Table of Contents

• Title and Copyright Information
• Preface
  • Audience
  • Acronyms and Abbreviations
  • Conventions
  • List of Topics
  • Related Resources
  • Symbols and Icons
• 1 Introduction to Repo
  • 1.1 Repo
  • 1.2 Reverse Repo
  • 1.3 Price of Repo
  • 1.4 Typical Market Participants
• 2 Overview of Repo
  • 2.1 Product Definition Facility
  • 2.2 Products
    • 2.2.1 Securities Repo Product attributes
    • 2.2.2 Process a SR Deal
  • 2.3 Features of the Contract Details screen
  • 2.4 Prerequisites for the Application Login
  • 2.5 Define a New Product and Static Data
  • 2.6 Maintain an Existing Product and Static Data
  • 2.7 Capture Details of Repo Contract
  • 2.8 Repo Details
    • 2.8.1 Specify Details of Parties Involved in Repo Block
  • 2.9 Repo Process
  • 2.10 Reverse Repo Block
    • 2.10.1 Reverse Repo Process
  • 2.11 Authorize a Contract
    • 2.11.1 Multilevel Authorization of a Contract
  • 2.12 Summary Details of Repo Contract
  • 2.13 Margin Product for a REPO
  • 2.14 Securities Margin Process
  • 2.15 Margin Transaction Query
  • 2.16 Rate Fixing Process for Repo
    • 2.16.1 Treasury Manual Rate Fixing Maintenance
      • 2.16.1.1 Treasury Manual Rate Fixing Summary
      • 2.16.1.2 Generic Interface Support
      • 2.16.1.3 Scheduler Job
      • 2.16.1.4 Trigger Interface
  • 2.17 Amend Securities Repo Transactions
  • 2.18 Security Repo VAMI
  • 2.19 Upload Deals of Amendment
  • 2.20 Securities Repo Payment Input
  • 2.21 Process Repayments
  • 2.22 Rollover a Deal
  • 2.23 Specify Rollover for a Product
  • 2.24 Automatic Processing
  • 2.25 Automatic Events in the Lifecycle of a Deal
    • 2.25.1 Begin of Day Processes
    • 2.25.2 End of Day Processes
    • 2.25.3 Process During Beginning of Day
    • 2.25.4 Process During End of Day
    • 2.25.5 Process for Holidays
    • 2.25.6 Initiate a Future Value Dated Deal
    • 2.25.7 Process an Automatic Repayment
    • 2.25.8 Automatic Rollover of a Deal
    • 2.25.9 Advices for Rollover
    • 2.25.10 Automatic Status Changes
    • 2.25.11 Accrual of ICCB Components
    • 2.25.12 SGEN Messages Generation
    • 2.25.13 RFR Enabling for SGEN
      • 2.25.13.1 Look back without Payment delay SGEN Generation
      • 2.25.13.2 Look back/Lockout with Payment delay SGEN Generation
    • 2.25.14 Contract Level Message Generation
• 3 Risk Free Rates
  • 3.1 Define Rate codes for Risk Free rates
  • 3.2 Risk Free Rates
  • 3.3 Treasury Interest Class Definition
  • 3.4 Securities Repo Product
  • 3.5 Securities Repo Contract
  • 3.6 Securities Repo Value Dated changes
    • 3.6.1 Securities Repo Payment Input
  • 3.7 Lifecycle process Impact
• 4 Securities Financial Transaction Regulation
  • 4.1 Static Type Maintenance
  • 4.2 Treasury Customer Additional Maintenance
  • 4.3 SFTR Reporting Details in Securities Instrument
  • 4.4 Securities Repo Contract Online
• 5 Printing Subsidiary General Ledger Form- Repo and Reverse Repo Deals
  • 5.1 Process SGL Maintenance
• A Accounting entries for SR
  • A.1 SR Events
  • A.2 Amount Tags
  • A.3 Accounting Roles
  • A.4 Event-wise Accounting Entries and Advices
    • A.4.1 SR Reverse Repo with True Discounted Interest
    • A.4.2 SR Repo with Fixed Discounted Interest
    • A.4.3 SR Reverse Repo – Fixed Bearing Interest
    • A.4.4 SR Repo with Fixed Bearing Interest
    • A.4.5 Multi Media Support
    • A.4.6 Entries for contracts liquidated with Previous Year Adjustment option
• B Advices for Securities Repo
  • B.1 GMRA Advice
  • B.2 Money Market Loan Contract Amendment Advice
  • B.3 Money Market Deposit Contract Confirmation Advice
  • B.4 Money Market Loan Contract Confirmation Advice
  • B.5 Credit Advice
  • B.6 Debit Advice
  • B.7 Rollover Advice For a Placement
  • B.8 Fixed Contract Confirmation
  • B.9 Deposit Interest Payment Advice
  • B.10 Payment Message
  • B.11 Credit Advice
  • B.12 Debit Advice
  • B.13 Market-Side Trade Confirmation
• Index