14. Appendix A – Events, Advices and Accounting Entries

This chapter contains information about events, advices, and accounting entries for Loan Syndication Products.

This chapter contains the following sections:

Section 14.1, "Events, Advices and Accounting Entries"
Section 14.2, "Event-wise Accounting Entries and Advices"
Section 14.3, "Accounting Entries for BPMT / PPMT"
Section 14.4, "Accounting Entries for Late Payment Charges"
Section 14.5, "Accounting Entries for FATCA"
Section 14.6, "Error Codes"

14.1 Events, Advices and Accounting Entries

When you create products for borrower facility, tranche or drawdown contracts, you must maintain the events and event-wise accounting entries and advices. The following section of this chapter gives you a list of probable events applicable for each product type and the related accounting entries and advices.

14.1.1 List of Events

The following table lists the events that can take place during the lifecycle of a syndication contract. The appropriate propagation type for each event is also mentioned:

Event Code	Event Description	Propagation Type
BOOK	Booking of Contract	Required
INIT	Contract Initiation	Required
LIQD	Liquidation	Required
FLIQ	Fee Liquidation	Required
CROL	Consol Rollover	Required
CAMD	Contract Amendment	Required
CANC	Cancellation of Reduction Schedules	Required
DLNK	Release of Linkage to Loan	Not Required
DNOT	Drawdown Notice Generation	Required
EXFX	Exchange Rate Fixing	Required
ENOT	Exchange Rate Fixing Notice	Required
IRFX	Interest Rate Fixing	Required
LINK	Linkage to Loan	Not Required
NOTC	Billing Notice Generation	Required
PRAM	Participant Amendment	Required
ROLL	Rollover of Contract	Required
VAMB	Value Dated Amendment Booking	Required
VAMI	Value Dated Amendment Initiation	Required
INOT	Interest Rate Notice Generation	Required
ENOT	Exchange Rate Notice	Required
FACR	Fee Accrual	Not Required
IRAM	Interest Rate Amendment	Required
ERAM	Exchange Rate Amendment	Required
RNDP	Rounding Profit	Required
RNDL	Rounding Loss	Required
PRLQ	Liquidation of a payable/receivable component of a tranche/DD.	Required
RVPR	Reversal of a payable/receivable component of a tranche/DD.	Required
MRFX	Fixing/Pickup of New Margin Rate	Required
EXPY	Expiry of Tranche Availability	Required
CASC	Change in the ‘Cascade Participation’ attribute of a tranche.	Required
SPTB	Split Re-price Booking at parent contract	Required
SPTI	Split Re-price Initiation at parent contract	Required
SPIX	Split Re-price Interest Rate Fixing at parent contract	Required
SPEX	Split Re-price Exchange Rate Fixing at parent contract	Required
SPNT	Split Re-price Notice at parent contract	Required
SPTR	Split Re-price reversal at parent contract	Required
MRGB	Merger Reprice booking at parent contract	Required
MRGI	Merger Reprice Initiation at parent contract	Required
MRLQ	Merger Liquidation at child contract	Required
MRGR	Merge re-price reversal at parent contract	Required
RNET	Rollover of a contract with rollover netting option	Required
RMNT	Payment message in case of rollover netting	Required
COAM	Collateral Percentage Amendment	Not Required
SPWV	Special Penalty Waiver
RSPW	Reversal of Special Penalty Waiver

14.1.2 Amount Tags

The amount tags listed below are hard coded in ORACLE FLEXCUBE:

Sl No	Amount Tag	Description
1	USERINPUT	User Input Amount
2	COMMUTIL_DECR	Commitment Amount Reinstated
3	COMMUTIL_INCR	Commitment Amount Utilized
4	DDCOUNT	Drawdown Count
5	OUTSTANDING	Outstanding Amount
6	PRINCIPAL	Principal Amount
7	PRINCIPAL_ADDL	Additional Principal
8	PRINCIPAL_DECR	Decrease in principal on amendment
9	PRINCIPAL_FWD	Forward takedown amount
10	PRINCIPAL_INCR	Increase in principal on amendment
11	PRINCIPAL_LIQD	Principal Amount Liquidated
12	PRINCIPAL_PAY	PRINCIPAL - Payable Amount
13	PRINCIPAL_REC	PRINCIPAL- Receivable Amount
14	PRINCIPAL_ROIN	Principal Amount for rolled over new contract
15	PRINCIPAL_ROLL	Principal Amount Rolled over
16	TRANCHE-CURRENT-LIMIT	Tranche Current Limit
17	UNUTIL	Un-Utilized Amount
18	UTILIZED	Utilized Amount
19	COMPONENT_AMOT	Component Amortization
20	COMPONENT_SPLT	Component Split
21	ISSUER1_LCOS to ISSUER10_LCOS	Issuance LC Outstanding
22	COMMERCIAL_LCOS	Commercial LC Outstanding
23	STANDBY_LCOS	Stand By LC Outstanding
24	NETAMNT_PAY	Net amount Payable
25	NETAMNT_RECV	Net amount Receivable

14.1.3 Accounting Roles

A list of sample accounting roles and role type is listed below:

Accounting Role	Description	Role Type
CONASSETGL	Commitment GL	Contingent Asset
CONASSETOFF	Offset for Commitments	Contingent Liability
F-TAX1_EXP	Tax expense role for F-TAX1	Expense
F-TAX1_PAD	Tax paid in adv role for F-TAX1	Asset
F-TAX1_PAY	Tax payable role for F-TAX1	Liability
F-TAX2_EXP	Tax expense role for F-TAX2	Expense
F-TAX2_PAD	Tax paid in adv role for F-TAX2	Asset
F-TAX2_PAY	Tax payable role for F-TAX2	Liability
FWDASSETGL	GL for Future Dated loans	Contingent Asset
SYN_POOL	Syndication Pool	Asset

Accounting Role	Description	Role Type
SYN_RNDEXP	Syndication Rounding Expense	Expense
SYN_RNDINC	Syndication Rounding Income	Income
SYN_POOL	Syndication Pool	Asset
ASSETGL	Asset GL for Loans	Asset
CONLIABGL	Borrowing Line GL	Contingent Liability
FWDASSETGL	GL for Future Dated Loans	Contingent Asset
LOANS_SYND_POOL	Loans syndication pool	Asset
ROLL_WASH	Roll wash for rollover	Income
FAS91_SPLIT	FAS91 Fee to be Recognized split	Income
SUSPENSE_GL	Rollover netting suspense GL	Income
CUSTOMER	Customer Settlement Account	Expense

Note

In the accounting roles listed above the suffixes stand for:

EXP - Expense
PAD - Paid in Advance
PAY - Payable
INC - Income

14.2 Event-wise Accounting Entries and Advices

The following sections list the suggested accounting entries and advices for each of the events in the life-cycle of a syndication contract. Samples of events, accounting entries, and advices have been given for the following types of syndication products:

Borrower Facility Product
Borrower Tranche Product
Borrower Drawdown Product
Participant Facility Product
Participant Tranche Product
Participant Drawdown Product

14.2.1 Borrower Facility Product

The possible events and event-wise accounting entries and advices for a borrower facility product is tabulated below.

14.2.1.1 Events to be Associated with Borrower Facility Products

The following events are applicable to Borrower Facility Products:

Event	Description
BOOK	Triggered when a facility contract is Booked
FLIQ	Triggered when fees are liquidated for a facility contract that uses the product
CAMD	Triggered when a facility contract is amended
FACR	Triggered when fees accrual entries are passed, based on the Accrual parameters defined at the product level.
NOTC	Triggered when a billing notice is generated for the facility
SGEN	Triggered on ‘Settlement Days’ (maintained in the ‘Currency Definition’) before the schedule payment date.

14.2.1.2 Event-wise Accounting Entries for Borrower Facility Products

The possible accounting entries for the various events are given below:

BOOK

Accounting Entries not applicable for this event

CAMD

Accounting Entries not applicable for this event

FACR

Accounting Role	Amount Tag	Dr / Cr
FEE-ADVRIA	COMPONENT_ACCR	Dr
FEE-ADVINC	COMPONENT_ACCR	Cr
FEE-ARRREC	COMPONENT_ACCR	Dr
FEE-ARRINC	COMPONENT_ACCR	Cr

FLIQ

Accounting Role	Amount Tag	Dr / Cr
SYN_POOL	COMPONENT_LIQD	Cr
CUSTOMER	COMPONENT_LIQD	Dr
If fee accrual is applicable for the product, the following additional entries will also be passed.
FEE-ADVRIA	COMPONENT_LIQD	Cr
CUSTOMER	COMPONENT_LIQD	Dr
FEE-ARRREC	COMPONENT_LIQD	Cr
CUSTOMER	COMPONENT_LIQD	Dr
CUSTOMER	COMPONENT_LIQD	Dr
Un earned GL	COMPONENT_LIQD	Cr
Un earned GL	COMPONENT_AMOT	Dr
RIA GL	COMPONENT_AMOT	Cr
Un earned GL	COMPONENT_SPLT	Dr
FAS91_SPLIT	COMPONENT_SPLT	Cr

SGEN

Accounting Entries not applicable for this event

NOTC

Accounting Entries not applicable for this event

14.2.1.3 Event-wise Advices for Borrower Facility Products

The following events are available for generation of advices:

Event	Description
FLIQ	You can associate the advice BORR_FEE_ADV with this event
NOTC	You can associate the advice BORR_SYND_NOTC with this event
SGEN	You can associate the advice PAYMENT_MESSAGE with this event

14.2.1.4 Event-wise Accounting Entries for Commitment Product

The possible accounting entries for the event TRCL are given below:

Event	Amount Tag	Accounting Role	Dr/Cr
TRCL	LCLMT_HFS_INCR	LCSUBLIMITHFS	Dr
TRCL	LCLMT_HFS_INCR	LCSUBLIMIT	Cr
TRCL	LCLMT_HFS_DECR	LCSUBLIMIT	Dr
TRCL	LCLMT_HFS_DECR	LCSUBLIMITHFS	Cr

14.2.2 Borrower Tranche Product

The possible events and event-wise accounting entries and advices for a borrower tranche product is tabulated below.

14.2.2.1 Events to be Associated with Borrower Tranche Products

The following events are applicable:

Event	Description
BOOK	Triggered when a borrower tranche is booked
INIT	Triggered when a borrower tranche is initiated
LIQD	Triggered when any principal component is liquidated in the Drawdown under the Tranche
FLIQ	Triggered when fees are liquidated for a tranche that uses the product
LINK	Triggered for a tranche when a drawdown is initiated under the tranche
DLNK	Triggered for a tranche when a drawdown schedule under a tranche is closed.
NOTC	Triggered when a billing notice is generated for the tranche
PRAM	Triggered when a participant transfer occurs for the tranche
VAMB	Triggered when a value dated amendment (of Principal or Maturity Date) is booked for the tranche.
VAMI	Triggered for a tranche when a value dated amendment is initiated or becomes effective in the system
CANC	Triggered when the reduction schedules for a tranche is cancelled manually.
EXPY	Triggered upon expiry of the tranche
SGEN	Triggered when a settlement message is generated for the tranche
PRLQ	Triggered when a payable or receivable component of the tranche is liquidated
RVPR	Triggered when a payable or receivable component of the tranche is reversed
FRSK	Triggered while performing various operations in the Agency module (Accounting event maintained for change in GAAP fronting risk for various operations performed in Agency module).

