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:

• “Events for borrower facility products” on page 1
• “Participant facility, tranche or draw down product” on page 4
• “List of events available for Loan Syndication modules” on page 6

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