Table of Contents
- Title and Copyright Information
- Preface
-
1
Overview of Securities Domain
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1.1
Financial market
- 1.1.1 Types of Markets
- 1.1.2 Characteristic Features of the Financial Markets
- 1.1.3 Financial Intermediaries
- 1.1.4 Intermediaries Operating in Financial Markets
- 1.1.5 Financial Assets (Securities)
- 1.1.6 Equities
- 1.1.7 Preference Shares
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1.1.8
Fixed Income Securities
- 1.1.8.1 Bonds
- 1.1.8.2 T Bills (Issued on Behalf of the Government)
- 1.1.8.3 T Notes and T Bonds (Issued on Behalf of the Government)
- 1.1.8.4 Treasury Strips (Issued on Behalf of the Government)
- 1.1.8.5 Certificates of Deposit (CDs)
- 1.1.8.6 Commercial Paper
- 1.1.8.7 Banker’s Acceptances (BAs)
- 1.1.8.8 Municipal Bonds And Notes
- 1.1.9 Rights and Warrants
- 1.1.10 Trading in Equities
- 1.1.11 Trading in Bonds / Fixed Income securities
- 1.1.12 Corporate Actions on Securities
-
1.1
Financial market
- 2 Overview of Securities
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3
General Maintenance
- 3.1 Prerequisites for the Application Login
- 3.2 Define a New Product and Static Data
- 3.3 Maintain an Existing Product and Static Data
- 3.4 Bank Parameters
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3.5
Branch Parameters
- 3.5.1 Define Branch Parameters
- 3.5.2 Define Floating Rate Codes
- 3.5.3 Define Rate Sources
- 3.5.4 Define Rate Types
- 3.5.5 Define Float Rates
- 3.5.6 Rate Fixing Maintenance
- 3.5.7 Interest Class Definition
- 3.5.8 Maintain Market Details
- 3.5.9 Maintain Settlement Parties
- 3.5.10 Cancellation Message
- 3.5.11 Rate Reset Confirmation
- 3.5.12 EIM for Treasury Bills and Security Bonds
- 3.5.13 Yield Calculation Parameters for T-Bills
- 3.5.14 Interest Method for Computing Coupon Interest
- 3.5.15 Exempt Interest for the Ex Period
- 3.5.16 Tax Details
- 4 Price Details Maintenance
- 5 Maintain Market Price Codes
- 6 Maintain Safe Keeping Locations
- 7 Build Branch and Currency Restriction Classes
- 8 Accounting Role to Head Mapping Class
- 9 Define Security Preference Classes
- 10 Maintain Portfolio Preference Class
- 11 Define a Deal preference Class
- 12 Security Restriction Classes
- 13 Maintain Portfolio Restriction Classes
- 14 Define Attributes of a Securities Product
- 15 Define Attributes of a Portfolio Product
- 16 Securities Deal Product
- 17 Define a Product Combination
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18
Maintain a Security
- 18.1 Process Security Deals Product Definition
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18.2
Details of a Security
- 18.2.1 Capture Details of a Security
- 18.2.2 Capture Interest details
- 18.2.3 Indicate Corporate Action Preference
- 18.2.4 Capture Trade-Related Information
- 18.2.5 Specify Type of Price Quotation
- 18.2.6 Capture Information Specific to the Security Type
- 18.2.7 Indicate bankers acceptance
- 18.2.8 Specify Currency
- 18.2.9 Specify Relevant dates
- 18.2.10 Specify Price Details
- 18.2.11 Specify Interest Details for a Bond
- 18.2.12 Opting for Automatic Initiation of Corporate Actions
- 18.2.13 Indicate a Revaluation Price Code
- 18.2.14 Indicate the Collateral Type
- 18.2.15 Specify the Market for Revaluation
- 18.3 Specify the Yield Calculation Parameters for a Security
- 18.4 Interest Method for Computing Coupon Interest
- 18.5 Process Security Instruments
- 18.6 Holiday Preference
- 18.7 Upload Security Instruments for Amendment
- 18.8 Bulk Upload- Security Instruments & Market Security-Price
- 18.9 Process Securities Deal Contract
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19
Maintain and Process Corporate Actions
- 19.1 Process Corporate Action Event Stages
- 19.2 Rights and Warrants
- 19.3 Interest Coupon Details
- 19.4 Process Interest Coupon
- 19.5 Backdated/Current dated Rate Revision Processing
- 19.6 Auto Processing of Rate Fixing
- 19.7 Maintain Stock Dividend Details
- 19.8 Process Cash Dividend
- 19.9 Process Dividends
- 19.10 Process Bonus to Cash Conversions
- 19.11 Coupon Transfer
