Contents
1. Preface
1.1 Introduction
1.2 Audience
1.3 Documentation Accessibility
1.4 Organization
1.5 Glossary of Icons
1.6 Related Documents
2. An Overview of the Money Market Module
2.1 The Product Definition Facility
2.1.1 Automatic Processing Features
2.1.2 Settling Money Market Deals
2.1.3 Rolling Over Deals
2.1.4 Tracking and Retrieval of Information
3. Defining the Attributes of a Money Market Product
3.1 Money Market (MM) Product Definition
3.1.1 Invoking Money Market (MM) Product Definition Screen
3.1.2 Preferences Button
3.1.3 Maintaining Rollover Details
3.1.4 Specifying Component Schedule Details
3.1.5 Prioritizing the Liquidation of Components
3.1.6 Specifying Grace Days to Penalty
4. Processing an MM Deal
4.1 Capturing Deal Details
4.1.1 Features of the Contract Details screen
4.1.2 Entering Deal Details
4.1.3 Schedules Tab
4.1.4 Rollover Tab
4.1.5 Preferences Tab
4.1.6 Modifying a Placement or a Borrowing
4.1.7 Viewing Money Market Contract Details
4.2 Financial Details that can be Changed
4.3 Viewing the Other Details of a Deal
4.4 Advices for Deal Initiation
4.5 Viewing Event Details
4.6 Viewing Accounting Entries for Deal Initiation
4.7 Viewing the Different Versions of a Deal
4.8 Initiating a Future Value Dated Deal
4.8.1 Initiating Future Dated MM deals Manually
4.9 MM Confirmation Rule Maintenance
4.9.1 Invoking MM Confirmation Rule Maintenance Screen
4.9.2 Viewing MM Confirmation Rule Maintenance Details
4.9.3 Processing MM Confirmation Message Intraday Batch
4.10 MM Confirmation Message Matching
4.10.1 Invoking MM Confirmation Message Matching Screen
4.10.2 View Match Details Button
4.10.3 Contract Button
4.10.4 View Message Button
4.10.5 Viewing MM Confirmation Message Matching Details
4.10.6 Processing Manual Match of the Messages
4.11 MM Affirmation Input
4.11.1 Invoking MM Affirmation Input Screen
4.12 Authorizing a Contract
4.13 Multilevel Authorization of a Contract
4.14 Authorizing Bulk MM contracts
4.14.1 Authorizing the Deals
4.14.2 Viewing the Errors
4.14.3 Viewing the Settlement Details
4.14.4 Viewing the Details of the Deal
4.15 Reassigning a Contract to Another User
4.16 Amending Money Market Transactions
4.16.1 Authorizing Money Market Contracts
4.17 MM Settlement Exception
4.17.1 Processing MM Settlement Exception
5. Processing Repayments
5.1 Defining Schedules for a Product
5.2 Product Schedule Preference Details
5.2.1 Setting Product Schedule Preferences
5.2.2 Mode of Liquidation
5.2.3 Liquidating Back Valued Schedules During Initiation
5.2.4 Specifying the Payment Method
5.2.5 Indicating the Schedule Type
5.3 Features of the Product Default Schedules Screen
5.4 Defining Repayment Schedules
5.5 Setting Deal Schedule Preferences
5.6 Specifying the Contract Preferences
5.6.1 Liquidating Back Valued Schedules
5.6.2 When the Repayment Schedule Date is a Holiday
5.6.3 Moving Schedules Forward or Backward
5.6.4 Moving Schedule Dates Across the Month
5.6.5 Specifying the Holiday Currency
5.6.6 Specifying the Mode of Liquidation
5.6.7 Cascading Schedules
5.7 Revision and Repayment Schedules
5.7.1 Interest Rate Revision Schedule
5.7.2 Specifying the Rate Revision Frequency
5.7.3 Specifying the Rate Revision Dates
5.7.4 Repayment Schedule
5.7.5 Interest Repayment Schedules as Different from Rate Revision Schedules
5.7.6 Specifying Schedules for a Deal with a Fixed Interest Rate
5.8 Redefining Schedules
5.8.1 Authorizing a Redefined Schedule
