Table of Contents
- Title and Copyright Information
- Preface
- 1 Overview of Collateral Margining and Settlement Netting
-
2
Maintaining Products and Static Data
- 2.1 Defining a new product and static data
- 2.2 Maintaining an existing product and static data
- 2.3 Discard, disable and print details of product and static data
- 2.4 Collateral Party
- 2.5 Instrument Margin Calculation Setup
- 2.6 Margin-Netting Product
- 2.7 Cash-Margin Settlement Scheme
-
2.8
Master Agreement
- 2.8.1 Master Agreement Maintenance screen
- 2.8.2 Treasury Master Agreement Maintenance - Main
- 2.8.3 Agreement Details
- 2.8.4 Collateral Preferences
- 2.8.5 Collateral – Calculation Preferences
- 2.8.6 Collateral – Settlement Preferences
- 2.8.7 Collateral – Eligible Securities
- 2.8.8 Netting Preferences
- 2.8.9 Fields
- 2.8.10 Treasury Master Agreement Summary
- 2.8.11 Treasury Master Agreement Summary screen
- 3 Collateral and Netting Preferences for the Contract
- 4 Processing Collateral Margin
-
5
Processing Settlement Netting
-
5.1
Cash-Margin Netting Initiation
- 5.1.1 Process to initiate a new transaction
- 5.1.2 Process to query and view the details of an existing transaction
- 5.1.3 Modifying an existing transaction
- 5.1.4 Discard, reverse and print transactions
- 5.1.5 Cash-Margin Netting Initiation Process screen
- 5.1.6 Pre-Netting for Initial Margin
- 5.1.7 Pre-Netting for Variation Margin
- 5.1.8 Pre-Netting for Deal Cashflows
- 5.1.9 Events
- 5.1.10 Fields
- 5.1.11 Authorization
- 5.1.12 Cash-Margin Netting Initiation Summary
-
5.2
Cash-Margin Net Settlement
- 5.2.1 Process to initiate a new transaction
- 5.2.2 Process to query and view the details of an existing transaction
- 5.2.3 Modifying an existing transaction
- 5.2.4 Discard, reverse and print transactions
- 5.2.5 Cash-Margin Net Settlement Process screen
- 5.2.6 Scheme Balance Summary
- 5.2.7 Initial Margin
- 5.2.8 Variation Margin
- 5.2.9 Deal Cashflows
- 5.2.10 Settlements
- 5.2.11 Events
- 5.2.12 Fields
- 5.2.13 Authorization
- 5.2.14 Cash-Margin Net Settlement Summary
-
5.3
Securities Netting
- 5.3.1 Process to initiate a new transaction
- 5.3.2 Process to query and view the details of an existing transaction
- 5.3.3 Modifying an existing transaction
- 5.3.4 Discard, reverse and print transactions
- 5.3.5 Securities Netting Process screen
- 5.3.6 Main
- 5.3.7 Details
- 5.3.8 Events
- 5.3.9 Authorization
- 5.3.10 Securities Netting Summary
-
5.1
Cash-Margin Netting Initiation
- 6 Querying Collateral and Netting Transactions
- 7 Events and Accounting Entries
- 8 List of Margin Calculation Fields
- Index