14.2.2.2 Event-wise Accounting Entries for Borrower Tranche Products

The possible accounting entries for the various events are given below:

BOOK

Accounting Role	Amount Tag	Dr /Cr
SYN_POOL	COMPONENT_LIQD	Cr
CUSTOMER	COMPONENT_LIQD	Dr

INIT

Accounting Role	Amount Tag	Dr /Cr
CONASSETGL	PRINCIPAL	Dr
CONASSETOFF	PRINCIPAL	Cr
CUSTOMER	COMPONENT_LIQD	Dr
SYN_POOL	COMPONENT_LIQD	Cr
LC Sublimit for bank share (GAAP fronting Risk )	LCLIMITAMT	Dr
Memo offset (GAAP fronting Risk)	LCLIMITAMT	Cr

LIQD

Accounting Role	Amount Tag	Dr /Cr
CONASSETOFF	PRINCIPAL_LIQD	Dr
CONASSETGL	PRINCIPAL_LIQD	Cr

FLIQ

Accounting Role	Amount Tag	Dr /Cr
CUSTOMER	COMPONENT_LIQD	Dr
SYN_POOL	COMPONENT_LIQD	Cr
Internal Receivable GL ac	UNTIL_SWN	Dr
Syn-pool	UNUTIL_SWN	Cr

DLINK

Accounting Role	Amount Tag	Dr /Cr
CONLIABGL	COMMUTIL_DECR	Cr
CONASSETGL	COMMUTIL_DECR	Dr

LINK

Accounting Role	Amount Tag	Dr /Cr
CONASSETOFF	COMMUTIL_INCR	Dr
CONASSETGL	COMMUTIL_INCR	Cr

NOTC

Accounting Entries are not applicable for this event.

CANC

Accounting Role	Amount Tag	Dr /Cr
CONASSETOFF	COMMUTIL_DECR	Dr
CONASSETGL	COMMUTIL_DECR	Cr

EXPY

Accounting Role	Amount Tag	Dr /Cr
CONASSETOFF	COMMUTIL_DECR	Dr
CONASSETGL	COMMUTIL_DECR	Cr

VAMB

Accounting Role	Amount Tag	Dr /Cr
SYN_POOL	COMPONENT_LIQD	Cr
CUSTOMER	COMPONENT_LIQD	Dr

VAMI

Accounting Role	Amount Tag	Dr /Cr
CONASSETGL	PRINCIPAL_DECR	Cr
CONASSETOFF	PRINCIPAL_DECR	Dr
CONASSETOFF	PRINCIPAL_INCR	Cr
CONASSETGL	PRINCIPAL_INCR	Dr
LC Sublimit for bank share(GAAP fronting Risk)	LCLIMITAMT_INCR	Dr
Memo offset (GAAP fronting Risk)	LCLIMITAMT_INCR	Cr
LC Sublimit for bank share(GAAP fronting Risk)	LCLIMITAMT_DECR	Dr
Memo offset (GAAP fronting Risk)	LCLIMITAMT_DECR	Cr

FRSK

Accounting Role	Amount Tag	Dr /Cr
LC Sublimit for bank share(GAAP fronting Risk)	LCLIMITAMT_INCR	Dr
Memo offset (GAAP fronting Risk)	LCLIMITAMT_INCR	Cr
LC Sublimit for bank share(GAAP fronting Risk)	LCLIMITAMT_DECR	Dr
Memo offset (GAAP fronting Risk)	LCLIMITAMT_DECR	Cr

SGEN

Accounting Entries are not applicable for this event.

PRLQ

Accounting Role	Amount Tag	Dr/Cr
CUSTOMER	COMPONENT_PAY	Cr
CUSTOMER	COMPONENT_REC	Dr
SYN_POOL	COMPONENT_PAY	Dr
SYN_POOL	COMPONENT_REC	Cr

RVPR

Accounting entries are not applicable for this event.

NOTC

Accounting Entries are not applicable for this event.

PRAM

Accounting Entries are not applicable for this event.

14.2.2.3 Event-wise Advices for Borrower Tranche Products

The following events are available for generation of advices:

Event	Advice
FLIQ	You can associate BORR_FEE_ADV with this event
INIT	You can associate PAYMENT_MESSAGE with this event
BOOK	You can associate PAYMENT_MESSAGE with this event
NOTC	You can associate BORR_BILL_NOTC with this event
VAMI	You can associate PAYMENT_MESSAGE with this event
SGEN	You can associate PAYMENT_MESSAGE with this event
PRLQ	You can associate PAYMENT_MESSAGE with this event

14.2.3 Borrower Drawdown Product

The possible events and event-wise accounting entries and advices for a borrower drawdown product is tabulated below.

14.2.3.1 Events to be Associated with Borrower Drawdown Products

The following events are applicable to borrower drawdown products:

Event	Description
BOOK	Triggered when a borrower drawdown contract is booked
INIT	Triggered when a borrower drawdown contract is initiated
LIQD	Triggered when there is a repayment for the principal component under the drawdown contract.
FLIQ	Triggered when fees are liquidated for a contract that uses the product.
CROL	Triggered when a consolidated rollover occurs
DNOT	Triggered upon generation of a DD notice
ENOT	Triggered when an exchange rate fixing notice is generated
EXFX	Triggered on the date when the exchange rate is fixed for the drawdown.
INOT	Triggered when an interest rate fixing notice is generated for the drawdown.
IRFX	Triggered on the date when the interest rate is fixed for the drawdown.
VAMB	Triggered when a value dated amendment (of Principal or Maturity Date) is booked for the drawdown.
VAMI	Triggered for a drawdown when a value dated amendment is initiated or becomes effective in the system.
NOTC	Triggered when a billing notice is generated for the drawdown.
PRAM	Triggered when a participant transfer occurs for the drawdown.
ROLL	Triggered when a drawdown is rolled over
CAMD	Triggered when a drawdown undergoes an amendment
ERAM	Triggered when the exchange rate of the drawdown is amended
IRAM	Triggered when the interest rate of the drawdown is amended
SGEN	Triggered when a settlement message is generated for the drawdown
RVPR	Triggered upon reversal of payables and receivables for a drawdown
PRLQ	Triggered upon liquidation of payables and receivables
REVN	Triggered when a back dated floating interest rate code is revised. It is also triggered when a floating interest rate code is revised on the current application date.
MRFX	Triggered when a back dated margin rate revision occurs
RNOT	Triggered when capturing the rollover instructions for a drawdown
ROIX	Triggered when DD interest rate is fixed while capturing the rollover instructions
ROEX	Triggered when DD exchange rate is fixed while capturing the rollover instructions
SPTB	Triggered when a split re-price booking occurs for the parent contract.
SPTI	Triggered when a split re-price initiation occurs for the parent contract.
SPIX	Triggered when split re-price interest rate fixing occurs for the parent contract.
SPEX	Triggered when split re-price exchange rate fixing occurs for the parent contract.
SPNT	Triggered when split re-price notice is generated for the parent contract.
SPTR	Triggered when split re-price reversal occurs for the parent contract.
MRGB	Triggered when merger re-price booking occurs for the parent contract.
MRGI	Triggered when merger re-price initiation occurs for the parent contract.
MRLQ	Triggered when merger re-price liquidation occurs for the child contract.
MRGR	Triggered when merger re-price reversal occurs for the parent contract.
RNET	Triggered on the date rollover is fired.
RMNT	Triggered when Payment Message is generated based on settlement days (Currency).
CREX	Triggered when exchange rate is fixed during consolidated rollover booking
CRIX	Triggered when interest rate is fixed during consolidated rollover booking
CRNT	Triggered to generate the consolidated rollover notice when consolidated rollover is booked.

14.2.3.2 Event-wise Accounting Entries for Borrower Drawdown Products

The possible accounting entries for the various events are given below:

BOOK

Accounting Role	Amount Tag	Dr /Cr
CUSTOMER	COMPONENT_LIQD	Dr
SYN_POOL	COMPONENT_LIQD	Cr

INIT

Accounting Role	Amount Tag	Dr /Cr
SYN_POOL	PRINCIPAL	Dr
CUSTOMER	PRINCIPAL	Cr
CUSTOMER	COMPONENT_LIQD	Dr
SYN_POOL	COMPONENT_LIQD	Cr
SYN_POOL	PRINCIPAL_ADDL	Dr
CUSTOMER	PRINCIPAL_ADDL	Cr
SYN_POOL	PRINCIPAL_ROIN	Dr
ROLL_WASH	PRINCIPAL_ROIN	Cr
COLLAT_DECR (Special amount is +ve)	Borrower Collateral Ac	Dr
COLLAT_DECR (Special amount is +ve)	Customer	Cr
COLLAT_INCR (Special amount is -ve)	Customer	Dr
COLLAT_INCR (Special amount is -ve)	Borrower Collateral Ac	Cr

LIQD

Accounting Role	Amount Tag	Dr /Cr
CUSTOMER	PRINCIPAL_LIQD	Dr
SYN_POOL	PRINCIPAL_LIQD	Cr
CUSTOMER	COMPONENT_LIQD	Dr
SYN_POOL	COMPONENT_LIQD	Cr
COLLAT_INCR (Special amount is +ve)	Borrower Collateral Ac	Cr
COLLAT_INCR (Special amount is +ve)	Customer	Dr
COLLAT_DECR (Special amount is -ve)	Customer	Cr
COLLAT_DECR (Special amount is - ve)	Borrower Collateral Ac	Dr

FLIQ

Accounting Role	Amount Tag	Dr /Cr
CUSTOMER	COMPONENT_LIQD	Dr
SYN_POOL	COMPONENT_LIQD	Cr

RNET

Accounting Role	AMT_TAG	Dr/Cr
SUSPENSE_GL	NETAMNT_RECV	Dr
CUSTOMER	NETAMNT_RECV	Cr
SUSPENSE_GL	NETAMNT_PAY	Cr
CUSTOMER	NETAMNT_PAY	Dr

CROL

Accounting Entries are not applicable for this event.

DNOT

Accounting Entries are not applicable for this event.

ENOT

Accounting Entries are not applicable for this event.

EXFX

Accounting Entries are not applicable for this event.

INOT

Accounting Entries are not applicable for this event.

IRFX

Accounting Entries are not applicable for this event.

NOTC

Accounting Entries are not applicable for this event.

PRAM

Accounting Entries are not applicable for this event.

ROLL

Accounting Role	Amount Tag	Dr /Cr
CUSTOMER	PRINCIPAL_LIQD	Dr
SYN_POOL	PRINCIPAL_LIQD	Cr
CUSTOMER	COMPONENT_LIQD	Dr
SYN_POOL	COMPONENT_LIQD	Cr
ROLL_WASH	PRINCIPAL_ROLL	Dr
SYN_POOL	PRINCIPAL_ROLL	Cr
ROLL_WASH	COMPONENT_ROLL	Dr
SYN_POOL	COMPONENT_ROLL	Cr

VAMB

Accounting Role	Amount Tag	Dr /Cr
SYN_POOL	COMPONENT_LIQD	Cr
CUSTOMER	COMPONENT_LIQD	Dr

VAMI

Accounting Role	Amount Tag	Dr /Cr
CUSTOMER	PRINCIPAL_INCR	Cr
SYN_POOL	PRINCIPAL_INCR	Dr

CAMD

Accounting Entries are not applicable for this event.