5.9 Viewing Schedule Details
5.10 Viewing Revision Schedule Details
5.11 Making Manual Payments
5.11.1 Input of Manual Payments
5.11.2 Paying Tax
5.11.3 Using the Settlements Screen
5.12 Deleting Manual Payments
5.13 Reversing Manual Payments
5.13.1 Saving and Authorizing Manual Payments
6. Making Interest Rate Changes
6.1 Navigating to the schedule definition screen
6.1.1 Changing the maturity date
6.1.2 Making Changes in the Credit Line
6.1.3 Making changes in interest
6.2 Settlement instructions
6.3 Deleting Value Dated Changes
6.4 Uploading the Contracts for Amendment
6.4.1 Reversing and Rebooking Contracts
6.5 Authorization of Changes
7. Rolling Over a Deal
7.1 Specifying Rollover for a Product
7.1.1 Mode of Rollover (Manual or Automatic)
7.1.2 Impact of Liquidation Mode on Rollover
7.2 Specifying Contract Rollover Details
7.2.1 Special Rollover Amount
7.2.2 Rolling over a Contract Manually
7.2.3 Specifying the Maturity Details
7.3 Processing of Rolled over MM Contract
7.4 Rolling over a Deal Manually
7.5 Advices for a Rolled Over Deal
7.6 Authorizing a Manual Rollover
8. Automatic Processing
8.1 Automatic Events in the Lifecycle of a Deal
8.1.1 Beginning of Day Processes
8.1.2 End of Day Processes
8.2 Specifying Branch Parameters
8.3 Initiating the Automatic Contract Update Function
8.3.1 Processing During Beginning of Day
8.3.2 Processing During End of Day
8.3.3 Processing for Holidays
8.4 Initiating a Future Value Dated Deal
8.5 Processing an Automatic Repayment
8.5.1 Advices Generated for a Repayment
8.6 Automatic Rollover of a Deal
8.6.1 Advices for Rollover
8.6.2 Automatic Status Changes
8.6.3 Automatic Status Change
8.6.4 Advices to be Generated for a Status Change
8.7 Accrual of ICCF Components
8.7.1 Contents of the Accrual Control Journal
8.8 Interest Rate Revision on a Deal
8.9 Value Dated Changes
8.9.1 Advices Generated for Value Dated Changes
9. Customer Correspondence
9.1 Advices
9.1.1 Confirmation Advices
9.1.2 Rollover Advice for a Placement
9.1.3 Rollover Advice for a Borrowing
9.1.4 Initiation Advice for a Borrowing
9.1.5 Initiation Advice for a Placement
9.2 Advices Generated during Contract Confirmation
9.3 Advice Generated for the Roll-over of a Placement
9.4 Advice Generated for the Roll-over of a Borrowing
9.5 Advice Generated for the Initiation of a Borrowing
9.6 Advice Generated for the Initiation of a Placement
9.7 Payment Messages
9.8 Deal Confirmation Matching
10. Annexure A - Accounting Entries and Advices for the MM Module
10.1 Accounting entries for Money Market
10.2 MM Events
10.3 Amount Tags
10.4 Accounting Roles
10.4.1 List I – Acct Roles for a Placement Product
10.4.2 List II – Acct Roles for a Borrowing Product
10.5 Event-wise Accounting Entries and Advices
10.5.1 MM Placement with True Discounted Interest
10.5.2 MM Borrowing with Fixed Discounted Interest
10.5.3 MM Placement – Fixed Bearing Interest
10.5.4 REVN: Rate Revision
10.5.5 MM Borrowing with Fixed Bearing Interest
10.6 Entries for contracts liquidated with Previous Year Adjustment option
11. Reports in Money Market Module
11.1 MM Brokerage Details
11.1.1 Report Options
11.1.2 Contents of the Report
11.2 MM Broker Confirmation Pending Report
11.2.1 Contents of the Report
11.3 MM Counterparty Confirmation Pending
11.3.1 Contents of the Report
11.4 Overdue Schedules Report
11.4.1 Contents of the Report
11.5 Maturity Report
11.5.1 Contents of the Report
12. Function ID Glossary