The Prudential investment Guidelines allow for the allocation of the fund asset to a set of components. This is to provision a facility to the client to select whether the underlying fund allocation should be compliant with the Prudential Investment Guidelines or should follow the standard defined by the Foreign Exchange.
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Prudential Investment guidelines define the standards for total Onshore cash of the client. PIGS Forex compliance is applicable for Initial Investment, Policy Top Up, Policy Surrender and Switch Transactions.
For example, let us consider a product, mapped to the funds F1 and F2;
The asset allocation for fund F1 is:
The asset allocation for fund F2 is:
Assuming that an investor chooses to invest in the product, with an initial investment of 100,000 ZAR, the various components of F1 and F2 have the corresponding values:
F1
F2
Calculating we get;
Hence we can deduce the percentage allocation for each of the components to be:
The transaction can be processed as it follows the Prudential Investment Guidelines. The Prudential investment guidelines screen provides you with ability to define rules for allocation of a fund asset.
The rules for maintaining the Prudential Investment guidelines are validated in the following manner:
Threshold Amount = Threshold percentage * total investment value across Funds
Repeat this process for all the rules defined in Product maintenance for Prudential Investment Guidelines.
If any of the threshold amount limits violate the maintained guidelines, then the system displays an error along with the erring rule ID and the amount corresponding to the rule identity number. In this instance this particular investment transaction should not be processed.
You can invoke the ‘PIGSFOREX Compliance Detail’ screen by typing ‘UTDPIGSC’ in the field at the top right corner of the Application tool bar and clicking on the adjoining arrow button.
Select ‘New’ from the Actions menu in the Application tool bar or click new icon to enter the details of the PIGSFOREX Compliance.
Rule Type
Mandatory
Select the rule type from the drop-down list. The list displays the following values:
Rule ID
Alphanumeric; 10 Characters; Mandatory
Specify an identifier for the rule applied to the component
Rule Description
Alphanumeric; 50 Characters; Mandatory
Specify a brief description of the component allocated to the fund investment
Operation
Mandatory
Select that the components are to be considered as equivalent to the percentage of the fund investment allocation from the drop-down list. The list displays the following values:
Threshold percentage(0-100%)
Numeric; 5 Characters; Mandatory
Specify the ratio or percentage attributed to the chosen investment component as an allocation of the investment.
Components
Alphanumeric; 50 Characters; Optional
Specify the number of components allocated to the fund investment, you can select more than one component. To incorporate the Investment components click ‘Components’ button. You will be linked to the Investment Components screen. You can select the combination of Investment components with their corresponding percentage.
Refer to the chapter ‘Fund Investment Components’ for more information on specifying fund components for an investment.
Related Components
Alphanumeric; 50 Characters; Optional
Specify the number of related components allocated to the fund investment, you can select more than one related component.
Once you have specified the entire mandatory details click ‘Ok’ button, to save the record. You will receive a prompt that the record has been saved in the system’s archive.
The system will validate PIGS and FOREX for Outflow policy transactions along with inflow transactions, the, such as surrender and switch out. If system fails to comply these two outflow transactions, it will log the failure as an override message while saving the policy transaction.
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You can invoke the ‘PIGSFOREX Compliance Summary’ screen by typing ‘UTSPIGSC’ in the field at the top right corner of the Application tool bar and clicking on the adjoining arrow button.
You can retrieve a previously entered record in the Summary screen, as follows:
Specify any or all of the following details in the PIGSFOREX Compliance Summary screen:
After you have specified the required details, click ‘Search’ button. All records with the specified details are retrieved and displayed in the lower portion of the screen.
Note
You can also retrieve the individual record detail from the detail screen by doing query in the following manner:-
You can perform Edit, Delete, Amend, Authorize, Reverse, Confirm operation by selecting from the Action list.
You can also search the record by using combination of % and alphanumeric value.
Example:
You can search the record for Rule ID by using the combination of % and alphanumeric value as follows:
Search by A%: System will fetch all the records whose Rule ID starts from Alphabet ‘A’. For example, AGC17, AGVO6, AGC74 etc.
Search by %7: System will fetch all the records whose Rule ID ends by numeric value’ 7’. For example, AGC17, GSD267, AGC77 etc.
Search by %17%: System will fetch all the records whose Rule ID contains the numeric value 17. For example, GSD217, GSD172, AGC17 etc.