ERAM

Accounting Entries are not applicable for this event.

IRAM

Accounting Entries are not applicable for this event.

SGEN

Accounting Entries are not applicable for this event.

CREX

Accounting Entries are not applicable for this event.

PRLQ

Accounting Role	Amount Tag	Dr /Cr
CUSTOMER	COMPONENT_REC	Dr
CUSTOMER	COMPONENT_PAY	Cr
SYN_POOL	COMPONENT_PAY	Dr
SYN_POOL	COMPONENT_REC	Cr

RVPR

Accounting entries are not applicable for this event.

REVN

Accounting Entries are not applicable for this event.

MRFX

Accounting Entries are not applicable for this event.

ROBK

Accounting Entries are not applicable for this event.

ROIX

Accounting Entries are not applicable for this event.

ROEX

Accounting Entries are not applicable for this event.

RNOT

Accounting Entries are not applicable for this event.

SPIT

Accounting Role	Amount Tag	Description	Cr/Dr
Customer	PRINCIPAL_SPTI	To the extent of the re-priced amount and customer leg routes through re-price suspense GL.	Dr
Syn_Pool	PRINCIPAL_SPTI		Cr
Customer	PRINCIPAL_LIQD	To the extent of the residual principal (Principal O/S – Re-priced Amount)	Dr
Syn_Pool	PRINCIPAL_LIQD		Cr
Customer	INTEREST_LIQD	To the extent of interest to be liquidated	Dr
Syn_Pool	INTEREST_LIQD	To the extent of interest to be liquidated	Cr

MRLQ

Accounting Role	Amount Tag	Description	Cr/Dr
Customer	PRINCIPAL_MRLQ	To the extent of re priced Amount and customer leg routes through ‘Reprice suspense GL’.	Dr
Syn_Pool	PRINCIPAL_MRLQ		Cr
Customer	PRINCIPAL_LIQD	To the extent of residual principal (Principal O/S – Re-priced amount)	Dr
Syn_Pool	PRINCIPAL_LIQD		Cr
Customer	INTEREST_LIQD	To the extent of interest to be liquidated	Dr
Syn_Pool	INTEREST_LIQD	To the extent of interest to be liquidated	Cr

MRGI

Accounting Role		Amount Tag		Description	Dr/Cr
Syn_Pool	PRINCIPAL_INCR		To the extent of re priced Amount and customer leg routes through ‘Reprice suspense GL’		Dr
Customer	PRINCIPAL_INCR				Cr

14.2.3.3 Event-wise Advices for Borrower Drawdown Products

The following events are available for generation of advices:

Event	Advice
BOOK	You can associate the PAYMENT_MESSAGE with this event
INIT	You can associate the PAYMENT_MESSAGE with this event
FLIQ	You can associate the BORR_FEE_ADV with this event
LIQD	You can associate the PAYMENT_MESSAGE with this event
DNOT	You can associate the DRAWDOWN_NOTC with this event
ENOT	You can associate the BORR_EXRT_NOTC with this event
INOT	You can associate the BORR_INOT_NOTC with this event
NOTC	You can associate the BORR_BILL_NOTC advice with this event
ROLL	You can associate the PAYMENT_MESSAGE with this event
VAMB	You can associate the PAYMENT_MESSAGE with this event
VAMI	You can associate the PAYMENT_MESSAGE with this even
EXFX	You can associate the BORR_EXFX_ADV (MT644) with this event. You need to suppress this advice for the borrower/participant drawdown product if you expect that the exchange rate details will be captured during drawdown booking and also the exchange rate details will be shared as part of Drawdown notice.
IRFX	You can associate the BORR_IRFX_ADV (MT644) with this event
CAMD	You can associate BORR_ROLL_ADV advice with this event
SGEN	You can associate PAYMENT_MESSAGE with this event
ROBK	You can associate BORR_ROLL_ADV with this event
EXFX	You can associate BORR_EXFX_ADV with this event
IRFX	You can associate BORR_IRFX_ADV with this event
PRLQ	You can associate PAYMENT_MESSAGE with this event
REVN	You can associate INT_REVN_ADV with this event
MRFX	You can associate INT_REVN_ADV with this event
ROIX	You can associate BORR_ROIX_ADV with this event
ROEX	You can associate BORR_ROEX_ADV with this event. You need to suppress this advice for the borrower/participant drawdown product if you expect that the exchange rate details will be captured during drawdown booking and also the exchange rate details will be shared as part of Drawdown notice.
RNOT	You can associate BORR_RNOT_ADV with this event
RNET	You can associate the PAYMENT_MESSAGE with this event
RMNT	You can associate the PAYMENT_MESSAGE with this event
PNTC	Event to generate Payment Notice and Payoff Notice
INNC	Event to generate Insurance Expiry Notice and 45 Day Flood Notice – Escrow and Non Escrow
CREX	You can associate BORR_CREX_ADV with this event. You need to suppress this advice for the borrower/participant drawdown product if you expect that the exchange rate details will be captured during drawdown booking and also the exchange rate details will be shared as part of Drawdown notice.

14.2.4 Participant Facility Product

The possible events and event-wise accounting entries and advices for a participant facility product is tabulated below.

14.2.4.1 Events to be Associated with Participant Facility Products

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.

Event	Description
BOOK	Triggered when a facility contract is booked in the system
FLIQ	Triggered when fees are liquidated for a facility contract that uses the product.
CAMD	Triggered when a facility contract is amended
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.
PRAM	Triggered when there is a change in the existing participants forming the syndication.
NOTC	Triggered when a billing notice is generated for the contract
SGEN	Triggered when a settlement message is generated for the contract.
TXRF	Triggered when a tax component is refunded to a participant
TXRV	Triggered at the time of reversing a tax refund

14.2.4.2 Event-wise Accounting Entries for Participant Facility Products

The possible accounting entries for the various events are given below:

BOOK

Accounting Entries are not applicable for this event.

CAMD

Accounting Entries are not applicable for this event.

FLIQ

Accounting Role	Amount Tag	Dr /Cr
CUSTOMER	COMPONENT_LIQD	Cr
SYN_POOL	COMPONENT_LIQD	Dr
CUSTOMER	COMPONENT_LIQD	Dr
FEE-ADVINC	COMPONENT_LIQD	Cr
CUSTOMER	COMPONENT_LIQD	Dr
FEE-ARRINC	COMPONENT_LIQD	Cr

PRAM

Accounting Entries are not applicable for this event.

RNDL

Accounting Role	Amount Tag	Dr /Cr
SYN_POOL	COMPONENT_LIQD	Cr
CUSTOMER	COMPONENT_LIQD	Dr

RNDP

Accounting Role	Amount Tag	Dr /Cr
CUSTOMER	COMPONENT_LIQD	Cr
SYN_POOL	COMPONENT_LIQD	Dr

RNET

Accounting Role	AMT_TAG	Dr/Cr
SUSPENSE_GL	NETAMNT_PAY	Cr
CUSTOMER	NETAMNT_PAY	Dr
SUSPENSE_GL	NETAMNT_RECV	Dr
CUSTOMER	NETAMNT_RECV	Cr

NOTC

Accounting Entries are not applicable for this event.

SGEN

Accounting Entries are not applicable for this event.

TXRF

Accounting Role	Amount Tag	Dr /Cr
COMPONENT_PAY	COMPONENT_AMT	Dr
CUSTOMER	COMPONENT_AMT	Cr

TXRV

Accounting Entries are not applicable for this event.

14.2.4.3 Event-wise Advices for Participant Facility Products

The following events are available for generation of advices:

Event	Advice
FLIQ	You can associate PART_FEE_ADV with this event
NOTC	You can associate PART_BILL_NOTC with this event
SGEN	You can associate PAYMENT_MESSAGE with this event
TXRF	You can associate PAYMENT_MESSAGE with this event

14.2.5 Participant Tranche Product

The possible events and event-wise accounting entries and advices for a participant tranche product is tabulated below.

14.2.5.1 Events to be associated with Participant Tranche Products

Event	Description
BOOK	Triggered when a participant tranche is booked
FLIQ	Triggered when fees are liquidated for a tranche that uses the product
INIT	Triggered when a participant tranche is initiated
LIQD	Triggered when any principal component is liquidated in the drawdown under the participant tranche product
NOTC	Triggered when a billing notice is generated for the tranche
VAMB	Triggered when a value dated amendment (of Principal or Maturity Date) is booked for the tranche.
VAMI	Triggered when a value dated amendment (of Principal or Maturity Date) becomes effective in the system.
PRAM	Triggered when a participant transfer occurs for the tranche.
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.
PRLQ	Triggered when a payable or receivable component of the tranche is liquidated.
RVPR	Triggered when a payable or receivable component of the tranche is reversed.
SGEN	Triggered when a settlement messages are generated for the tranche
TXRF	Triggered when a tax component is refunded to a participant
TXRV	Triggered at the time of reversing a tax refund

14.2.5.2 Event-wise Accounting Entries for Participant Tranche Products

The possible accounting entries for the various events are given below:

BOOK

Accounting Role	Amount Tag	Dr /Cr
CUSTOMER	COMPONENT_LIQD	Cr
SYN_POOL	COMPONENT_LIQD	Dr

INIT

Accounting Role	Amount Tag	Dr /Cr
CUSTOMER	COMPONENT_LIQD	Cr
SYN_POOL	COMPONENT_LIQD	Dr

FLIQ

Accounting Role	Amount Tag	Dr/Cr
SYN_POOL	COMPONENT_LIQD	Dr
CUSTOMER	COMPONENT_LIQD	Cr
CUSTOMER	COMPONENT_LIQD	Dr
FEE-ADVINC	COMPONENT_LIQD	Cr
CUSTOMER	COMPONENT_LIQD	Dr
FEE-ARRINC	COMPONENT_LIQD	Cr
CUSTOMER	COMPONENT_LIQD	Dr
COMPONENT-INC	COMPONENT_LIQD	Cr
COMPONENT-PAY	COMPONENT_AMT	Dr
CUSTOMER	COMPONENT_AMT	Cr

NOTC

Accounting Entries are not applicable for this event.

PRAM

Accounting Entries are not applicable for this event.

VAMI

Accounting Role	Amount Tag	Dr/Cr
SYN_POOL	COMPONENT_LIQD	Dr
CUSTOMER	COMPONENT_LIQD	Cr

VAMB

Accounting Entries are not applicable for this event.

RNDP

Accounting Role	Amount Tag	Dr / Cr
SYN_POOL	COMPONENT_LIQD	Dr
CUSTOMER	COMPONENT_LIQD	Cr

RNDL

Accounting Role	Amount Tag	Dr / Cr
SYN_POOL	COMPONENT_LIQD	Cr
CUSTOMER	COMPONENT_LIQD	Dr

SGEN

Accounting Entries are not applicable for this event.

