balances, transfers, and total liquidity.

  5. If you want to view your bank account details by bank code, currency, and account number, choose the Account Details button.

  6. If you want to view a list of all short term money invested, choose the Short Term Money Details button.

Viewing Investment Details

Use the Investment Details window to view your total commitment for investment deals.

To view investment details

  1. View your liquidity position. See: Viewing Liquidity Positions.

  2. In the View Limits Liquidity window, choose the Investment Details button. The Investment Details window appears.

  3. If you want to view the deal details for a specific investment limit, select the limit and choose the Investment Details button. The Limit Details window appears, listing all of your investment deals and the limit utilization for each deal.

Viewing Security Details

Use the Sellable Securities window to view a list of securities that you own and calculate the realize value of those securities.

To view a list of securities that you own

  1. View your liquidity position. See: Viewing Liquidity Positions.

  2. In the View Limits Liquidity window, choose the Securities Details button. The Sellable Securities window appears.

  3. If you want to calculate the current amount realized for a deal, select the deal and then choose the Calculator button. The Negotiable Securities Calculator window appears.

  4. In the Interest Rate field, enter the current interest rate for the deal. The realized value for the security appears in the Realized Value field.

Currency

You can view your company position for your authorized currencies. The Currency Position window lists each currency combination, the number of transactions for each combination, and the total value of those transactions for your base and contra currencies.

Viewing Currency Positions

Use the Currency Position window to view your company position by currency.

To view your currency position

  1. In the Currency Position window, select the company whose currency position you want to view.

  2. In the Amount Unit field, enter the unit measurement that you want to use to view your currency position.

  3. In the As of Date field, enter the date to which you want to view your currency position.

  4. Choose the Query button. The currency position information for the selected company appears.

    The currency combinations displayed are the combinations that you defined in the Currency Details window. For more information of defining currency combinations, see: Currency Details.

    The currency combinations are displayed in order of importance, as defined in the Currency Details window, and then alphabetically.

    Monitored currency combinations appear in bold. For each monitored currency combination you can see the amount of base currency and the amount of contra currency that your company holds.

  5. If you want to monitor a currency combination, place your cursor in the currency field and choose the Monitor button. If you want to stop monitoring a currency combination, place your cursor in the monitored currency field and choose the Unmonitor button.

  6. If you want to view more currency combinations, choose the More Combinations button. Once you select the More Combinations button, you cannot view the earlier currency combinations. To view the earlier currency combinations you must repopulate the Currency Details window by choosing the Query button.

Net Transaction Summary

Use the Net Transaction Positions window to review your transaction positions, as of the current system date.

You can drill down through a summary of transactions by deal type to obtain the following types of information:

Viewing Net Transaction Summaries

Use the Net Transaction Positions window to review your net position for all treasury deals.

To view your net transaction position

  1. In the Find Transaction Positions window, complete the fields as needed to locate the positions you want to view. Choose the Find button. The View Net Transaction Positions window appears, listing position information by deal type.

  2. If you want to view a deal type row broken down by counterparty, select the deal type and choose the Net Positions button. The Net Transaction Positions window appears.

Limit Utilization and Excesses

This section describes how to view information about your limits, limit utilization, limit excesses, and limits notifications.

For more information on limits, see: Limits.

Viewing Limit Utilization

Use the View Limit Utilizations window to view a list of your limits, the amount that your deals have utilized and the amount that is still available. For each limit utilization, you can view a list of the individual deals that are used to calculate the limit utilization amount. You can also use this window to view the details of any deals that caused you to exceed a limit.

Important: To ensure that your limit utilization information is accurate, you must consistently apply limits to your deals. If you do not apply limits to your deals, those deals will not be calculated as part of your limit utilization.

Prerequisite

To view limit utilization

  1. In the Settlement Limits From field of the View Limit Utilizations window, enter the earliest date for which you want to view your limit utilizations.

    Note: The Settlement Limits From date must be equal to or later than the current system date.

  2. In the To field, enter the latest date for which you want to view your limit utilizations.

  3. In a blank row, query the limit utilizations that you want to view. The list of limits that match the type, settlement date range, and other criteria you specified appear.

    The following selected information is displayed for each limit.

  4. To view the deal details for a specific limit, select the limit and insert your cursor in the Deal Num field of the Limit Details region. A list of deals used to calculate the specified limit utilization amount appears. If the value in the Available field is negative and red, you exceed the limit.

  5. To view the deal details for an exceeded limit, select the exceeded limit and choose the View Excesses button. The View Limit Exceptions window appears. See: Viewing Limit Excesses.

Viewing Limit Excesses

If your deals have a combined value that is greater than the available amount of a limit, you have exceeded that limit. Use the View Limit Exceptions window to view a list of the limits you have exceeded and the deals which caused you to exceed them.

Important: To ensure that your limit excess information is accurate, you must consistently apply limits to your deals. If you do not apply limits to your deals, those deals will not be calculated and included in your limit excess amounts.

Prerequisite

To view a limit exception

Viewing Limits Notifications

You can optionally receive automated notifications when you exceed established limits. Based on your notification preferences, you can receive an e-mail notification that informs you of a limit breach. You will receive a single e-mail that lists all the limits exceeded by a particular deal. You can also view your limit excesses directly from a worklist.

Prerequisites

To view a worklist limits notification

  1. In the Notifications Worklist window, you can view a list of notifications that require an action.

    Important: If you selected a notification preference that generates an e-mail notification in HTML format, you might be able to take action directly from your e-mail viewer. If you selected a notification preference that sends a plain text e-mail or summary e-mail, you must view the notifications and take action from the Notifications Worklist.

  2. Click on each subject hyperlink to drill down to the Notification Details.