Table of Contents

• Title and Copyright Information
• Preface
  • Audience
  • Acronyms and Abbreviations
  • Conventions
  • List of Topics
  • Related Resources
  • Symbols and Icons
• 1 Overview of Foreign Exchange Module
  • 1.1 System Setup
  • 1.2 Generic Attributes for Foreign Exchange Deals
  • 1.3 Specify Brokerage
  • 1.4 Define tax details
  • 1.5 Track limits
  • 1.6 Settlements of FX Contracts
  • 1.7 Retrieve FX deal Information
• 2 Data Maintenance in FX Module
  • 2.1 Static Data
  • 2.2 Static Data specific to the FX module
  • 2.3 Branch Parameters
    • 2.3.1 Maintain the Branch Parameters
    • 2.3.2 Specify UDF values
  • 2.4 Foreign Exchange Yield Calculation Parameters Maintenance
  • 2.5 Method of Application
  • 2.6 Discount Rates
    • 2.6.1 Maintain Discount Rates
    • 2.6.2 Query Discount Rates
  • 2.7 Netting
    • 2.7.1 Netting Details
    • 2.7.2 Maintain Netting Details
    • 2.7.3 Maintain FX Risk Netting Details
      • 2.7.3.1 Foreign Exchange Netting Limits Maintenance
    • 2.7.4 Specify UDF Values
      • 2.7.4.1 Default the Credit Lines
  • 2.8 Confirmation Rule Maintenance Details
  • 2.9 Confirmation Rule Maintenance Summary
  • 2.10 FX Confirmation Message Intraday Batch
  • 2.11 Confirmation Message Matching
    • 2.11.1 Confirmation Message Matching
    • 2.11.2 View Message Button
    • 2.11.3 View Match Details Button
    • 2.11.4 Contract Details
    • 2.11.5 View Message
    • 2.11.6 View Confirmation Message Matching Details
    • 2.11.7 Processing of Partially Matched or Unmatched Messages
      • 2.11.7.1 Un-matching Matched Messages
• 3 Define Attributes Specific to FX Products
  • 3.1 Spot Deals
  • 3.2 FX Products
    • 3.2.1 FX Product Definition
    • 3.2.2 Additional tab
      • 3.2.2.1 Define Additional Details
      • 3.2.2.2 Deal level reversal of Revaluation Entries
  • 3.3 ISDA
    • 3.3.1 ISDA Confirmation Preferences
  • 3.4 Product Combinations
    • 3.4.1 Maintain Product Combinations
    • 3.4.2 Foreign Exchange Combination Product Maintenance
    • 3.4.3 Maintain Product Category Details for Internal Swap Transactions
      • 3.4.3.1 Internal swap Product Category Maintenance
      • 3.4.3.2 Validations for Product Category Details for Internal Swap Transactions
• 4 Beginning of Day Operations
  • 4.1 Forward Rates
    • 4.1.1 Discounting Rates
  • 4.2 Automatic Liquidation of a Contract
    • 4.2.1 Validations
  • 4.3 Description of the function
    • 4.3.1 Split Value Dates
    • 4.3.2 Auto rollover
    • 4.3.3 Retrieve information
  • 4.4 Automatic Rollover of a Contract
    • 4.4.1 A Description of the Function or Procedures
    • 4.4.2 Retrieving Information
• 5 Processing of Contract
  • 5.1 FX Deal
    • 5.1.1 Initiate an FX deal
    • 5.1.2 Foreign Exchange Contract Input
  • 5.2 Limit Tracking Options
  • 5.3 Manual Netting
    • 5.3.1 Netting Consolidated sub system
  • 5.4 Automatic and Manual FX Netting Batch
    • 5.4.1 EOD Processing
  • 5.5 Manual Netting Process
  • 5.6 NDF Forward Deal
    • 5.6.1 NDF Fixing Deal
  • 5.7 FX Limits
  • 5.8 Upload FX contract
    • 5.8.1 Save an FX Contract
    • 5.8.2 Contract with Product Combination
  • 5.9 FX Contracts with Netted Limits-tracking
    • 5.9.1 Upload
    • 5.9.2 Amendment of Uploaded Deals
    • 5.9.3 Indicating the Option Period and the Rate
      • 5.9.3.1 Multi Option Details
  • 5.10 View Event Details
  • 5.11 Suppress or Prioritize Advices
    • 5.11.1 Contract Advices
    • 5.11.2 Suppress the Generation of an Advice
    • 5.11.3 Indicate the Priority of an Advice.