PRLQ

Accounting Role	Amount Tag	Dr /Cr
CUSTOMER	COMPONENT_PAY	Cr
SYN_POOL	COMPONENT_PAY	Dr
SYN_POOL	COMPONENT_REC	Cr
CUSTOMER	COMPONENT_REC	Dr

RVPR

Accounting entries are not applicable for this event.

TXRF

Accounting Role	Amount Tag	Dr /Cr
COMPONENT_PAY	COMPONENT_AMT	Dr
CUSTOMER	COMPONENT_AMT	Cr
F-TAX1_PAY	F-TAX1_AMTRF	DR
CUSTOMER	F-TAX1_AMTRF	CR

TXRV

Accounting Entries are not applicable for this event.

14.2.5.3 Event-wise Advices for Participant Tranche Products

The following events are available for generation of advices:

Event	Advice
BOOK	You can associate PAYMENT_MESSAGE with this event
INIT	You can associate PAYMENT_MESSAGE with this event
NOTC	You can associate PART_BILL_NOTC with this event
FLIQ	You can associate PART_FEE_ADV with this event
PRAM	You can associate PART_AMND_ADV with this event
SGEN	You can associate PAYMENT_MESSAGE with this even
PRLQ	You can associate PAYMENT _MESSAGE with this event
TXRF	You can associate PAYMENT_MESSAGE with this event

14.2.6 Participant Drawdown Product

The possible events and event-wise accounting entries and advices for a participant drawdown product is tabulated below.

14.2.6.1 Events to be Associated with Participant Drawdown Products

Event	Description
BOOK	Triggered when participant drawdown is booked in the system.
FLIQ	Triggered when fees are liquidated for a contract that uses the product.
INIT	Triggered when a participant drawdown gets initiated in the system
LIQD	Triggered when there is a repayment of the principal component under the drawdown.
NOTC	Triggered when a billing notice is generated for the drawdown.
VAMB	Triggered when a value dated amendment (of Principal or Maturity Date) is booked for the drawdown.
VAMI	Triggered for a drawdown when a value dated amendment is initiated or becomes effective in the system.
IRFX	Triggered on the date when the interest rate is fixed for the drawdown.
EXFX	Triggered on the date when the exchange rate is fixed for the drawdown.
PRAM	Triggered when a participant transfer occurs for the drawdown
ROLL	Triggered when a drawdown is rolled over
INOT	Triggered when an interest rate fixing notice is generated for the drawdown.
ENOT	Triggered when an exchange rate fixing notice is generated
DNOT	Triggered upon generation of a DD notice
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.
CAMD	Triggered when a drawdown undergoes an amendment
ERAM	Triggered when the exchange rate of the drawdown is amended
IRAM	Triggered when the interest rate of the drawdown is amended
SGEN	Triggered when a settlement message is generated for the drawdown
RVPR	Triggered upon reversal of payables and receivables for a drawdown
PRLQ	Triggered upon liquidation of payables and receivables
REVN	Triggered when a back dated floating interest rate code is revised
MRFX	Triggered when a back dated margin rate revision occurs
RNOT	Triggered when capturing the rollover details for a drawdown
ROIX	Triggered when DD interest rate is fixed on a rollover
ROEX	Triggered when DD exchange rate is fixed on a rollover
ROBK	Triggered when rollover instruction is booked for a contract
TXRF	Triggered when a tax component is refunded to a participant
TXRV	Triggered at the time of reversing a tax refund
SPIX	Triggered when split re-price interest rate fixing occurs for the parent contract.
MRGB	Triggered when merger re-price booking occurs for the parent contract.
SPTB	Triggered when a split re-price booking occurs for the parent contract
SPTI	Triggered when a split re-price initiation occurs for the parent contract.
RNET	Triggered on the date rollover is fired
RMNT	Triggered when Payment Message generated based on settlement days(Currency)
CREX	Triggered when exchange rate is fixed during consolidated rollover booking

14.2.6.2 Event-wise Accounting Entries for Participant Drawdown Products

The possible accounting entries for the various events are given below:

BOOK

Accounting Role	Amount Tag	Dr /Cr
CUSTOMER	COMPONENT_LIQD	Cr
SYN_POOL	COMPONENT_LIQD	Dr

INIT

Accounting Role	Amount Tag	Dr /Cr
SYN_POOL	PRINCIPAL	Cr
CUSTOMER	PRINCIPAL	Dr
CUSTOMER	COMPONENT_LIQD	Cr
SYN_POOL	COMPONENT_LIQD	Dr
SYN_POOL	PRINCIPAL_ADDL	Cr
CUSTOMER	PRINCIPAL_ADDL	Cr
SYN_POOL	PRINCIPAL_ROIN	Cr
ROLL_WASH	PRINCIPAL_ROIN	Dr

LIQD

Accounting Role	Amount Tag	Dr /Cr
CUSTOMER	PRINCIPAL_LIQD	Cr
SYN_POOL	PRINCIPAL_LIQD	Dr
CUSTOMER	COMPONENT_LIQD	Cr
SYN_POOL	COMPONENT_LIQD	Dr
COMPONENT-TAX_PAY	COMPONENT_AMT	Cr
CUSTOMER	COMPONENT_AMT	Dr
SYN_POOL	COMPONENT_LIQD	Cr
CUSTOMER	COMPONENT_LIQD	Dr
CUSTOMER	COMPONENT_LIQD	Cr
SYN_POOL	COMPONENT_LIQD	Dr

Note

In the case of payable skim, the first set of entries is passed. The second set is passed for receivable skim.

FLIQ

Accounting Role	Amount Tag	Dr /Cr
CUSTOMER	COMPONENT_LIQD	Cr
SYN_POOL	COMPONENT_LIQD	Dr
CUSTOMER	COMPONENT_LIQD	Cr
SYN_POOL	COMPONENT_LIQD	Dr
COMPONENT-TAX_PAY	COMPONENT_AMT	Cr
CUSTOMER	COMPONENT_AMT	Dr

DNOT

Accounting Entries are not applicable for this event.

ENOT

Accounting Entries are not applicable for this event.

EXFX

Accounting Entries are not applicable for this event.

INOT

Accounting Entries are not applicable for this event.

IRFX

Accounting Entries are not applicable for this event.

NOTC

Accounting Entries are not applicable for this event.

PRAM

Accounting Entries are not applicable for this event.

ROLL

Accounting Role	Amount Tag	Dr /Cr
CUSTOMER	PRINCIPAL_LIQD	Cr
SYN_POOL	PRINCIPAL_LIQD	Dr
COMPONENT-TAX_PAY	COMPONENT_AMT	Cr
CUSTOMER	COMPONENT_AMT	Dr
CUSTOMER	COMPONENT_LIQD	Cr
SYN_POOL	COMPONENT_LIQD	Dr
CUSTOMER	COMPONENT_LIQD	Cr
SYN_POOL	COMPONENT_LIQD	Dr
ROLL_WASH	PRINCIPAL_ROLL	Cr
SYN_POOL	PRINCIPAL_ROLL	Dr
ROLL_WASH	COMPONENT_ROLL	Cr
SYN_POOL	COMPONENT_ROLL	Dr
SYN_POOL	COMPONENT_LIQD (for payable skim)	Cr
CUSTOMER	COMPONENT_LIQD	Dr
CUSTOMER	COMPONENT_LIQD (for receivable skim)	Cr
SYN_POOL	COMPONENT_LIQD	Dr

VAMB

Accounting Entries are not applicable for this event.

CREX

Accounting Entries are not applicable for this event.

VAMI

Accounting Role	Amount Tag	Dr /Cr
CUSTOMER	PRINCIPAL_INCR	Cr
SYN_POOL	PRINCIPAL_INCR	Dr

RNDP

Accounting Role	Amount Tag	Dr / Cr
CUSTOMER	PRINCIPAL	Cr
SYN_POOL	PRINCIPAL	Dr
CUSTOMER	COMPONENT_LIQD	Cr
SYN_POOL	COMPONENT_LIQD	Dr
CUSTOMER	COMPONENT_PAY	Cr
SYN_POOL	COMPONENT_PAY	Dr

RNDL

Accounting Role	Amount Tag	Dr / Cr
SYN_POOL	COMPONENT_LIQD	Cr
CUSTOMER	COMPONENT_LIQD	Dr
SYN_POOL	COMPONENT_REC	Cr
CUSTOMER	COMPONENT_REC	Dr
SYN_POOL	PRINCIPAL	Cr
CUSTOMER	PRINCIPAL	Dr

CAMD

Accounting Entries are not applicable for this event.

ERAM

Accounting Entries are not applicable for this event.

IRAM

Accounting Entries are not applicable for this event.

SGEN

Accounting Entries are not applicable for this event.

PRLQ

Accounting Role	Amount Tag	Dr /Cr
CUSTOMER	COMPONENT_PAY	Cr
CUSTOMER	COMPONENT_REC	Dr
SYN_POOL	COMPONENT_PAY	Dr
SYN_POOL	COMPONENT_REC	Cr

RVPR

Accounting entries are not applicable for this event.

REVN

Accounting Entries are not applicable for this event.

MRFX

Accounting Entries are not applicable for this event.

ROBK

Accounting Entries are not applicable for this event.

ROEX

Accounting Entries are not applicable for this event.

ROIX

Accounting Entries are not applicable for this event.

RNOT

Accounting Entries are not applicable for this event.

SPTI

Accounting Role	Amount Tag	Description	Cr/Dr
Customer	PRINCIPAL_SPTI	To the extent of the re-priced amount and customer leg routes through re-price suspense GL.	Cr
Syn_Pool	PRINCIPAL_SPTI		Dr
Customer	PRINCIPAL_LIQD	To the extent of the residual principal (Principal O/S – Re-priced Amount)	Cr
Syn_Pool	PRINCIPAL_LIQD		Dr
Customer	INTEREST_LIQD	To the extent of interest to be liquidated	Cr
Syn_Pool	INTEREST_LIQD	To the extent of interest to be liquidated	Dr

MRLQ

Accounting Role	Amount Tag	Description	Cr/Dr
Customer	PRINCIPAL_MRLQ	To the extent of re priced Amount and customer leg routes through ‘Reprice suspense GL’.	Cr
Syn_Pool	PRINCIPAL_MRLQ		Dr
Customer	PRINCIPAL_LIQD	To the extent of residual principal (Principal O/S – Re-priced amount)	Cr
Syn_Pool	PRINCIPAL_LIQD		Dr
Customer	INTEREST_LIQD	To the extent of interest to be liquidated	Cr
Syn_Pool	INTEREST_LIQD	To the extent of interest to be liquidated	Dr

MRGI

Accounting Role	Amount Tag	Description	Dr/Cr
Syn_Pool	PRINCIPAL_INCR	To the extent of re priced Amount and customer leg routes through ‘Reprice suspense GL’	Cr
Customer	PRINCIPAL_INCR		Dr

TXRF

Accounting Role	Amount Tag	Dr /Cr
COMPONENT_PAY	COMPONENT_AMT	Dr
CUSTOMER	COMPONENT_AMT	Cr

TXRV

Accounting Entries are not applicable for this event.

