Table of Contents
- Title and Copyright Information
- Preface
- 1 Secondary Loan Trading - An Overview
-
2
Maintaining Details Specific to
SLT
- 2.1 Introduction
- 2.2 SLT Branch Parameters Maintenance
- 2.3 Settlement Instructions Maintenance
- 2.4 Desk Details Maintenance
- 2.5 SLT Position Product Maintenance
- 2.6 Portfolio Details Maintenance
- 2.7 Position Identifier Details Maintenance
- 2.8 Mapping MCC
- 2.9 Capturing LIBOR Rate Details
- 2.10 Market Price Details Maintenance
- 2.11 CUSIP Rating Maintenance
- 2.12 Credit Rate Mapping Maintenance
- 2.13 Bid/Ask Factor Maintenance
- 2.14 Age Factor Details Maintenance
- 2.15 Mapping of SLT Product, Portfolio Expense Code, Internal Customer
- 2.16 SLT Fee Class Maintenance
- 3 Defining Attributes of an SLT Product
-
4
Processing an SLT Contract
- 4.1 Introduction
- 4.2 Viewing Exceptions Summary
- 4.3 Viewing Draft Trade Summary
- 4.4 Processing Internal Trades for HFI to HFS Transfer
-
4.5
Viewing Processed Trades
- 4.5.1 Capturing swap Details
- 4.5.2 Specifying Fee Details
- 4.5.3 Specifying Settlements Details
- 4.5.4 Specifying MIS Details
- 4.5.5 Specifying SSI Mnemonics
- 4.5.6 Viewing Funding Memo Details
- 4.5.7 Maintaining Events
- 4.5.8 Viewing the Amortized Fee Log Details
- 4.5.9 Financial Centre Holiday Treatment
- 4.5.10 Viewing Commitment Reduction Log
- 4.5.11 Reversing Trade Contract
- 4.6 Querying Trade Contract
- 4.7 Capturing Agency Details
- 4.8 Capturing Origination Trade Details
- 4.9 Trading with PIK Facility
- 4.10 Querying Position Balances
- 4.11 Calculating Realized Profit and Loss
- 4.12 Re-valuating Positions
- 4.13 Maintaining CUSIP-Tranche Linkage
- 4.14 Viewing CUSIP-Tranche Linkage Summary
- 4.15 Capturing Funding Memo Details
- 4.16 Settling Trades Individually
-
4.17
Settling Trades at Ticket Level
- 4.17.1 Viewing Currency Wise Settlement Details in Ticket Settlement
- 4.17.2 Handling Exceptions during Ticket Settlement
- 4.17.3 Viewing Settlement Instructions before Authorization
- 4.17.4 Specifying Fee Details
- 4.17.5 Specifying Payment Details
- 4.17.6 Capturing Currency-wise SSI Mnemonics
- 4.17.7 Capturing Mnemonic Details
- 4.17.8 Field 72 Population in Wire Messages
- 4.18 Settling Combined Tickets
- 4.19 Specifying Adjustment Rate
- 4.20 Settling DCF on First-time
- 4.21 Reversing Trade Settlement
- 4.22 Reversing Trade
- 4.23 Calculating Reserve
- 4.24 Reclassification
- 4.25 Agency Confirmation
- 4.26 Amending an SLT Contract
- 4.27 Processing Silent Participation
- 4.28 Processing Swap Deals
- 4.29 Forward Processing of Events
- 4.30 SLT Processing for LMA / LSTA Participation
- 4.31 SLT Processing for Primary Delayed Compensation
-
5
Processing Fee Details
-
5.1
Introduction
- 5.1.1 Specifying Assignment Fee Details
- 5.1.2 Suppressing Wire Messages for Assignment Fees
- 5.1.3 LQT Trade Upload
- 5.1.4 Specifying Amendment Fee Details
- 5.1.5 Specifying Line/Accommodation Fee Details
- 5.1.6 SLT - Accounting for Amendment Fee
- 5.1.7 Specifying Delayed Compensation Fee Details
- 5.1.8 Specifying Break Fund Fee Details
- 5.1.9 Specifying Waiver Fee Details
- 5.1.10 Specifying Benefit of Commitment Reduction Fee (BCR) Details
- 5.1.11 Specifying Upfront Fee Details
- 5.1.12 Specifying Adhoc Fee Details
- 5.1.13 Specifying Brokerage Details
- 5.2 Amending Fee Details
- 5.3 Liquidating Fee Components
-
5.1
Introduction
-
6
Interface between SLT and LB
modules
- 6.1 Introduction
- 6.2 Deals Originated by Bank
- 6.3 Deals where Bank is not Lead Agent
- 6.4 Viewing Multiple Firm Account
- 6.5 Viewing Referential Data from Secure
- 6.6 Viewing the External Agency Interface Browser
- 6.7 Matching Process and Manual Linkage of SLT and Markit Trades
- 6.8 Settlement Queue for Markit Trades
- 6.9 Viewing LQT Mnemonic Browser Details
-
7
Annexure – Accounting
Entries
-
7.1
Introduction
- 7.1.1 Accounting Roles
- 7.1.2 Events
- 7.1.3 Amount Tags
- 7.1.4 Advices
- 7.1.5 Error Codes
-
7.1.6
Event-wise Accounting
Entries
- 7.1.6.1 TBOK: Contract Booking
- 7.1.6.2 Additional Entries for Origination Trade
- 7.1.6.3 TAMD: Contract Amendment
- 7.1.6.4 TCNC: Contract Cancellation
- 7.1.6.5 TSTL: Trade Settlement
- 7.1.6.6 Buy Settlement
- 7.1.6.7 REVL: Revaluation
- 7.1.6.8 RRVL: Revaluation Reversal
- 7.1.6.9 PRCL - Position Reclasss
- 7.1.6.10 RESV: Reserve Calculation
- 7.1.6.11 FLIQ: Fee Liquidation
- 7.1.7 Maintaining SLT Accounting Entries
- 7.1.8 LOR Accounting Entries
-
7.1
Introduction
- 8 Jobs and EOD Batches
- Index