Contents

1. Preface

  • 1.1 Introduction
  • 1.2 Audience
  • 1.3 Documentation Accessibility
  • 1.4 Organization
  • 1.5 Glossary of Icons
  • 1.6 Related Documents

    • 2. An Overview of the Money Market Module

  • 2.1 Introduction
  • 2.1.1 The Product Definition Facility
  • 2.1.2 Automatic Processing Features
  • 2.1.3 Settling Money Market Deals
  • 2.1.4 Rolling Over Deals
  • 2.1.5 Tracking and Retrieval of Information

    • 3. Defining the Attributes of a Money Market Product

  • 3.1 Money Market (MM) Product Definition
  • 3.1.1 Invoking Money Market (MM) Product Definition Screen
  • 3.1.2 Preferences Button
  • 3.1.3 Maintaining Rollover Details
  • 3.1.4 Specifying Component Schedule Details
  • 3.1.5 Prioritizing the Liquidation of Components
  • 3.1.6 Specifying Grace Days to Penalty

    • 4. Processing an MM Deal

  • 4.1 Capturing Deal Details
  • 4.1.1 Features of the Contract Details screen
  • 4.1.2 Entering Deal Details
  • 4.1.3 Schedules Tab
  • 4.1.4 Rollover Tab
  • 4.1.5 Preferences Tab
  • 4.1.6 Modifying a Placement or a Borrowing
  • 4.1.7 Viewing Money Market Contract Details
  • 4.2 Financial Details that can be Changed
  • 4.3 Viewing the Other Details of a Deal
  • 4.4 Advices for Deal Initiation
  • 4.5 Viewing Event Details
  • 4.6 Viewing Accounting Entries for Deal Initiation
  • 4.7 Viewing the Different Versions of a Deal
  • 4.8 Initiating a Future Value Dated Deal
  • 4.8.1 Initiating Future Dated MM deals Manually
  • 4.9 MM Confirmation Rule Maintenance
  • 4.9.1 Invoking MM Confirmation Rule Maintenance Screen
  • 4.9.2 Viewing MM Confirmation Rule Maintenance Details
  • 4.9.3 Processing MM Confirmation Message Intraday Batch
  • 4.10 MM Confirmation Message Matching
  • 4.10.1 Invoking MM Confirmation Message Matching Screen
  • 4.10.2 View Match Details Button
  • 4.10.3 Contract Button
  • 4.10.4 View Message Button
  • 4.10.5 Viewing MM Confirmation Message Matching Details
  • 4.10.6 Processing Manual Match of the Messages
  • 4.11 MM Affirmation Input
  • 4.11.1 Invoking MM Affirmation Input Screen
  • 4.12 Authorizing a Contract
  • 4.13 Multilevel Authorization of a Contract
  • 4.14 Authorizing Bulk MM contracts
  • 4.14.1 Authorizing the Deals
  • 4.14.2 Viewing the Errors
  • 4.14.3 Viewing the Settlement Details
  • 4.14.4 Viewing the Details of the Deal
  • 4.15 Reassigning a Contract to Another User
  • 4.16 Amending Money Market Transactions
  • 4.16.1 Authorizing Money Market Contracts
  • 4.17 MM Settlement Exception
  • 4.17.1 Processing MM Settlement Exception

    • 5. Processing Repayments

  • 5.1 Defining Schedules for a Product
  • 5.2 Product Schedule Preference Details
  • 5.2.1 Setting Product Schedule Preferences
  • 5.2.2 Mode of Liquidation
  • 5.2.3 Liquidating Back Valued Schedules During Initiation
  • 5.2.4 Specifying the Payment Method
  • 5.2.5 Indicating the Schedule Type
  • 5.3 Features of the Product Default Schedules Screen
  • 5.4 Defining Repayment Schedules
  • 5.5 Setting Deal Schedule Preferences
  • 5.6 Specifying the Contract Preferences
  • 5.6.1 Liquidating Back Valued Schedules
  • 5.6.2 When the Repayment Schedule Date is a Holiday
  • 5.6.3 Moving Schedules Forward or Backward
  • 5.6.4 Moving Schedule Dates Across the Month
  • 5.6.5 Specifying the Holiday Currency
  • 5.6.6 Specifying the Mode of Liquidation
  • 5.6.7 Cascading Schedules
  • 5.7 Revision and Repayment Schedules
  • 5.7.1 Interest Rate Revision Schedule
  • 5.7.2 Specifying the Rate Revision Frequency
  • 5.7.3 Specifying the Rate Revision Dates
  • 5.7.4 Repayment Schedule
  • 5.7.5 Interest Repayment Schedules as Different from Rate Revision Schedules
  • 5.7.6 Specifying Schedules for a Deal with a Fixed Interest Rate
  • 5.8 Redefining Schedules
  • 5.8.1 Authorizing a Redefined Schedule
  • 5.9 Viewing Schedule Details
  • 5.10 Viewing Revision Schedule Details
  • 5.11 Making Manual Payments
  • 5.11.1 Input of Manual Payments
  • 5.11.2 Paying Tax
  • 5.11.3 Using the Settlements Screen
  • 5.12 Deleting Manual Payments
  • 5.13 Reversing Manual Payments
  • 5.13.1 Saving and Authorizing Manual Payments