RNET

Accounting Role	AMT_TAG	Dr/Cr
SUSPENSE_GL	NETAMNT_PAY	Cr
CUSTOMER	NETAMNT_PAY	Dr
SUSPENSE_GL	NETAMNT_RECV	Dr
CUSTOMER	NETAMNT_RECV	Cr

14.2.6.3 Advices for Participant Drawdown Products

The following events are available for generation of advices:

Event	Advice
BOOK	You can associate PAYMENT_MESSAGE with this event
INIT	You can associate PAYMENT_MESSAGE with this event
FLIQ	You can associate PART_FEE_ADV with this event
LIQD	You can associate PAYMENT_MESSAGE with this event
DNOT	You can associate PART_DDOWN_NOTC with this event
ENOT	You can associate PART_EXRT_NOTC with this event
INOT	You can associate PART_INOT_NOTC with this event
EXFX	You can associate PART_EXFX_ADV (MT644) with this event. You need to suppress this advice for the borrower/participant drawdown product if you expect that the exchange rate details are captured during drawdown booking and also the exchange rate details are shared as part of drawdown notice.
IRFX	You can associate PART_IRFX_ADV (MT644) with this event
NOTC	You can associate PART_BILL_NOTC with this event
PRAM	You can associate PART_AMND_ADV with this event
ROLL	You can associate PAYMENT_MESSAGE with this event
CAMD	You can associate PART_ROLL_ADV with this event
SGEN	You can associate PAYMENT_MESSAGE with this event
PRLQ	You can associate PAYMENT_MESSAGE with this event
REVN	You can associate INT_REVN_ADV with this event
MRFX	You can associate INT_REVN_ADV with this event
ROEX	You can associate PART_ROEX_ADV with this event. You need to suppress this advice for the borrower/participant drawdown product if you expect that the exchange rate details are captured during drawdown booking and also the exchange rate details are shared as part of Drawdown notice.
ROIX	You can associate PART_ROIX_ADV with this event
RNOT	You can associate PART_RNOT_ADV with this event
TXRF	You can associate PAYMENT_MESSAGE with this event
RNET	You can associate PAYMENT_MESSAGE with this event
RMNT	You can associate PAYMENT_MESSAGE with this event
CREX	You can associate PART_CREX_ADV with this event. You need to suppress this advice for the borrower/participant drawdown product if you expect that the exchange rate details are captured during drawdown booking and also the exchange rate details are shared as part of Drawdown notice.

14.3 Accounting Entries for BPMT / PPMT

14.3.0.1 BPMT Accounting Entry Setup for Borrower Product

Dr/Cr	Accounting Role	Amount Tag	Remarks
Debit	SYN_POOL	FUND_PRINC	Direct funding without fronting
Credit	CUSTOMER	FUND_PRINC
Debit	SYN_POOL	FRONT_PRINC	Funding due to bank Fronting
Credit	CUSTOMER	FRONT_PRINC

The Payment message is linked to BPMT event for payment message generation at the time of disbursement for the borrower contract.

14.3.0.2 BPMT Accounting Entry Setup for Participant Product

Dr/Cr	Accounting Role	Amount Tag	Remarks
Debit	CUSTOMER	FUND_PRINC	Direct funding without fronting
Credit	SYN_POOL	FUND_PRINC
Debit	SIGHTING_FUND_GL	FRONT_PRINC	Funding due to bank Fronting
Credit	SYN_POOL	FRONT_PRINC
Debit	CUSTOMER	FUND_FRONT	Funding against bank fronting
Credit	SIGHTING_FUND_GL	FUND_FRONT

14.3.0.3 PPMT Accounting Entry Setup for Borrower Product

Dr/Cr	Accounting Role	Amount Tag	Remarks
Debit	CUSTOMER	PRINCIPAL_FUND	Principal amount – directly funded by borrower
Credit	SYN_POOL	PRINCIPAL_FUND
Debit	SIGHTING_FUND_GL	PRINCIPAL_FRNT	Principal amount - fronted by bank
Credit	SYN_POOL	PRINCIPAL_FRNT
Debit	CUSTOMER	PRINCIPAL_FNFR	Principal amount – Borrower to bank for fronting
Credit	SIGHTING_FUND_GL	PRINCIPAL_FNFR
Debit	SF_SUSPENSE_GL	PRINCIPAL_UFND	Liquidation of unfunded amount
Credit	SYN_POOL	PRINCIPAL_UFND
Debit	CUSTOMER	MAIN-INT_FUND	Liquidation of main interest component – directly funded by borrower
Credit	SYN_POOL	MAIN-INT_FUND
Debit	SIGHTING_FUND_GL	MAIN-INT_FRNT	Liquidation of main interest component - fronted by bank
Credit	SYN_POOL	MAIN-INT_FRNT
Debit	CUSTOMER	MAIN-INT_FNFR	Liquidation of main interest component– Borrower to bank for fronting
Credit	SIGHTING_FUND_GL	MAIN-INT_FNFR
Debit	PNL Account	COMP-INT_FUND	Liquidation of main interest component – directly funded by borrower
Credit	CUSTOMER	COMP-INT_FUND
Debit	PNL Account	COMP-INT_FRNT	Liquidation of main interest component - fronted by bank
Credit	SIGHTING_FUND_GL	COMP-INT_FRNT
Debit	SIGHTING_FUND_GL	COMP-INT_FNFR	Liquidation of main interest component– Borrower to bank for fronting
Credit	CUSTOMER	COMP-INT_FNFR
Debit	CUSTOMER	FEE-COMP_FUND	Liquidation of FEE component – directly funded by borrower
Credit	SYN_POOL	FEE-COMP_FUND
Debit	SIGHTING_FUND_GL	FEE-COMP_FRNT	Liquidation of FEE component - fronted by bank
Credit	SYN_POOL	FEE-COMP_FRNT
Debit	CUSTOMER	FEE-COMP_FNFR	Liquidation of FEE component– Borrower to bank for fronting
Credit	SIGHTING_FUND_GL	FEE-COMP_FNFR

14.3.0.4 PPMT Accounting Entry Setup for Participant Product

Dr/Cr	Accounting Role	Amount Tag	Remarks
Debit	SYN_POOL	FUND_LIQD	Liquidation of amount funded directly without fronting
Credit	CUSTOMER	FUND_LIQD
Debit	SYN_POOL	FRONT_LIQD	Liquidation of amount funded due to bank fronting
Credit	SIGHTING_FUND_GL	FRONT_LIQD
Debit	SYN_POOL	UNFUND_LIQD	Liquidation of unfunded amount
Credit	SF_SUSPENSE_GL	UNFUND_LIQD
Debit	SYN_POOL	MAIN-INT_LIQD	Liquidation of main interest component
Credit	CUSTOMER	MAIN-INT_LIQD
Debit	CUSTOMER	COMP-INT_LIQD	Liquidation of compensatory component
Credit	PNL Account	COMP-INT_LIQD
Debit	SYN_POOL	FEE-COMP_LIQD	Liquidation of FEE component
Credit	CUSTOMER	FEE-COMP_LIQD

The Payment message is linked to PPMT event for payment message generation at the time of repayment.

Accounting entry Examples:

Assume the contract is booked with amount of 2M with value date 01-JAN-2008, Maturity date 31-JAN-2008 with participants P1, P2, P3 with asset sharing ratio as 30, 20, 50 accordingly. (Example explained in appendix 3.4)

Participant	Asset Sharing ratio	Amount
P1	30	0.6M
P2	20	0.4M
P3	50	1M

14.3.0.5 New Disbursement INIT

On INIT of Drawdown, the following are the accounting entries:

Borrower:

Ref No	Value Date	Accounting role	DR/CR	Amount	Amount Tag
C1	01-Jan-08	SYN_POOL	D	2M	PRINCIPAL
C1	01-Jan-08	SF_SUSPENSE_GL	C	2M	PRINCIPAL

Participants:

Ref No	Value Date	Accounting role	DR/CR	Amount	Amount Tag
P1	01-Jan-08	SYN_POOL	C	0.6M	PRINCIPAL
P1	01-Jan-08	SF_SUSPENSE_GL	D	0.6M	PRINCIPAL

Ref No	Value Date	Accounting role	DR/CR	Amount	Amount Tag
P2	01-Jan-08	SYN_POOL	C	0.4M	PRINCIPAL
P2	01-Jan-08	SF_SUSPENSE_GL	D	0.4M	PRINCIPAL

Ref No	Value Date	Accounting role	DR/CR	Amount	Amount Tag
P3	01-Jan-08	SYN_POOL	C	1M	PRINCIPAL
P3	01-Jan-08	SF_SUSPENSE_GL	D	1M	PRINCIPAL

Funding by few more investors and bank is fronting for few investors

In Payment Processing Browser, Partial Fronting option is selected and only P2 is fronted with full amount.
P1 is not funding on 01-Jan-2008.
P2 is not funding on 01-Jan-2008.
P3 is funding full amount of 1M on 01-Jan-2008.

The total amount to be disbursed to the borrower on value date will be 0.4M + 1M = 1.4M.

Participant	Asset Sharing Ratio	Amount	Fronting	Actual Receipt Date	Funding amount	Borrower Disbursement amount
P1	30	0.6M	N	01-Jan-08	0M	0M
P2	20	0.4M	Y	01-Jan-08	0M	0.4M
P3	50	1M	N	01-Jan-08	1M	1M

14.3.0.6 BPMT

BPMT accounting entry are as follows:

Ref No	Value Date	Accounting role	DR/CR	Amount	Amount Tag
C1	01-Jan-08	SYN_POOL	D	1M	FUND_PRINC
C1	01-Jan-08	CUSTOMER	C	1M	FUND_PRINC
C1	01-Jan-08	SYN_POOL	D	0.4M	FRONT_PRINC
C1	01-Jan-08	CUSTOMER	C	0.4M	FRONT_PRINC

Participants:

Ref No	Value Date	Accounting role	DR/CR	Amount	Amount Tag
P2	01-Jan-08	SYN_POOL	C	0.4M	FRONT_PRINC
P2	01-Jan-08	SIGHTING_FUND_GL	D	0.4M	FRONT_PRINC

Ref No	Value Date	Accounting role	DR/CR	Amount	Amount Tag
P3	01-Jan-08	SYN_POOL	C	1M	FUND_PRINC
P3	01-Jan-08	CUSTOMER	D	1M	FUND_PRINC

14.3.0.7 New Payment LIQD

Assume Prepayment of 1M happens on 07-Jan-08.

