When you create products for borrower facility, tranche or draw down contracts, you must maintain the following accounting roles and amount tags:
Dr / Cr |
Event |
Accounting Role |
Amount Tag |
Dr |
ADCH |
CUSTOMER |
adhoc_fee_component_ADCH |
Cr |
ADCH |
adhoc_fee_componentINC |
adhoc_fee_component_ADCH |
This chapter contains the following sections:
Event |
Dr/Cr |
Accounting Role |
Amount Tag |
DSBR |
Dr |
SYN_POOL |
PRINCIPAL |
DSBR |
Cr |
CR_SETTL_BRIDGE |
PRINCIPAL |
MLIQ |
Dr |
DR_SETTL_BRIDGE |
PRINCIPAL_LIQD |
MLIQ |
Cr |
SYN_POOL |
PRINCIPAL_LIQD |
MLIQ |
Dr |
DR_SETTL_BRIDGE |
<interest_component>_LIQD |
MLIQ |
Cr |
SYN_POOL |
<interest_component>_LIQD |
ADCH |
Dr |
DR_SETTL_BRIDGE |
<adhoc_fee_component>_ADCH |
ADCH |
Cr |
SYN_POOL |
<adhoc_fee_component>_ADCH |
ROLL |
Dr |
DR_SETTL_BRIDGE |
PRINCIPAL_LIQD |
ROLL |
Cr |
SYN_POOL |
PRINCIPAL_LIQD |
ROLL |
Dr |
DR_SETTL_BRIDGE |
<interest_component>_LIQD |
ROLL |
Cr |
SYN_POOL |
<interest_component>_LIQD |
ROLL |
Dr |
SROL_SUSPENSE |
PRINCIPAL_ROLL |
ROLL |
Cr |
SYN_POOL |
PRINCIPAL_ROLL |
ROLL |
Cr |
SYN_POOL |
<interest_component>_ROLL |
ROLL |
Dr |
SROL_SUSPENSE |
<interest_component>_ROLL |
ROBK |
Dr |
SYN_POOL |
PRINCIPAL |
ROBK |
Cr |
SROL_SUSPENSE |
PRINCIPAL |
For automatic liquidation products the following entries should be maintained:
Event |
Dr/Cr |
Accounting Role |
Amount Tag |
ALIQ |
Dr |
DR_SETTL_BRIDGE |
PRINCIPAL_LIQD |
ALIQ |
Cr |
SYN_POOL |
PRINCIPAL_LIQD |
ALIQ |
Dr |
DR_SETTL_BRIDGE |
<interest_component>_LIQD |
ALIQ |
Cr |
SYN_POOL |
<interest_component>_LIQD |
These following accounting entries are specific to tranche product:
Accounting Role |
Amount Tag |
Dr./Cr. Indicator |
ASSETGL |
PRINCIPAL_FWD |
Debit |
ASSETOFF |
PRINCIPAL_FWD |
Credit |
Accounting Role |
Amount Tag |
Dr./Cr. Indicator |
ASSETGL |
COMMUTIL_INCR |
Credit |
ASSETOFF |
COMMUTIL_INCR |
Debit |
Accounting Role |
Amount Tag |
Dr./Cr. Indicator |
ASSETGL |
COMMUTIL_DECR |
Debit |
ASSETOFF |
COMMUTIL_DECR |
Credit |
Reversal of Consolidated/Split Rollover will result in:
The following events are available for generation of advices:
Dr / Cr |
Event |
Accounting Role |
Amount Tag |
Dr |
INIT |
CUSTOMER |
PRINCIPAL |
Cr |
INIT |
SYN_POOL |
PRINCIPAL |
Dr |
LIQD |
SYN_POOL |
PRINCIPAL_LIQD |
Cr |
LIQD |
CUSTOMER |
PRINCIPAL_LIQD |
Dr |
LIQD |
SYN_POOL |
iccf_component_LIQD |
Cr |
LIQD |
CUSTOMER |
iccf_component_LIQD |
Dr |
ROLL |
SYN_POOL |
PRINCIPAL_LIQD |
Cr |
ROLL |
CUSTOMER |
PRINCIPAL_LIQD |
Dr |
ROLL |
SYN_POOL |
iccf_component_LIQD |
Cr |
ROLL |
CUSTOMER |
iccf_component_LIQD |
Dr |
ADCH |
SYN_POOL |
adhoc_fee_component_ADCH |
Cr |
ADCH |
CUSTOMER |
adhoc_fee_component_ADCH |
Dr |
RNDP |
SYN_POOL |
PRINCIPAL |
Cr |
RNDP |
SYN_RNDINC |
PRINCIPAL |
Dr |
RNDP |
SYN_POOL |
PRINCIPAL_LIQD |
Cr |
RNDP |
SYN_RNDINC |
PRINCIPAL_LIQD |
Dr |
RNDP |
SYN_POOL |
PRINCIPAL_ADDL |
Cr |
RNDP |
SYN_RNDINC |
PRINCIPAL_ADDL |
Dr |