    • 6. Making Interest Rate Changes

  • 6.1 Navigating to the schedule definition screen
  • 6.1.1 Changing the maturity date
  • 6.1.2 Making Changes in the Credit Line
  • 6.1.3 Making changes in interest
  • 6.2 Settlement instructions
  • 6.3 Deleting Value Dated Changes
  • 6.4 Uploading the Contracts for Amendment
  • 6.4.1 Reversing and Rebooking Contracts
  • 6.5 Authorization of Changes

    • 7. Rolling Over a Deal

  • 7.1 Specifying Rollover for a Product
  • 7.1.1 Mode of Rollover (Manual or Automatic)
  • 7.1.2 Impact of Liquidation Mode on Rollover
  • 7.2 Specifying Contract Rollover Details
  • 7.2.1 Special Rollover Amount
  • 7.2.2 Rolling over a Contract Manually
  • 7.2.3 Specifying the Maturity Details
  • 7.3 Processing of Rolled over MM Contract
  • 7.4 Rolling over a Deal Manually
  • 7.5 Advices for a Rolled Over Deal
  • 7.6 Authorizing a Manual Rollover

    • 8. Automatic Processing

  • 8.1 Automatic Events in the Lifecycle of a Deal
  • 8.1.1 Beginning of Day Processes
  • 8.1.2 End of Day Processes
  • 8.2 Specifying Branch Parameters
  • 8.3 Initiating the Automatic Contract Update Function
  • 8.3.1 Processing During Beginning of Day
  • 8.3.2 Processing During End of Day
  • 8.3.3 Processing for Holidays
  • 8.4 Initiating a Future Value Dated Deal
  • 8.5 Processing an Automatic Repayment
  • 8.5.1 Advices Generated for a Repayment
  • 8.6 Automatic Rollover of a Deal
  • 8.6.1 Advices for Rollover
  • 8.6.2 Automatic Status Changes
  • 8.6.3 Automatic Status Change
  • 8.6.4 Advices to be Generated for a Status Change
  • 8.7 Accrual of ICCF Components
  • 8.7.1 Contents of the Accrual Control Journal
  • 8.8 Interest Rate Revision on a Deal
  • 8.9 Value Dated Changes
  • 8.9.1 Advices Generated for Value Dated Changes

    • 9. Customer Correspondence

  • 9.1 Advices
  • 9.1.1 Confirmation Advices
  • 9.1.2 Rollover Advice for a Placement
  • 9.1.3 Rollover Advice for a Borrowing
  • 9.1.4 Initiation Advice for a Borrowing
  • 9.1.5 Initiation Advice for a Placement
  • 9.2 Advices Generated during Contract Confirmation
  • 9.3 Advice Generated for the Roll-over of a Placement
  • 9.4 Advice Generated for the Roll-over of a Borrowing
  • 9.5 Advice Generated for the Initiation of a Borrowing
  • 9.6 Advice Generated for the Initiation of a Placement
  • 9.7 Payment Messages
  • 9.8 Deal Confirmation Matching

    • 10. Annexure A - Accounting Entries and Advices for the MM Module

  • 10.1 Accounting entries for Money Market
  • 10.2 MM Events
  • 10.3 Amount Tags
  • 10.4 Accounting Roles
  • 10.4.1 List I – Acct Roles for a Placement Product
  • 10.4.2 List II – Acct Roles for a Borrowing Product
  • 10.5 Event-wise Accounting Entries and Advices
  • 10.5.1 MM Placement with True Discounted Interest
  • 10.5.2 MM Borrowing with Fixed Discounted Interest
  • 10.5.3 MM Placement – Fixed Bearing Interest
  • 10.5.4 REVN: Rate Revision
  • 10.5.5 MM Borrowing with Fixed Bearing Interest
  • 10.6 Entries for contracts liquidated with Previous Year Adjustment option

    • 11. Reports in Money Market Module

  • 11.1 MM Brokerage Details
  • 11.1.1 Report Options
  • 11.1.2 Contents of the Report
  • 11.2 MM Broker Confirmation Pending Report
  • 11.2.1 Contents of the Report
  • 11.3 MM Counterparty Confirmation Pending
  • 11.3.1 Contents of the Report
  • 11.4 Overdue Schedules Report
  • 11.4.1 Contents of the Report
  • 11.5 Maturity Report
  • 11.5.1 Contents of the Report

    • 12. Function ID Glossary