Funding Amount Paid = 1M

Amount Paid = 1M*2M/1.4M = 1,428,571.43

Contract Balance = 2M - 1,428,571.43 = 571,428.57

Borrower Funded = 1.4M – 1M = 0.4M

Borrower UnFunded = 571,428.57 – 0.4M = 171,428.57

Rate = 10%

The accounting entries for the LIQD event is as follows:

Borrower:

Ref No	Value Date	Accounting role	DR/CR	Amount	Amount Tag
C1	07-Jan-08	SYN_POOL	C	1,428,571.43	PRINCIPAL_LIQD
C1	07-Jan-08	SF_SUSPENSE_GL	D	1,428,571.43	PRINCIPAL_LIQD

Participants:

Ref No	Value Date	Accounting role	DR/CR	Amount	Amount Tag
P1	07-Jan-08	SYN_POOL	D	428,571.43	PRINCIPAL_LIQD
P1	07-Jan-08	SF_SUSPENSE_GL	C	428,571.43	PRINCIPAL_LIQD

Ref No	Value Date	Accounting role	DR/CR	Amount	Amount Tag
P2	07-Jan-08	SYN_POOL	D	285,714.29	PRINCIPAL_LIQD
P2	07-Jan-08	SF_SUSPENSE_GL	C	285,714.29	PRINCIPAL_LIQD

Ref No	Value Date	Accounting role	DR/CR	Amount	Amount Tag
P3	07-Jan-08	SYN_POOL	D	714,285.71	PRINCIPAL_LIQD
P3	07-Jan-08	SF_SUSPENSE_GL	C	714,285.71	PRINCIPAL_LIQD

P1 unfunded amount = .6M - 428,571.43 = 171,428.57

P2 unfunded amount = 0.4M – 285,714.29 = 114,285.71

Total Participant unfunded amount = 285,714.29

Payment to the investors upon Borrower funding

14.3.0.8 Payment to the Investors upon Borrower Funding PPMT

Accounting Entries for PPMT event is as follows:

Borrower:

Ref No	Value Date	Accounting role	DR/CR	Amount	Amount Tag
C1	07-Jan-08	CUSTOMER	D	1,000,000	PRINCIPAL_FUND
C1	07-Jan-08	SYN_POOL	C	1,000,000	PRINCIPAL_FUND
C1	07-Jan-08	SF_SUSPENSE_GL	D	428,571.43	PRINCIPAL_UFND
C1	07-Jan-08	SYN_POOL	C	428,571.43	PRINCIPAL_UFND

Participants:

Ref No	Value Date	Accounting role	DR/CR	Amount	Amount Tag
P1	07-Jan-08	SYN_POOL	D	428,571.43	UNFUND _LIQD
P1	07-Jan-08	SF_SUSPENSE_GL	C	428,571.43	UNFUND _LIQD

Ref No	Value Date	Accounting role	DR/CR	Amount	Amount Tag
P2	07-Jan-08	SYN_POOL	D	285,714.29	FRONT_LIQD
P2	07-Jan-08	SIGHTING_FUND_GL	C	285,714.29	FRONT_LIQD

Ref No	Value Date	Accounting role	DR/CR	Amount	Amount Tag
P3	07-Jan-08	SYN_POOL	D	714,285.71	FUND_LIQD
P3	07-Jan-08	CUSTOMER	C	714,285.71	FUND_LIQD

14.3.0.9 Funding by Few More Investors BPMT

At a later point of time on 08-Jan-2008, complete funding of 285,714.29 is happening from participant P1 and P2 for 171,428.57 and 114,285.71 respectively. BPMT event will be fired for Borrower and participant P1 and P2 on authorization of the funding information capturing in the Payment Processing browser.

Contract Balance = 571,428.57

Borrower Funded Amount = 0.4M + 171,428.57 = 571,428.57

Borrower UnFunded Amount = 571,428.57 - 571,428.57 = 0

The accounting entries for the new BPMT event will be as follows:

Borrower:

Ref No	Value Date	Accounting role	DR/CR	Amount	Amount Tag
C1	08-Jan-08	SYN_POOL	D	171,428.57	FUND_PRINC
C1	08-Jan-08	CUSTOMER	C	171,428.57	FUND_PRINC

Participants:

Ref No	Value Date	Accounting role	DR/CR	Amount	Amount Tag
P1	08-Jan-08	SYN_POOL	C	171,428.57	FUND_PRINC
P1	08-Jan-08	CUSTOMER	D	171,428.57	FUND_PRINC

Ref No	Value Date	Accounting role	DR/CR	Amount	Amount Tag
P2	08-Jan-08	SIGHTING_FUND_GL	C	114,285.71	FUND_FRONT
P2	08-Jan-08	CUSTOMER	D	114,285.71	FUND_FRONT

P1 unfunded amount = 171,428.57- 171,428.57 = 0

P2 unfunded amount = 114,285.71 – 114,285.71 = 0

Total Participant unfunded amount = 0

14.3.0.10 Payment on Maturity Date LIQD

On LIQD of the remaining amount on Maturity Date 31-Jan-08,

Funding Amount Paid = 571,428.57

Amount Paid = 571,428.57*571,428.57 / 571,428.57= 571,428.57

Contract Balance = 571,428.57 - 571,428.57 = 0

Borrower Funded = 571,428.57 - 571,428.57 = 0

Borrower UnFunded = 0

Rate = 10%

The following will be the accounting entry.

Borrower:

Ref No	Value Date	Accounting role	DR/CR	Amount	Amount Tag
C1	31-Jan-08	SYN_POOL	C	571,428.57	PRINCIPAL_LIQD
C1	31-Jan-08	SF_SUSPENSE_GL	D	571,428.57	PRINCIPAL_LIQD
C1	31-Jan-08	SYN_POOL	C	7,045.01	MAIN-INT_LIQD
C1	31-Jan-08	SF_SUSPENSE_GL	D	7,045.01	MAIN-INT_LIQD

Participants:

Ref No	Value Date	Accounting role	DR/CR	Amount	Amount Tag
P1	31-Jan-08	SYN_POOL	D	171,428.57	PRINCIPAL_LIQD
P1	31-Jan-08	SF_SUSPENSE_GL	C	171,428.57	PRINCIPAL_LIQD
P1	31-Jan-08	SYN_POOL	D	2,113.50	MAIN-INT_LIQD
P1	31-Jan-08	SF_SUSPENSE_GL	C	2,113.50	MAIN-INT_LIQD

Ref No	Value Date	Accounting role	DR/CR	Amount	Amount Tag
P2	31-Jan-08	SYN_POOL	D	114,285.71	PRINCIPAL_LIQD
P2	31-Jan-08	SF_SUSPENSE_GL	C	114,285.71	PRINCIPAL_LIQD
P2	31-Jan-08	SYN_POOL	D	1,409.00	MAIN-INT_LIQD
P2	31-Jan-08	SF_SUSPENSE_GL	C	1,409.00	MAIN-INT_LIQD

Ref No	Value Date	Accounting role	DR/CR	Amount	Amount Tag
P3	31-Jan-08	SYN_POOL	D	285,714.29	PRINCIPAL_LIQD
P3	31-Jan-08	SF_SUSPENSE_GL	C	285,714.29	PRINCIPAL_LIQD
P3	31-Jan-08	SYN_POOL	D	3,522.50	MAIN-INT_LIQD
P3	31-Jan-08	SF_SUSPENSE_GL	C	3,522.50	MAIN-INT_LIQD

14.3.0.11 Payment to the Investors upon bank Fronting for the Maturity Schedule Payment PPMT:

Bank is fronting for the maturity schedule payment on 31-Jan-08.

PPMT accounting entries are as follows:

Borrower

Ref No	Value Date	Accounting role	DR/CR	Amount	Amount Tag
C1	31-Jan-08	SIGHTING_FUND_GL	D	571,428.57	PRINCIPAL_FRNT
C1	31-Jan-08	SYN_POOL	C	571,428.57	PRINCIPAL_FRNT
C1	31-Jan-08	SIGHTING_FUND_GL	D	7,045.01	MAIN-INT_FRNT
C1	31-Jan-08	SYN_POOL	C	7,045.01	MAIN-INT_FRNT
C1	31-Jan-08	SIGHTING_FUND_GL	C	1,033.27	COMP-INT_FRNT
C1	31-Jan-08	PNL Account	D	1,033.27	COMP-INT_FRNT

Participants:

Ref No	Value Date	Accounting role	DR/CR	Amount	Amount Tag
P1	31-Jan-08	SYN_POOL	D	171,428.57	FUND_LIQD
P1	31-Jan-08	CUSTOMER	C	171,428.57	FUND_LIQD
P1	31-Jan-08	SYN_POOL	D	2,113.50	MAIN-INT_LIQD
P1	31-Jan-08	CUSTOMER	C	2,113.50	MAIN-INT_LIQD
P1	31-Jan-08	PNL Account	C	1,033.27	COMP-INT_LIQD
P1	31-Jan-08	CUSTOMER	D	1,033.27	COMP-INT_LIQD

Ref No	Value Date	Accounting role	DR/CR	Amount	Amount Tag
P2	31-Jan-08	SYN_POOL	D	114,285.71	FUND_LIQD
P2	31-Jan-08	CUSTOMER	C	114,285.71	FUND_LIQD
P2	31-Jan-08	SYN_POOL	D	1,409.00	MAIN-INT_LIQD
P2	31-Jan-08	CUSTOMER	C	1,409.00	MAIN-INT_LIQD
P2	31-Jan-08	PNL Account	C	688.85	COMP-INT_LIQD
P2	31-Jan-08	CUSTOMER	D	688.85	COMP-INT_LIQD

Ref No	Value Date	Accounting role	DR/CR	Amount	Amount Tag
P3	31-Jan-08	SYN_POOL	D	285,714.29	FUND_LIQD
P3	31-Jan-08	CUSTOMER	C	285,714.29	FUND_LIQD
P3	31-Jan-08	SYN_POOL	D	3,522.50	MAIN-INT_LIQD
P3	31-Jan-08	CUSTOMER	C	3,522.50	MAIN-INT_LIQD

Note: In the above case the residual amount in the PNL account will be the bank PNL for the fronting amount.

14.3.0.12 Borrower Funding for the Maturity Schedule Payment PPMT:

On 31-Jan-08, Borrower funds for the maturity schedule payment.

The new PPMT accounting entries are as follows:

Borrower:

Ref No	Value Date	Accounting role	DR/CR	Amount	Amount Tag
C1	31-Jan-08	CUSTOMER	D	571,428.57	PRINCIPAL_FNFR
C1	31-Jan-08	SIGHTING_FUND_GL	C	571,428.57	PRINCIPAL_FNFR
C1	31-Jan-08	CUSTOMER	D	7,045.01	MAIN-INT_FNFR
C1	31-Jan-08	SIGHTING_FUND_GL	C	7,045.01	MAIN-INT_FNFR
C1	31-Jan-08	SIGHTING_FUND_GL	D	1,033.27	COMP-INT_FNFR
C1	31-Jan-08	CUSTOMER	C	1,033.27	COMP-INT_FNFR

There will not be any entries on the participant side.

14.4 Accounting Entries for Late Payment Charges

The following accounting entries need to be maintained for ‘LIQD’ and ‘SPWV’ events at loan product level to process late payment charges.

