10. Annexure A

10.1 Events, Advices and Accounting Entries

When you create products for borrower facility, tranche or draw down contracts, you must maintain the following accounting roles and amount tags:

Borrower Facility Product

	Dr / Cr		Event		Accounting Role		Amount Tag
	Dr		ADCH		CUSTOMER		adhoc_fee_component_ADCH
	Cr		ADCH		adhoc_fee_componentINC		adhoc_fee_component_ADCH

This chapter contains the following sections:

• Section 10.1.1, "Events for borrower facility products"
• Section 10.1.2, "Participant facility, tranche or draw down product"
• Section 10.1.3, "List of events available for Loan Syndication modules"

10.1.1 Events for borrower facility products

• ADBK: Triggered when ad-hoc fee schedules are maintained for a contract that uses the product
• ADNT: Triggered when an ad-hoc fee notice is sent to the customer
• ADCH: Triggered when ad-hoc fees are liquidated for a facility contract that uses the product
• RADC: Triggered when the liquidation of an ad-hoc fee in respect of a facility contract that uses the product, is reversed

 

Borrower Tranche or Draw Down Product

	Event		Dr/Cr		Accounting Role		Amount Tag
	DSBR		Dr		SYN_POOL		PRINCIPAL
	DSBR		Cr		CR_SETTL_BRIDGE		PRINCIPAL
	MLIQ		Dr		DR_SETTL_BRIDGE		PRINCIPAL_LIQD
	MLIQ		Cr		SYN_POOL		PRINCIPAL_LIQD
	MLIQ		Dr		DR_SETTL_BRIDGE		<interest_component>_LIQD
	MLIQ		Cr		SYN_POOL		<interest_component>_LIQD
	ADCH		Dr		DR_SETTL_BRIDGE		<adhoc_fee_component>_ADCH
	ADCH		Cr		SYN_POOL		<adhoc_fee_component>_ADCH
	ROLL		Dr		DR_SETTL_BRIDGE		PRINCIPAL_LIQD
	ROLL		Cr		SYN_POOL		PRINCIPAL_LIQD
	ROLL		Dr		DR_SETTL_BRIDGE		<interest_component>_LIQD
	ROLL		Cr		SYN_POOL		<interest_component>_LIQD
	ROLL		Dr		SROL_SUSPENSE		PRINCIPAL_ROLL
	ROLL		Cr		SYN_POOL		PRINCIPAL_ROLL
	ROLL		Cr		SYN_POOL		<interest_component>_ROLL
	ROLL		Dr		SROL_SUSPENSE		<interest_component>_ROLL
	ROBK		Dr		SYN_POOL		PRINCIPAL
	ROBK		Cr		SROL_SUSPENSE		PRINCIPAL

For automatic liquidation products the following entries should be maintained:

	Event		Dr/Cr		Accounting Role		Amount Tag
	ALIQ		Dr		DR_SETTL_BRIDGE		PRINCIPAL_LIQD
	ALIQ		Cr		SYN_POOL		PRINCIPAL_LIQD
	ALIQ		Dr		DR_SETTL_BRIDGE		<interest_component>_LIQD
	ALIQ		Cr		SYN_POOL		<interest_component>_LIQD

These following accounting entries are specific to tranche product:

BOOK

	Accounting Role		Amount Tag		Dr./Cr. Indicator
	ASSETGL		PRINCIPAL_FWD		Debit
	ASSETOFF		PRINCIPAL_FWD		Credit

LINK

	Accounting Role		Amount Tag		Dr./Cr. Indicator
	ASSETGL		COMMUTIL_INCR		Credit
	ASSETOFF		COMMUTIL_INCR		Debit

DLNK

	Accounting Role		Amount Tag		Dr./Cr. Indicator
	ASSETGL		COMMUTIL_DECR		Debit
	ASSETOFF		COMMUTIL_DECR		Credit