  • 5.12 Charge Details
  • 5.13 Brokerage Details
  • 5.14 Settlement Details
  • 5.15 FX Linkage
  • 5.16 Holiday Preferences
    • 5.16.1 Holiday Preference Example
  • 5.17 Split Settlements
  • 5.18 Limit
  • 5.19 Operations on a Contract
    • 5.19.1 Amend Deal Details
      • 5.19.1.1 Account entries for the amendment
      • 5.19.1.2 Amend a deal involving a product combination
    • 5.19.2 Uploading the contracts for amendment
    • 5.19.3 Identify Financial and Non-Financial fields for Amendment
    • 5.19.4 Reversing and Rebooking a Contract
    • 5.19.5 Copy Contract Details
    • 5.19.6 Contract Versions
    • 5.19.7 Delete a contract
    • 5.19.8 Reverse a contract
    • 5.19.9 Put a Contract on Hold
    • 5.19.10 Multilevel Authorization of a Contract
    • 5.19.11 Authorizing a Contract
      • 5.19.11.1 Contract Authorization
    • 5.19.12 Display the Rekey Fields
    • 5.19.13 Capture Change Log
    • 5.19.14 View Settlement Details
    • 5.19.15 Contract details
    • 5.19.16 Rolling Over a Contract Manually
    • 5.19.17 Registering Confirmation for a Contract
      • 5.19.17.1 Contract Summary
      • 5.19.17.2 Confirmation Details
    • 5.19.18 Liquidate Contract Manually
  • 5.20 Liquidation and Cancellation Function
    • 5.20.1 Foreign Exchange Payment Input
      • 5.20.1.1 Deal Rate
        • 5.20.1.1.1 Specify Settlement Instructions Pickup Details
    • 5.20.2 Authorize FX Payment Details
    • 5.20.3 Split Settlement
  • 5.21 Reassign Contract
    • 5.21.1 Reassign Contract to another Users
    • 5.21.2 FX Payment Details
    • 5.21.3 Advanced Search
    • 5.21.4 View FX contract
  • 5.22 FX Affirmation Input Screen
  • 5.23 Internal Swap Transactions Details
    • 5.23.1 Internal Swap Transactions
    • 5.23.2 Validations for Internal Swap Transactions
    • 5.23.3 Process Internal Swap Transactions
      • 5.23.3.1 Buy Internal Swap Transaction
      • 5.23.3.2 Sell Internal Swap Transaction
  • 5.24 ISDA Confirmation
    • 5.24.1 ISDA Confirm Summary
• 6 Continuous Linked Settlement
  • 6.1 CLS Preferences
    • 6.1.1 Maintain the CLS Preferences for the Branch
    • 6.1.2 Allow Currency to be Settled Inside CLS
    • 6.1.3 Identify the Customer as a CLS Participant and Maintain Currency Restrictions
    • 6.1.4 Maintain CLS Currency Preferences for the Branch
    • 6.1.5 Maintain Holidays for CLS Bank
    • 6.1.6 Maintain the Participant Type for CLS Customers
      • 6.1.6.1 Upload CLS Directory Information to Oracle Banking Treasury Management
    • 6.1.7 Maintain Settlement Instructions for CLS Deals
    • 6.1.8 Maintain Alert Preferences for CLS deals
      • 6.1.8.1 The Alert Generation Process
    • 6.1.9 Maintain Currency Settlement Linkage
  • 6.2 CLS deal
    • 6.2.1 Process a CLS deal
    • 6.2.2 Check the CLS Eligibility of an FX deal
      • 6.2.2.1 First Level Validations
      • 6.2.2.2 Second Level Check
      • 6.2.2.3 Third level validations
    • 6.2.3 Processing a CLS deal as a non-CLS deal
    • 6.2.4 Process a CLS deal
      • 6.2.4.1 Process uploaded deals
    • 6.2.5 Message Generation for CLS deals
      • 6.2.5.1 Generation of the FS Confirmation Message for CLS deals (MT304)
    • 6.2.6 Process CLS Manual Settlement
      • 6.2.6.1 CLS Net Manual Settlement
      • 6.2.6.2 CLS Net Settlement Details
      • 6.2.6.3 Process
• 7 Multiple Confirmation Generation for Fund Type Customer
  • 7.1 Maintenance
  • 7.2 Processing
    • 7.2.1 Define Fund type Customer at Treasury Customer Additional details
• 8 FX Advices and Messages
  • 8.1 Advices
  • 8.2 Messages
    • 8.2.1 Generate Payment Messages
    • 8.2.2 Generate Receive Messages
    • 8.2.3 Generate User Reference Number in Messages
    • 8.2.4 Generate Cancellation Request Messages
• A Accounting Entries and Advices
  • A.1 FX Events
  • A.2 Amount tags
    • A.2.1 Accounting Roles
  • A.3 Event-wise Accounting Entries and Advices
    • A.3.1 BOOK Booking an FX contract
    • A.3.2 AMND Amending
    • A.3.3 REVR Reversal
    • A.3.4 SGEN: Settlement Message
• Index