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20
Define Portfolio
- 20.1 Process Portfolio Definition Details
- 20.2 Process Details of a Portfolio
- 20.3 Define Preference for a Portfolio
- 20.4 Specify Advice to be Generated
- 20.5 Map Accounts to a Safe Keeping Location
- 20.6 Specify Accounting Role to Head Mapping Preferences
- 20.7 Process Security Revaluation Prices for a Portfolio
- 20.8 Process Risk Profile
- 20.9 View Safe keeping Location Portfolio Balances
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21
Process Security Deal
-
21.1
Securities Deal Input Screen
- 21.1.1 Process Securities Data Input Screen
- 21.1.2 Deal Net Consideration
- 21.1.3 View the forward profit or Loss in a Deal
- 21.1.4 Specify Details of Parties Involved in Block Security
- 21.1.5 Settlement Instructions for a Deal Leg
- 21.1.6 Process Levy Tax on a Deal
- 21.1.7 Process Brokerage on a Deal
- 21.1.8 Upload the Deals for Amendment
- 21.1.9 Liquidating a Deal
- 21.1.10 SGEN Message Generation
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21.1
Securities Deal Input Screen
- 22 Process A Block Securities Deal
- 23 Securities Transfer Across Locations
- 24 Maintain Block Security Details
- 25 Maintain Manual Revaluation Details
- 26 Bonds Provisioning
- 27 Bonds Status Change
- 28 Batch Process
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29
Credit Default Index
- 29.1 Market Definition
- 29.2 CD credit event maintenance
- 29.3 Credit Derivative Instrument Product Definition
- 29.4 Credit Derivative Deal Product Definition
- 29.5 Credit Derivative Processing Branch Parameter
- 29.6 Credit Derivative Portfolio Product Definition
- 29.7 CD Portfolio Definition
- 29.8 CD External Revaluation Changes
- 29.9 CDI Derivative Deal Input
- 29.10 Credit Derivative Corporate Action
- 29.11 CDI Redemption Product Maintenance
- 30 Risk Free Rates for Securities
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31
Customer Correspondence
- 31.1 Deal Related Advices
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31.2
Sample of all Advices
- 31.2.1 Security Trade Confirmation Affirmation message
- 31.2.2 Securities market Side Trade Confirmation
- 31.2.3 Securities Receive Free Instruction
- 31.2.4 Securities Receive Against Payment Instruction
- 31.2.5 Securities Deliver Free Instruction
- 31.2.6 Securities Deliver Against Payment Instruction
- 31.2.7 Securities Receipt Free Confirmation
- 31.2.8 Securities Receipt Against Payment Confirmation
- 31.2.9 Securities Deliver Free Confirmation
- 31.2.10 Securities Delivery Against Payment Confirmation
- 31.2.11 Securities Advice of Money Income
- 31.2.12 Securities Advice of Income in the Form of Securities
- 31.2.13 Securities Advice of Redemption
- 31.2.14 Securities Request for Statement Message
- 31.2.15 Securities Statement of Holdings
- 31.2.16 Securities Statement of Transactions
- 32 Making Queries
-
A
Error Codes and Message for Securities
- A.1 Error Codes and Messages
- A.2 Error Codes and Messages for Securities Online
- A.3 Error Codes and Messages for Batches
- A.4 Error Codes and Messages for Deal Input
- A.5 Error Codes and Messages for Non-Securities
- A.6 Error Codes and Messages for Portfolio Online
- A.7 Error Codes and Messages for Others
-
B
Accounting Entries
- B.1 Security Events
- B.2 Amount Tags
-
B.3
Accounting Roles
- B.3.1 AMND: Amendment of Securities Deal
- B.3.2 CANC: Cancellation of Securities Deal
- B.3.3 CCON: Counter party Confirmation
- B.3.4 DACF: Deliver Versus Payment Confirmation
- B.3.5 DFCF: Deliver Free Confirmation
- B.3.6 DSTL: Settlement of Securities Deal
- B.3.7 EXTN: Extension of Deal Settlement Date
- B.3.8 MSTL: Money Settlement of Securities Deal
- B.3.9 RACF: Receive Versus Payment Confirmation
- B.3.10 RBLK: Release Block of Security Positions
- B.3.11 REAS: Reassignment of Securities Deal
- B.3.12 REVR: Reversal of Securities Deal
- B.3.13 RFCF: Receive Free Confirmation
- B.3.14 MSTL: Money Settlement
- B.3.15 PROV: Provisioning
- B.3.16 STCH: Status Change
- B.4 CD Portfolio Processing
- B.5 SGEN - Settlement Message Generation
- B.6 Multi Media Support
- Index