10.1.1.1 Events for borrower tranche or draw down products

• ADBK: This event will be triggered when ad-hoc charge schedules are maintained for a contract.
• ADCH: This event will be triggered when ad-hoc charge is liquidated for a contract.
• RADC: This event will be triggered when ad-hoc charge liquidation is reversed for a contract
• ROBK - This event will be triggered when a rollover is booked.
• ROSL – This event will fire in the parent loan when a split rollover takes place. This will not have any underlying accounting entry.
• ROCL – This event will fire in all the underlying loans of the consolidated rollover when consolidation takes place. This will not have any underlying accounting entry

Reversal of Consolidated/Split Rollover will result in:

• REVV event in the parent contract(s)
• REVC contract in child contract(s)

The following events are available for generation of advices:

• DNOT: You can associate the Drawdown Notice Advice (MT643) for this event.
• EXFX: You can associate the Exchange Rate Fixing Advice (MT644) for this event.
• IRFX: You can associate the Interest Rate Fixing Advice (MT644) for this event.
• ADNT: You can associate the Fee Liquidation Notice (MT645) for this event. You are allowed to define Fee Notice Advice for this event.
• MLIQ/ALIQ: You can associate the Principal or Interest Payment (MT646) for this event.

10.1.2 Participant facility, tranche or draw down product

	Dr / Cr		Event		Accounting Role		Amount Tag
	Dr		INIT		CUSTOMER		PRINCIPAL
	Cr		INIT		SYN_POOL		PRINCIPAL
	Dr		LIQD		SYN_POOL		PRINCIPAL_LIQD
	Cr		LIQD		CUSTOMER		PRINCIPAL_LIQD
	Dr		LIQD		SYN_POOL		iccf_component_LIQD
	Cr		LIQD		CUSTOMER		iccf_component_LIQD
	Dr		ROLL		SYN_POOL		PRINCIPAL_LIQD
	Cr		ROLL		CUSTOMER		PRINCIPAL_LIQD
	Dr		ROLL		SYN_POOL		iccf_component_LIQD
	Cr		ROLL		CUSTOMER		iccf_component_LIQD
	Dr		ADCH		SYN_POOL		adhoc_fee_component_ADCH
	Cr		ADCH		CUSTOMER		adhoc_fee_component_ADCH
	Dr		RNDP		SYN_POOL		PRINCIPAL
	Cr		RNDP		SYN_RNDINC		PRINCIPAL
	Dr		RNDP		SYN_POOL		PRINCIPAL_LIQD
	Cr		RNDP		SYN_RNDINC		PRINCIPAL_LIQD
	Dr		RNDP		SYN_POOL		PRINCIPAL_ADDL
	Cr		RNDP		SYN_RNDINC		PRINCIPAL_ADDL
	Dr		RNDP		SYN_POOL		Iccf_component_LIQD
	Cr		RNDP		SYN_RNDINC		Iccf_component_LIQD
	Dr		RNDP		SYN_POOL		Adhoc_fee_component_ADCH
	Cr		RNDP		SYN_RNDINC		Adhoc_fee_component_ADCH
	Dr		RNDL		SYN_RNDEXP		PRINCIPAL
	Cr		RNDL		SYN_POOL		PRINCIPAL
	Dr		RNDL		SYN_RNDEXP		PRINCIPAL_LIQD
	Cr		RNDL		SYN_POOL		PRINCIPAL_LIQD
	Dr		RNDL		SYN_RNDEXP		PRINCIPAL_ADDL
	Cr		RNDL		SYN_POOL		PRINCIPAL_ADDL
	Dr		RNDL		SYN_RNDEXP		iccf_component_LIQD
	Cr		RNDL		SYN_POOL		iccf_component_LIQD
	Dr		RNDL		SYN_RNDEXP		adhoc_fee_component_ADCH
	Cr		RNDL		SYN_RNDPOOL		adhoc_fee_component_ADCH
	Dr		MRGP		SYN_POOL		iccf_component_LIQD
	Cr		MRGP		iccf_componentMIN		iccf_component_LIQD
	Dr		MRGP		SYN_POOL		adhoc_fee_component_ADCH
	Cr		MRGP		adhoc_fee_compo­nentMIN		adhoc_fee_component_ADCH
	Dr		ROLL		DR_SETTL_BRIDGE		PRINCIPAL_LIQD
	Cr		ROLL		SYN_POOL		PRINCIPAL_LIQD
	Dr		ROLL		DR_SETTL_BRIDGE		<interest_component>_LIQD
	Cr		ROLL		<Interest_compo­nent>REC		<interest_component>_LIQD
	Dr		ROLL		SROL_SUSPENSE		PRINCIPAL_ROLL
	Cr		ROLL		SYN_POOL		PRINCIPAL_ROLL
	Dr		ROLL		SROL_SUSPENSE		interest_component_ROLL
	Cr		ROLL		<Interest_compo­nent>REC		interest_component_ROLL
	Dr		ROBK		SYN_POOL		PRINCIPAL
	Cr		ROBK		SROL_SUSPENSE		PRINCIPAL
	Dr		DSBR		SYN_POOL		PRINCIPAL
	Cr		DSBR		CR_SETTL_BRIDGE		PRINCIPAL

