Securities Margin Process

This topic describes how to use the Securities Repo Margin Processing to trigger the margin processing for the Repo or Reverse Repo contract and also from the external system if Collateral revaluation at Repo product is Margin Settlement.

Both Cash Margin and Securities are transacted from the same screen by selecting appropriate action on the screen.

1. On Homescreen, specify SRDMRONL in the text box, and click the next arrow.

   The Securities Repo Margin Processing screen is displayed.

   
   Description of the illustration srdmronl_cvs_main.png
2. On the Securities Repo Margin Processing screen, specify the details as required.
   For information on fields, see the below table:

   Table 2-55 Securities Repo Margin Processing - Field Description

   Field	Description
   Contract Reference No	This is a Mandatory Field Select the contract reference number details as required, from the list of values provided.
   Margin Ref No	System displays the generated reference number.
   Transaction Date	This is a Mandatory Field The date is defaulted to the application date. Margin transaction date cannot be less than value date or greater than maturity date of the repo or reverse repo deal.
   Remarks	Specify the details as required.
   Margin Settlement	Specify the details as required.
   Margin Type	This is a Mandatory Field Select the value based on the requirement. The options are: Cash Securities
   Cash Margin	This is a Mandatory Field Select the value based on the requirement. The options are: Pay Receive
   Account Branch	Defaulted from the margin account branch maintained for the Repo/Reverse Repo deal.
   Margin Account	Defaulted from the margin account maintained for the Repo/Reverse Repo deal.
   Account Currency	Defaulted from the margin account currency maintained for the Repo/Reverse Repo deal.
   Amount	Specify the details as required.
   Margin	This is a Mandatory field Select the option from the drop-down box. The options are: Pay Receive
   Portfolio ID	This is a Mandatory field Select the option from the list of values displayed as required.
   Security ID	This is a Mandatory field Select the option from the list of values displayed as required.
   SK Location	This is a Mandatory field Select the option from the list of values displayed as required.
   SK Account	This is a Mandatory field Select the option from the list of values displayed as required.
   Collateral Portfolio ID	This is a Mandatory field Select the option from the list of values displayed as required.
   SK Location	This is a Mandatory field Select the option from the list of values displayed as required.
   SK Account	This is a Mandatory field Select the option from the list of values displayed as required.
   Security Form	Select the option from the list of values displayed as required.
   Quantity	Specify the details as required.
   Units/ Currency	Specify the details as required.
   Input Price	Specify the details as required.
   Contract Equivalent Book Value	Specify the details as required.
   Total Amount	Specify the details as required.
   Deal Reference	Buy deal/Sell deal/Block deal for Repo and Reverse Repo
   Deal Type	Block Deal, Buy deal and sell deal

3. On the Securities Repo Margin Process screen, click Events.

   The Treasury Events Screen is displayed.

   Figure 2-56 Treasury Events

   
4. On the Treasury Events screen, specify the details as required.

   For information on fields, see the below table

   Table 2-56 Treasury Events - Field Description

   Field	Description
   Reference Number	Displays the margin reference number
   Event Number	Displays margin event number
   Event Code	Displays margin event code
   Description	Displays the margin event description
   Event Date	Displays the Margin event date
   Authorization Status	Displays the event authorization status
   Maker Id	Displays the event maker ID
   Checker Id	Displays the Checker ID

5. On the Treasury Events screen, click Accounting Entries

   Treasury Accounting Entries is displayed.

   Figure 2-57 Treasury Accounting Entries

   
6. On the Treasury Accounting Entries screen, Click Accounting Entries tab to view margin event accounting entries.
7. On Treasury Events screen, click Overrides

   The Overrides is displayed.

   Figure 2-58 Overrides

   
8. On Overrides tab screen, specify the details as required.
9. On Treasury Events screen, click Messages.

   The Treasury Message screen is displayed.

   Figure 2-59 Treasury Message

   
10. On Treasury Message screen, Click Message to view Margin messages for a particular event.

    For information on fields, see the below table

11. On the Treasury Message screen, click Message Details

    The Treasury Message screen is displayed.

    Figure 2-60 Treasury Message

    
12. On the Treasury Message screen, view the messages in detail as required.
13. On the Security Repo Margin Process screen, click Settlement.

    The Settlement Details screen is displayed.

    Figure 2-61 Settlement Details

    
    Description of "Figure 2-61 Settlement Details"
14. On the Settlement Details screen, Click Settlement Details to view the margin processing settlement details
15. On the Securities Repo Margin Process screen, click Fields.

    For more information on fields, see the below table

    Table 2-57 Securities Repo Margin Process - Fields - Field Descriptions

    Field	Description
    Contract Reference Number	Display the margin reference number
    Field Name	Displays the user defined field name
    Value	Displays the user defined field value
    Mandatory	Defaults mandatory details from UDF maintenance screen
    Value Description	Displays the value description