You can modify the details of a record that you have already entered into the system, provided it has not been subsequently authorized. You can perform this operation as follows:
To view a PIGSFOREX Compliance you have previously entered, you must retrieve the same in the PIGSFOREX Compliance Summary screen, as follows:
You can delete only unauthorized records in the system.
To delete a record that you have previously entered, you must retrieve the same in the PIGSFOREX Compliance Summary screen, as follows:
An unauthorized record must be authorized in the system for it to be processed.
To authorize a record, you must first retrieve the same in the PIGSFOREX Compliance Summary screen.
When the checker authorizes a record, details of validations, if any, that were overridden by the maker of the record during the Save operation, are displayed. If any of these overrides results in an error, the checker must reject the transaction.
After a record is authorized, it can be modified using the Unlock operation from Action list. To make changes to a record after authorization, you must invoke the Unlock operation which is termed as Amend Operation.
An amended PIGSFOREX Compliance must be authorized for the amendment to be made effective in the system.
Authorization of amended records can only be done from Fund Manager Module and Agency branch Module. The process of authorization is subsequently the same as that for normal transactions.
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You can maintain PIGS compliance check related parameters using ‘PIGS Batch Maintenance’ screen. You can invoke this screen by typing ‘LEDPIGB’ in the field at the top right corner of the Application tool bar and clicking on the adjoining arrow button.
You can specify the following details:
Product Administrator
Alphanumeric; 12 Characters; Mandatory
Specify product administrator details. The adjoining option list displays all valid AMC accounts maintained in the system. You can choose the appropriate one.
Next Batch Run Date
Date Format; Mandatory
Specify date for running PIGS compliance batch. This date cannot be lesser than the application date.
The system will track the execution date to check if the contracts are compliant or not. If the contract is not compliant, then the system will increment the failure value by 1. Once the maximum number of count is reached and if it fails again, then it just updates the date without incrementing the count. The failure count for the policy will be reset to ‘0’ once the contract is successful.
While doing this computation, system needs to consider rounding rules maintained at product level.
The system will store the failed policies with the failure details like which rule failed and by how much amount, failure date, portfolio value, each component value, and asset split in a separate data store for reporting/ interfacing purposes.
AUM Date for Next Batch Run
Date Format; Optional
Specify the date to be considered for policy AUM computation. This date cannot be lesser than the application date.
The system will deliver Policy Level AUM as of price date based on Allotted Transactions at Policy Transaction Level.
Product
Alphanumeric; 12 Characters; Mandatory
Specify the product code. The adjoining option list displays all valid Products available for the Policy Administrator.
Description
Display
The system displays the description for the selected product code.
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You can retrieve a previously entered record in the Summary Screen, as follows:
Invoke the ‘PIGS Batch Maintenance Summary’ screen by typing ‘LESPIGB’ in the field at the top right corner of the Application tool bar and clicking on the adjoining arrow button and specify any or all of the following details in the corresponding details.
Click ‘Search’ button to view the records. All the records with the specified details are retrieved and displayed in the lower portion of the screen.
Note
You can also retrieve the individual record detail from the detail screen by querying in the following manner:
You can perform Edit, Delete, Amend, Authorize, Reverse, Confirm operations by selecting the operation from the Action list. You can also search a record by using a combination of % and alphanumeric value
You can modify the details of PIGS Batch Maintenance record that you have already entered into the system, provided it has not subsequently authorized. You can perform this operation as follows:
Click Save to save your changes. The PIGS Batch Maintenance Detail screen is closed and the changes made are reflected in the PIGS Batch Maintenance Summary screen.
To view a record that you have previously input, you must retrieve the same in the PIGS Batch Maintenance Summary screen as follows:
You can delete only unauthorized records in the system. To delete a record that you have previously entered:
When a checker authorizes a record, details of validation, if any, that were overridden by the maker of the record during the Save operation are displayed. If any of these overrides results in an error, the checker must reject the record.
After a PIGS Batch Maintenance record is authorized, it can be modified using the Unlock operation from the Action List. To make changes to a record after authorization:
An amended PIGS Batch Maintenance record must be authorized for the amendment to be made effective in the system. The authorization of amended records can be done only from Fund Manager Module and Agency Branch module.
The subsequent process of authorization is the same as that for normal transactions.