10.1.2.1 Events for participant facility, tranche or draw down contracts

The following events are available for definition of accounting entries and advices, all being propagated when the same event is triggered in respect of the related borrower side contract, unless mentioned otherwise.

• BOOK
• CAMD
• EXFX
• ADBK
• ADNT
• ADCH
• INIT
• IRFX
• LIQD
• NOTC
• PRAM
• REVP
• REVC
• SGEN
• MRGP: Triggered whenever an interest, fee or ad-hoc fee amount is disbursed to the participant and there is a skim margin profit associated with the disbursement. You must associate the skim margin amount tags as part of this event.
• RNDP: Triggered on the rounding participant contract, whenever the amount collected from the borrower for a component is more than the amount disbursed to the participants because of rounding differences.
• RNDL: Triggered on the rounding participant contract, whenever the amount collected from the borrower for a component is less than the amount disbursed to the participants because of rounding differences.

10.1.2.2 Advices for participant tranche or draw down products

The following advices are available:

• Contract Booking or Renewal (MT643): You can set up this advice to be generated as part of the DNOT event.
• Interest Rate Fixing or Exchange Rate Fixing (MT644): You can set up these advices to be generated as part of the EXFX and IRFX events respectively.
• Fee Liquidation (MT645): You can set up this advice to be generated as part of the ADNT event.
• Principal or Interest Payment (MT646): You can set up this advice to be generated as part of the LIQD events.

10.1.3 List of events available for Loan Syndication modules

The following table lists the details of all events in Loan Syndication modules, with the appropriate propagation type for each:

	Event Code		Event Description		Propagation Type
	ADBK		Adhoc Fee Booking		Not Required
	ADNT		Adhoc Fee Notice Generation		Required
	ADCH		Ad-hoc Charge Liquidation		Required
	BOOK		Contract Booking		Required
	CAMD		Contract Amendment		Required
	DLNK		Release of Linkage to Loan		Not required
	DNOT		Drawdown Notice Generation		Required
	EXFX		Exchange Rate Fixing		Required
	INIT		Contract Initiation		Required
	IRFX		Interest Rate Fixing		Required
	LINK		Linkage to Loan		Not required
	LIQD		Liquidation		Required
	NOTC		Billing Notice Generation		Required
	PRAM		Participant Amendment		Required
	RADC		Adhoc Fee Reversal		Required
	REAS		Reassign User		Not required
	RESD		Reversal of Residual Accrual		Not required
	REVC		Contract Reversal		Required
	REVN		Rate Revision		Required
	REVP		Reversal of Payment		Required
	ROBK		Rollover Booking		Required
	ROLL		Rollover of Contract		Required
	SGEN		Settlement Message Generation		Required
	VAMB		Value Dated Amendment Booking		Required
	VAMI		Value Dated Amendment Initiation		Required
	INOT		Interest Rate Notice Generation		Required
	ENOT		Exchange Rate Notice		Required
	ROCL		Consol Rollover of Contract		Required
	ROSL		Split Rollover of Contract		Required