14.4.1 LIQD: Liquidation

Accounting Role	Amount Tag	Dr./Cr. Indicator
CUSTOMER	<Special Penalty Component>_LIQD	Debit
<Special Penalty Component>INC	<Special Penalty Component>_LIQD	Credit

14.4.2 SPWV: Special Penalty Waiver

Accounting Role	Amount Tag	Dr./Cr. Indicator
ADJMNT_GL	<Special Penalty Component>_WAIV	Debit
ADJMNT_GL_OFF	<Special Penalty Component>_WAIV	Credit

14.4.3 PRLQ: Partial Liquidation

Accounting Role	Amount Tag	Dr./Cr. Indicator
CUSTOMER	<Special Penalty Component>_PAY	Credit
<Special Penalty Component>PAY	<Special Penalty Component>_PAY	Debit
CUSTOMER	<Special Penalty Component>_REC	Debit
<Special Penalty Component>REC	<Special Penalty Component>_REC	Credit

14.4.4 RSPW: Reversal of Special Penalty Waiver

Accounting entries for RSPW event is derived by the system from the entries defined for SPWV.

Accounting Role	Amount Tag	Dr./Cr. Indicator
ADJMNT_GL	<Special Penalty Component>_WAIV	Credit
ADJMNT_GL_OFF	<Special Penalty Component>_WAIV	Debit

14.5 Accounting Entries for FATCA

Amount Tag	Accounting Role	Dr./Cr. Indicator
INTEREST_LIQD	SYND_POOL	Debit
INTEREST_LIQD	CUSTOMER	Credit
INTFATCA_AMT	Customer	Debit
INTFATCA_AMT	FATCATAXGL	Credit
DEFAUL_AMT	Customer	Debit
DEFAUL_AMT	TAX GL	Credit

14.6 Error Codes

14.6.1 Collateralized Participant Details

The following error codes are available for collateralized participant details:

Error Code	Message
LB-DDS-000	Participant/Collateral % ($1) cannot Be null
LB-COL-005	Percentage should be between 0 and 100
LB-COL-006	Collateral $1 mnemonic is not maintained
LB-COL-007	Collateral $1 contract is yet to be created
LB-COL-008	Collateral percentage is not maintained.
LB-COL-009	Total collateral available amount is going negative.
LB-COL-010	Collateral $1 product is not maintained.
LB-COL-011	Collateral $1 counterparty is not maintained.

14.6.2 Floor and Ceiling Details

The following error codes are available for base rate propagation/validation of Floor and Ceiling:

Error Code	Message
LB-FLR-036	Rate is lesser than the Floor defined at Tranche. Do you want to add the difference with the Margin Adjustment component (which is maintained at the tranche level)?
LB-FLR-037	Rate is greater than the Ceiling defined at Tranche. Do you want to negate the difference of the rate and ceiling value with Margin Adjustment component?
LB-FLR-038	Margin Adjustment Component cannot be blank
LB-FLR-039	Floor and Ceiling Maintenance Exists, Flag cannot be Changed
LB-FLR-040	Floor/Ceiling Propagation not initiated as interest rate is not fixed till the latest floor/ceiling maintenance date

14.6.3 Markit Trade Settlement

The following error codes are available for validating and handling exceptions for Markit Trade Settlement:

Error Code	Message
LB-MKT-01	Buyer and Seller cannot be same
LB-MKT-02	Cusip $1 under Markit trade id $2 is in rejected state
LB-MKT-03	Tranche $1 under the trade id is in rejected state
LB-MKT-05	Failed in Position Update Notice generation/handoff processing for Markit Trades
LB-MKT-06	Failed in validating the conditions to block the current events for the contract
LB-MKT-07	Participant Transfer PositionUpdateNotice sent to Markit and participant transfer is pending for processing in Agency for Tranche $1. Operation Not Allowed
LB-MKT-08	SyndicatedLoanTradeNoticeAgent/ TradeMatchNotice messages not received earlier for Markit Trade Id $1. Cannot process TradeUpdateNotofication
LB-MKT-09	Markit Trade id received is already closed in agency confirmation browser.
LB-MKT-10	Markit Trade Identifier maintenance not exists
LB-MKT-11	Markit Trade id not found in tag list
LB-MKT-12	More than one Markit trade Id found in the tag value. Message Rejected
LB-MKT-13	SyndicatedLoanTradeAllocation message not received earlier for Markit Trade Id /Allocation id
LB-MKT-35	Markit trade id $1 is already in Cancelled/Removed state
TL-MKT-38	TradeMatchNotice/SyndicatedLoanTradeAllocation message not received earlier for Markit Trade Id $1. Cannot process SettlementDetailsNotice
TL-MKT-39	Earlier closed allocations are not part of the current allocation message
TL-MKT-40	Markit Trade Id $1 has been replaced by Markit Trade Id $2
TL-MKT-41	Allocation id $1 is already settled under Markit Trade Id $2.
TL-MKT-42	TradeMatchNotice not allowed after one of the previous allocation is closed. Suspension should come first
TL-MKT-43	Settlement detail should come allocation wise, once allocation message has already been received
TL-MKT-44	Allocation Messages yet to be received for Markit trade id $1 after Suspension

14.6.4 Back Valued Transactions

System gives an override message during the following transactions:

Participant transfer before Payment
Participant transfer before a drawdown booking
Participant transfer with new investor before a drawdown booking
Drawdown booking before a Participant transfer value date
Participant transfer before another Participant transfer
Principal increase(Value dated amendment) of a Drawdown before Participant transfer
Participant transfer before Principal increase(Value dated amendment) of a Tranche
Participant transfer before Drawdown liquidation and Principal increase(Value dated amendment)
Participant transfer before Fee liquidation (Non-UserInput)

The error messages available for the above transactions are given below:

Error Code	Message
MS-FPML-120	This back valued transaction has an impact on Participant position. Please regenerate FpML Position update message manually from Adhoc screen.
MS-FPML-121	Drawdown and/or Participant selection is already done for Position update notice, changing Notice name deletes these details
MS-FPML-201	Please save/cancel the current record and move to the next record.
MS-FPML-202	User can unlock only the records with processing status as Failed/Enrich/Pending Authentication.
MS-FPML-203	Processing Status $1.
MS-FPML-204	Error while getting the Margin Component.
MS-FPML-206	$1 is lesser than the $2 Value Date.
MS-FPML-207	$1 is greater than the $2 Maturity Date.
MS-FPML-208	Value Date $1.
MS-FPML-209	$1 is greater than Tranche available amount.
MS-FPML-210	$1 is not allowed.
MS-FPML-211	Start Date $1.
MS-FPML-212	Effective Date $1.
MS-FPML-213	$1 is not same to each other.
MS-FPML-214	Payment Date $1.
MS-FPML-215	Sum of Principal and Interest payment Amount of Parent contract is not equal to sum of Amount of all Child contracts.
MS-FPML-216	$1 cannot be changed, when $2 is already changed from $3.
MS-FPML-217	Fee Type is invalid.
MS-FPML-218	Difference in scheduled $1 amount is greater or less than the threshold of $1
MS-FPML-220	This message Id is already processed. Please Reverse the subsequent Agency event and reprocess.
MS-FPML-221	The SSI mnemonic maintained at the tranche for the $1 is of type ALL.
MS-FPML-222	$1 details are missing.
MS-FPML-223	$1 rate fixing is already done for the period $2
MS-FPML-224	overlapping $1 rate fixing schedules are not allowed

14.6.5 Free Format Messages

The following error codes are applicable for Payment Notice and Payoff Notice:

Error Code	Error Message
MS-FFT003	Select appropriate property linked to the contract.
MS-FFT004	Property maintenance does not exist for the contract.
MS-FFT005	Payoff Notice billing date cannot be past dated
MS-FFT006	Payment Notice billing date cannot be future dated.

14.6.6 Late Payment Charges

The following error codes are applicable for late payment charges:

Error Code	Error Message	Type
CS-WVR-001	Penalty Waiver Details need to be captured	E
CS-WVR-002	Amendment is not allowed on the Reversed Transactions	E
CS-WVR-003	Transaction did not happen from here, amend it from appropriate screen	E
CS-WVR-004	Transactions can be saved only with waive flag checked	E
CS-WVR-005	Prior schedules are unpaid for this component. Please pay/waive all such schedules before proceeding	E
LF-CL0021	For the given amount category, Accrual Required flag should be set to N	E
LB-CON-315	Grace days for the drawdown is defaulted from the tranche contract	O
CS-WVR-006	Reversal of Waiver not allowed as nothing is due on the given due date	E
CS-WVR-007	Reversal not allowed, Latest due date should be reversed first.	E
CS-WVR-008	Later schedules are waived for this component. Please reverse waiver for all such schedules before proceeding	E

14.6.7 Named Agents

The following error codes are applicable for Named Agents:

Err Code	Error Message
ST-MNT-017	Expense code already mapped to another Named agent
ST-MNT-018	Active Tranche for the Named Agent exists. Closure not allowed
ST-MAN01	Expense Code Cannot Be NULL
ST-MAN01	Proof Code Cannot Be NULL
ST-MAN01	Named Agent Cannot Be NULL

14.6.8 UCC Processing

The following error codes are available for UCC processing of disclosure codes and contract disclosure schedule:

Error Code	Description
LB-DSC-017	Expiry Date cannot be less than Application Date
LB-DSC-018	Expiry Date is Mandatory if UCC code is selected
LB-DSC-019	Expiry Date is propagated to UCC linked contracts upon authorization, do you wish to continue?
LB-DSC-022	Contract Disclosure schedule for $1 is being amended by another user; expiry date is not propagated
LB-DSC-028	Expiry Date is not propagated to contracts, do you wish to continue?
LB-DSC-031	Multiple schedules are not allowed for UCC disclosure codes
LB-DSC-032	End date cannot be lesser than Start date
LB-DSC-033	Cannot delete the schedule for UCC disclosure codes

14.6.9 Marking Contracts as Liquidated

The following error codes are available for marking the status of a tranche or drawdown contract from ‘Active’ to ‘Liquidated’.

Err Code	Error Message
OL-PMT305	Active Drawdowns exist for the Tranche. Liquidation not allowed.
OL-PMT306	Contract will be liquidated. Proceed?
OL-PMT307	Maturity date is greater than application date. Liquidation not allowed.
OL-PMT308	Validation for marking the liquidation is failed.
OL-PMT309	Principal Outstanding/amount due balance still exists. Liquidation not allowed.
OL-PMT310	Active STP contract exists. Liquidation not allowed.
OL-PMT311	The escrow balances linked to this contract is not zero. Liquidation not allowed.
OL-PMT312	Principal Outstanding/amount due balance still exists for the participant contract. Liquidation not allowed.
OL-PMT313	Pending STP contract yet to be processed. Liquidation not allowed.

