1. Preface
1.1 Introduction
This manual is designed to help you maintain and process Derivative
instruments in Oracle FLEXCUBE. It also assists you in handling all the
necessary activities in the life-cycle of a derivative once it is booked.
This includes the generation of messages and reports, the accrual and
liquidation of interest components, the application of charges and taxes
and so on.
You can further obtain information specific to a particular field
by placing the cursor on the relevant field and striking <F1> on
the keyboard.
1.2 Audience
This manual is intended for the Customer Service Representatives (CSRs)
and staff in charge of setting up new products in your bank.
1.3 Documentation Accessibility
For
information about Oracle's commitment to accessibility, visit the Oracle
Accessibility Program website at http://www.oracle.com/pls/topic/lookup?ctx=acc&id=docacc.
1.4 Acronyms and Abbreviations
The following are some of the acronyms and abbreviations you are likely
to find in the manual:
| Acronym |
| Abbreviation |
| DV |
| Derivatives |
| FRA |
| Forward Rate Agreements. |
| CCS |
| Cross Currency Swaps. |
| IRS |
| Interest Rate Swaps. |
| MA |
| Master Agreement. |
| SWIFT |
| Society for Worldwide
Inter-bank Financial Telecommunication. |
| ISDA |
| International Swaps and
Derivatives Association. |
| EOD |
| End of Day |
| BOD |
| Beginning of Day |
1.5 Organization
This manual is organized as follows:
| Chapter |
| Description |
| Chapter 1 |
| About this Manual gives
information on the intended audience. It also lists the various chapters
covered in this User Manual. |
| Chapter 2 |
| Derivatives - An Overview
is a snapshot of the features that the module provides. |
| Chapter 3 |
| General Maintenance for
the derivative module deals with the maintenance of basic information
that needs to be set up before the Derivatives module becomes operational.
|
| Chapter 4 |
| Defining Attributes Specific
to Derivative Products describes the procedure to define attributes specific
to derivative products. |
| Chapter 5 |
| Processing a Derivative
Contract lists and explains the details of a derivative that should be
captured. It also explains how to associate a DV product with a
DV contract. |
| Chapter 6 |
| Batch Processing documents
the Beginning and End of Day functions that are processed by the system. |
| Chapter 7 |
| Error messages for Derivatives
lists the error messages that you encounter while working with Oracle
FLEXCUBE. |
| Chapter 8 |
| Reports provide a list
of reports that can be generated in this module and also explains their
contents. |
| Chapter 9 |
| Annexure A - Accounting
Entries and Advices contains an event-wise list of suggested accounting
entries and advices for the Derivatives module |
| Chapter 10 |
| Function ID Glossary has
alphabetical listing of Function/Screen ID's used in the module with
page references for quick navigation. |
. |
1.6 Related Documents
- The Procedures User Manual
- The Messaging System User Manual
- The Central Liability User Manual
1.6.1 Glossary of Icons
This User Manual may refer to all or some of the following icons:
| Icons |
| Function |
| |
| Exit |
| |
| Add row |
| |
| Delete row |
| |
| Option List |