Table of Contents

• Title and Copyright Information
• Preface
  • Audience
  • Acronyms and Abbreviations
  • Conventions
  • List of Topics
  • Symbols and Icons
  • Related Resources
• 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
    • 2.4.1 Collateral Party Maintenance Screen
    • 2.4.2 Collateral Party Summary
  • 2.5 Instrument Margin Calculation Setup
    • 2.5.1 Instrument Margin Calculation Maintenance Screen
    • 2.5.2 Fields
    • 2.5.3 Instrument Margin Calculation Setup Summary
    • 2.5.4 Instrument Margin Calculation Setup Summary Screen
  • 2.6 Margin-Netting Product
    • 2.6.1 Margin-Netting Product Maintenance screen
    • 2.6.2 Accounting Roles
    • 2.6.3 Events
    • 2.6.4 Preferences
    • 2.6.5 MIS
    • 2.6.6 Charges
    • 2.6.7 Tax
    • 2.6.8 Fields
    • 2.6.9 Margin-Netting Product Summary
    • 2.6.10 Margin-Netting Product Summary screen
  • 2.7 Cash-Margin Settlement Scheme
    • 2.7.1 Cash-Margin Settlement Scheme Maintenance screen
    • 2.7.2 Accounts
    • 2.7.3 Fields
    • 2.7.4 Holiday Preferences
    • 2.7.5 Cash-Margin Settlement Scheme Summary
    • 2.7.6 Cash-Margin Settlement Scheme Summary screen
  • 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
  • 3.1 Linked Entities for a Contract
  • 3.2 Collateral-Netting details for a Contract
    • 3.2.1 Agreements applicable for the Contract
    • 3.2.2 Netting Agreement preferences
    • 3.2.3 Collateral Agreement preferences
    • 3.2.4 Contract Collateral & Netting preferences
    • 3.2.5 Collateral Eligible Securities for the Contract
• 4 Processing Collateral Margin
  • 4.1 Collateral Assignment
  • 4.2 Process to initiate a new transaction
  • 4.3 Process to view the details of an existing transaction
  • 4.4 Modifying an existing transaction
  • 4.5 Discard, reverse and print transactions
  • 4.6 Collateral Assignment Process screen
  • 4.7 Main Criteria
    • 4.7.1 Margin Details
    • 4.7.2 Linked Deals
    • 4.7.3 Events
    • 4.7.4 Fields
    • 4.7.5 Cash Collateral Assignment
    • 4.7.6 Settlement
    • 4.7.7 Securities Collateral Assignment
    • 4.7.8 Authorization
    • 4.7.9 Collateral Assignment Summary
    • 4.7.10 Collateral Assignment Summary screen
• 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
      • 5.1.6.1 View Linked Deals for Initial Margin
    • 5.1.7 Pre-Netting for Variation Margin
      • 5.1.7.1 View Linked Deals for Variation Margin
    • 5.1.8 Pre-Netting for Deal Cashflows
      • 5.1.8.1 View Linked Deals for Deal Cashflows
    • 5.1.9 Events
    • 5.1.10 Fields
    • 5.1.11 Authorization
    • 5.1.12 Cash-Margin Netting Initiation Summary
      • 5.1.12.1 Cash-Margin Netting Initiation Summary screen
  • 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
      • 5.2.14.1 Cash-Margin Net Settlement Summary screen
  • 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
      • 5.3.10.1 Securities Netting Summary screen
• 6 Querying Collateral and Netting Transactions
  • 6.1 Margin Transaction Query
    • 6.1.1 Process to query and view the details of margin transaction
      • 6.1.1.1 Margin Transaction Query screen
    • 6.1.2 Margin Transaction Query – Report Fields
  • 6.2 Settlement Scheme Balance Query
    • 6.2.1 Process to query and view the details of Settlement Scheme Balance
    • 6.2.2 Settlement Scheme Balance Query – Scheme Balances
    • 6.2.3 Settlement Scheme Balance Query – Value Dated Balances
    • 6.2.4 Settlement Scheme Balance Query – Transactions
• 7 Events and Accounting Entries
  • 7.1 List of Events
  • 7.2 List of Amount Tags
  • 7.3 List of Accounting Roles
    • 7.3.1 Event-wise Accounting Entries
• 8 List of Margin Calculation Fields
• Index