14.6.10 Deal Definition Notice

The following codes are available for Deal Definition Notice:

Error Code	Error Description	Error Type
MS-FPML-132	Failed in generating Deal definition Notice	E
MS-FPML-133	Failed to get the TransferFee details	E
MS-FPML-134	Failed in populating co borrower details	E
LB-ASN-001	Issuing Bank Sublimit amount should not be greater than $1.	E
LB-ASN-002	Currency and Amount are mandatory.	E

14.6.11 Media Details

The following error codes are available for media:

Error Code	Error Description	Error Type
ST-ENT053	Media Cannot be NULL for $1	E
ST-ENT055	$1 is not checked in Customer Entity Screen	E
ST-ENT056	Media Maintenance is required for Participant $1	E
ST-ENT057	No message type is available for the media $1	E
ST-ENT058	Media Order maintenance needs to be revisited for entity $1	E

14.6.12 Sanction Screening

The following error codes are available for Sanction Screening:

Error Code	Error Description	Error Type
LB-FW-018	Confirmation not possible for status code 03.	E
LB-FW-019	Resend possible only for status code 04,05 and 06	E
LB-FW-020	Status code of the current message is $1 and not -1(Complete), Do you still want to proceed with confirmation?	O

14.6.13 HFS Transfer

The following error codes are available for HFS transfer:

Error Code	Error Description
LB-HFS-001	Participant should be Self and portfolio should be Origination HFS
LB-HFS-002	HFS Transfer and Sale Flag is unchecked at Loans parameter Level so cannot check the HFS Transfer Flag
LB-HFS-003	Position mismatch between agency and origination for the HFI portfolio
LB-HFS-004	Negative VAMI on loan contract is not allowed if HFS Transfer is unchecked
LB-HFS-005	Participant Transfer with multiple Participant is not allowed during HFI to HFS Transfer
LB-HFS-006	HFS Transfer will be allowed only between origination HFI and HFS desk participants and only if HFS Transfer Flag is checked
LB-HFS-007	Transfer To Participant should belong to Origination HFS desk
LB-HFS-008	$1 Participant is not a self participant
LB-HFS-009	Transfer Price in HFS Transfer cannot be null
LB-HFS-010	HFS Transfer and sale parameter not checked at loan parameter level
LB-HFS-011	HFS Transfer, Manual intervention is required
LB-HFS-012	Open Trade exist for the combination of CUSIP and portfolio, PRAM cannot be processed
LB-HFS-013	HFS Transfer Flag is not checked at the product level. Cannot save the Record
LB-HFS-014	Origination HFS Desk Product is not maintained
LB-HFS-015	Failed in population of COC balances during HFS Transfer
LB-HFS-016	Failed in calculation of Cost Basis
LB-HFS-017	Failed in Validating Position for the Participant
LB-HFS-018	PRAM Date beyond latest liquidation date of Drawdown
LB-HFS-019	PRAM Date is beyond latest VAMI date
LB-HFS-020	Transfer Mark Fee Liquidation has not happened on the commitment. Do you want to proceed?
LB-HFS-021	Please enter only 10 decimal digits.

14.6.14 CUSIP Swing

The following error codes are available for CUSIP swing.

Error Code	Error Description
LB-TRN-035	Unprocessed or failed commitment reduction record exists which is not handed off to LQT for the old CUSIP.
LB-TRN-036	Position mismatch exist on CUSIP between Agency and Trading. CUSIP update not allowed

14.6.15 Participant Margin Maintenance

The following error codes are available for participant level margin maintenance on Tranche and Drawdown contracts.

Err Code	Error Message
LB-PTR-03	Participant transfer is not allowed as Transferor and Transferee margin rates do not match
LL-PAR-006	Margin history is not available for $1
LB-FLR-041	Floor/Ceiling is not applicable with margin for lender functionality.Do you want go ahead with removing the $1
LB-PMAR-004	Margin Rate is captured for the Participants at the Tranche level, hence cannot perform NPVAMI
LB-RPS-25	Reprice instructions are not allowed for drawdown/tranche $1/$2 as participant margin is already captured at the tranche
LB-PMAR-007	Participant margin maintenance not allowed on tranche $1 as reprice is already captured for underlying Drawdown(s)
LB-DDS-048	Partial payment flag is unchecked as it should be unchecked in order to maintain the participant margin
LB-PPMT-11	Int/Fee Distribution value is changed from Lender of Actuals(LOA) to Lender of Records(LOR). All margin maintenance done for the participants will be deleted
LB-PMAR-009	Participant margin maintenance not allowed on tranche $1 having active Partial Interest Payments on underlying Drawdowns
LB-PMAR-012	Cascade participation flag has been unchecked. All the participant maintenance will be deleted. Do you want to proceed?
LB-PMAR-017	There is a mismatch in borrower and participant margin. Please visit the margin maintenance again
LB-MAR-002	Please visit the margin maintenance
LB-NPB-008	Nonprorata distribution is not allowed as participant margin is already maintained for drawdown/tranche $1/$2
LB-PMAR-018	Margin Rate is captured for the Participants at the Tranche level, hence Participant Ratio cannot be changed
LB-PA-141	Margin Rate is captured for the Participants at the Tranche level, hence cannot enter Consolidated transfer instructions
LB-MAR13	Uninitiated Transfer Instructions already existing in the tranche,do you want to continue?
LB-MAR14	Participant margin cannot be amended for an effective date falling beyond PRAM date

14.6.16 FATCA

The following error codes are available for FATCA:

Error code	Error Description	Type
TA-FAT-001	Waiver Flag Changed, manually waiver flag has to be changed at tranche level.	O
TA-FAT-002	GrandFathered Flag Changed.Do you want to Proceed?	D
TA-FAT-003	Grandfathered change Effective Date is Mandatory	E
TA-FAT-004	Failed in checking the Grandfathered,fatca and chapter3 flag for processing of tax	E
TA-FAT-005	Authorisation failed as Tax Group $1 is unauthorised for the customer $2	E
TA-FAT-006	Failed in customer and Tax values synchronization	E
ST-CUS72	Going to update the tax rule,as maintenance already exists with old values.Do you want to proceed?	O
TA-1010	Rule attached to a group,Can be created only from the group	E
TA-1011	Special tax type is mandatory	E
TA-1012	Rule attached to a group.Please detach it first.	E
TA-1013	Please attach the rule to the group first in mapping screen	E
MS-FFT008	Failed in getting the Customer/Entity details	E
ST-CUS70	Unable to generate reference number for the customer $1	E
TA-FAT-007	Net Allocation percentage is not 100% for Month-$1 and year-$2 for customer $3	E
TA-FAT-008	Some of the already Mapped tax Rules are not Maintained under the Tax group.Rates for the missing rules will not be in Sync.	O
TA-FAT-009	Tax Rule is Mapped under a Tax Group.Cannot Unlock	E
TA-FAT-010	Enter a Valid Month in MON format	E
TA-FAT-011	Grandfathered Change Effective Date should be application date	E
TA-FAT-012	Special Characters not allowed for $1	E
TA-FAT-013	$1 is unauthorized.Please Authorise to Proceed.	E
TA-FAT-014	$1 rule already mapped to a group.	E
TA-FAT-015	Cust Tax Group is NULL for the customer.Cannot Authorise	E
TA-FAT-016	Customer id does not exist or is in unauthorized state	E
TA-FAT-017	Tax Rule Code is not maintained as a group in Tax Group Type Maintenance	E
TA-FAT-018	$1 cannot go beyond 999 for a customer	E
TA-FAT-019	Linked to Tax Group checkbox can Only be Checked for ALL ALL combination of rule.	E
TA-FAT-020	Data element is attached to Customer or underlying partner.Cannot Delete	E
TA-FAT-021	Failed in Group to Rule Propagation.	E
TA-RL016	Overlapping Rules not allowed	E
TA-FAT-022	Tax Waiver Flag Changed.Do you want to Proceed?	E
TA-FAT-023	Chapter3/Fatca waiver maintenance is either missing or closed/unauthorised.Defaulting is not done	O
TA-FAT-024	Cannot Close the customer as underlying partners are not closed yet	E
TA-FAT-025	Cannot reopen the partner as Customer are not reopened yet	E
TA-FAT-026	Cannot delete the partner as underlying partner still exists	E
TA-FAT-027	Special Tax Type Of Tax rule $1 is not same	E
TA-FAT-028	Special Tax Type of this Tax is not Unique	E

14. Appendix A – Events, Advices and Accounting Entries

14.1 Events, Advices and Accounting Entries

14.1.1 List of Events

14.1.2 Amount Tags

14.1.3 Accounting Roles

14.2 Event-wise Accounting Entries and Advices

14.2.1 Borrower Facility Product

14.2.1.1 Events to be Associated with Borrower Facility Products

14.2.1.2 Event-wise Accounting Entries for Borrower Facility Products

14.2.1.3 Event-wise Advices for Borrower Facility Products

14.2.1.4 Event-wise Accounting Entries for Commitment Product

14.2.2 Borrower Tranche Product

14.2.2.1 Events to be Associated with Borrower Tranche Products

14.2.2.2 Event-wise Accounting Entries for Borrower Tranche Products

14.2.2.3 Event-wise Advices for Borrower Tranche Products

14.2.3 Borrower Drawdown Product

14.2.3.1 Events to be Associated with Borrower Drawdown Products

14.2.3.2 Event-wise Accounting Entries for Borrower Drawdown Products

14.2.3.3 Event-wise Advices for Borrower Drawdown Products

14.2.4 Participant Facility Product

14.2.4.1 Events to be Associated with Participant Facility Products

14.2.4.2 Event-wise Accounting Entries for Participant Facility Products

14.2.4.3 Event-wise Advices for Participant Facility Products

14.2.5 Participant Tranche Product

14.2.5.1 Events to be associated with Participant Tranche Products

14.2.5.2 Event-wise Accounting Entries for Participant Tranche Products

14.2.5.3 Event-wise Advices for Participant Tranche Products

14.2.6 Participant Drawdown Product

14.2.6.1 Events to be Associated with Participant Drawdown Products

14.2.6.2 Event-wise Accounting Entries for Participant Drawdown Products

14.2.6.3 Advices for Participant Drawdown Products

14.3 Accounting Entries for BPMT / PPMT

14.3.0.1 BPMT Accounting Entry Setup for Borrower Product

14.3.0.2 BPMT Accounting Entry Setup for Participant Product

14.3.0.3 PPMT Accounting Entry Setup for Borrower Product

14.3.0.4 PPMT Accounting Entry Setup for Participant Product

14.3.0.5 New Disbursement INIT

14.3.0.6 BPMT

14.3.0.7 New Payment LIQD

14.3.0.8 Payment to the Investors upon Borrower Funding PPMT

14.3.0.9 Funding by Few More Investors BPMT

14.3.0.10 Payment on Maturity Date LIQD

14.3.0.11 Payment to the Investors upon bank Fronting for the Maturity Schedule Pay­ment PPMT:

14.3.0.12 Borrower Funding for the Maturity Schedule Payment PPMT:

14.4 Accounting Entries for Late Payment Charges

14.4.1 LIQD: Liquidation

14.4.2 SPWV: Special Penalty Waiver

14.4.3 PRLQ: Partial Liquidation

14.4.4 RSPW: Reversal of Special Penalty Waiver

14.5 Accounting Entries for FATCA

14.6 Error Codes

14.6.1 Collateralized Participant Details

14.6.2 Floor and Ceiling Details

14.6.3 Markit Trade Settlement

14.6.4 Back Valued Transactions

14.6.5 Free Format Messages

14.6.6 Late Payment Charges

14.6.7 Named Agents

14.6.8 UCC Processing

14.6.9 Marking Contracts as Liquidated

14.6.10 Deal Definition Notice

14.6.11 Media Details

14.6.12 Sanction Screening

14.6.13 HFS Transfer

14.6.14 CUSIP Swing

14.6.15 Participant Margin Maintenance

14.6.16 FATCA

14.3.0.11 Payment to the Investors upon bank Fronting for the Maturity Schedule Payment PPMT: