13.2.2 Borrower Tranche Product

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

Events to be Associated with Borrower Tranche Products

The following events are applicable:

Table 13-11 Borrower Tranche Product Events

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).

Event-wise Accounting Entries for Borrower Tranche Products

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

• BOOK

  Table 13-12 BOOK

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

• INIT

  Table 13-13 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

  Table 13-14 LIQD

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

• FLIQ

  Table 13-15 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

  Table 13-16

  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.

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.