RNDP |
SYN_POOL |
Iccf_component_LIQD |
Cr |
RNDP |
SYN_RNDINC |
Iccf_component_LIQD |
Dr |
RNDP |
SYN_POOL |
Adhoc_fee_component_ADCH |
Cr |
RNDP |
SYN_RNDINC |
Adhoc_fee_component_ADCH |
Dr |
RNDL |
SYN_RNDEXP |
PRINCIPAL |
Cr |
RNDL |
SYN_POOL |
PRINCIPAL |
Dr |
RNDL |
SYN_RNDEXP |
PRINCIPAL_LIQD |
Cr |
RNDL |
SYN_POOL |
PRINCIPAL_LIQD |
Dr |
RNDL |
SYN_RNDEXP |
PRINCIPAL_ADDL |
Cr |
RNDL |
SYN_POOL |
PRINCIPAL_ADDL |
Dr |
RNDL |
SYN_RNDEXP |
iccf_component_LIQD |
Cr |
RNDL |
SYN_POOL |
iccf_component_LIQD |
Dr |
RNDL |
SYN_RNDEXP |
adhoc_fee_component_ADCH |
Cr |
RNDL |
SYN_RNDPOOL |
adhoc_fee_component_ADCH |
Dr |
MRGP |
SYN_POOL |
iccf_component_LIQD |
Cr |
MRGP |
iccf_componentMIN |
iccf_component_LIQD |
Dr |
MRGP |
SYN_POOL |
adhoc_fee_component_ADCH |
Cr |
MRGP |
adhoc_fee_componentMIN |
adhoc_fee_component_ADCH |
Dr |
ROLL |
DR_SETTL_BRIDGE |
PRINCIPAL_LIQD |
Cr |
ROLL |
SYN_POOL |
PRINCIPAL_LIQD |
Dr |
ROLL |
DR_SETTL_BRIDGE |
<interest_component>_LIQD |
Cr |
ROLL |
<Interest_component>REC |
<interest_component>_LIQD |
Dr |
ROLL |
SROL_SUSPENSE |
PRINCIPAL_ROLL |
Cr |
ROLL |
SYN_POOL |
PRINCIPAL_ROLL |
Dr |
ROLL |
SROL_SUSPENSE |
interest_component_ROLL |
Cr |
ROLL |
<Interest_component>REC |
interest_component_ROLL |
Dr |
ROBK |
SYN_POOL |
PRINCIPAL |
Cr |
ROBK |
SROL_SUSPENSE |
PRINCIPAL |
Dr |
DSBR |
SYN_POOL |
PRINCIPAL |
Cr |
DSBR |
CR_SETTL_BRIDGE |
PRINCIPAL |
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.
The following advices are available:
The following table lists the details of all events in Loan Syndication modules, with the appropriate propagation type for each:
Event Code |
Event Description |
Propagation Type |
ADBK |
Adhoc Fee Booking |
Not Required |
ADNT |
Adhoc Fee Notice Generation |
Required |
ADCH |
Ad-hoc Charge Liquidation |
Required |
BOOK |
Contract Booking |
Required |
CAMD |
Contract Amendment |
Required |
DLNK |
Release of Linkage to Loan |
Not required |
DNOT |
Drawdown Notice Generation |
Required |
EXFX |
Exchange Rate Fixing |
Required |
INIT |
Contract Initiation |
Required |
IRFX |
Interest Rate Fixing |
Required |
LINK |
Linkage to Loan |
Not required |
LIQD |
Liquidation |
Required |
NOTC |
Billing Notice Generation |
Required |
PRAM |
Participant Amendment |
Required |
RADC |
Adhoc Fee Reversal |
Required |
REAS |
Reassign User |
Not required |
RESD |
Reversal of Residual Accrual |
Not required |
REVC |
Contract Reversal |
Required |
REVN |
Rate Revision |
Required |
REVP |
Reversal of Payment |
Required |
ROBK |
Rollover Booking |
Required |
ROLL |
Rollover of Contract |
Required |
SGEN |
Settlement Message Generation |
Required |
VAMB |
Value Dated Amendment Booking |
Required |
VAMI |
Value Dated Amendment Initiation |
Required |
INOT |
Interest Rate Notice Generation |
Required |
ENOT |
Exchange Rate Notice |
Required |
ROCL |
Consol Rollover of Contract |
Required |
ROSL |
Split Rollover of Contract |
Required |