Table of Contents

• Title and Copyright Information
• Preface
  • Purpose
  • Audience
  • Documentation Accessibility
  • Critical Patches
  • Diversity and Inclusion
  • Related Resources
  • Conventions
  • Screenshot Disclaimer
  • Acronyms and Abbreviations
  • Basic Actions
  • Symbols and Icons
• 1 Overview of Securities Domain
  • 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
    • 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
      • 1.1.9.1 Rights
      • 1.1.9.2 Warrants
    • 1.1.10 Trading in Equities
    • 1.1.11 Trading in Bonds / Fixed Income securities
    • 1.1.12 Corporate Actions on Securities
      • 1.1.12.1 Cash Dividend
      • 1.1.12.2 Stock Dividend
      • 1.1.12.3 Interest on Fixed Income Securities
      • 1.1.12.4 Redemption on Fixed Income Securities
      • 1.1.12.5 Rights / Warrants
      • 1.1.12.6 Stock Splits
      • 1.1.12.7 Mergers and Spin-offs
• 2 Overview of Securities
  • 2.1 Snapshot of the Module
  • 2.2 Process at the Portfolio Level - at the Beginning or End of Day
  • 2.3 Started with the Module
    • 2.3.1 Build Classes
    • 2.3.2 Define Products
    • 2.3.3 Handle Interest, Charge and Tax Components
    • 2.3.4 Build a Transaction Tax Scheme
    • 2.3.5 Build an Issuer Tax Scheme
    • 2.3.6 Handle Brokerage
    • 2.3.7 Track Limits
    • 2.3.8 Settle Deals
    • 2.3.9 Query the System for Details
• 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
    • 3.4.1 Maintain Bank Parameters
    • 3.4.2 Maintain Deal Product
    • 3.4.3 Maintain Nominal Based Yield Computation
  • 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
  • 4.1 Maintain Price Details
    • 4.1.1 Price Quotation Method
    • 4.1.2 Price
• 5 Maintain Market Price Codes
  • 5.1 Maintain Market Price Codes
• 6 Maintain Safe Keeping Locations
  • 6.1 Maintain Safe Keep Location
    • 6.1.1 Exposure Line
    • 6.1.2 Specify SK Location Account
    • 6.1.3 Making Query
  • 6.2 KEST
• 7 Build Branch and Currency Restriction Classes
  • 7.1 Maintain Restrictions as Classes
    • 7.1.1 Advantage of Defining Restrictions as Classes
  • 7.2 Process Branch and Currency Restrictions Class Screen
  • 7.3 Specify the Customer Category Restrictions Class
    • 7.3.1 Process Customer Category Restrictions Class screen
• 8 Accounting Role to Head Mapping Class
  • 8.1 General Ledger Types
  • 8.2 Accounting Roles and Heads Class
    • 8.2.1 Advantage of Building Accounting Roles and Heads Classes
    • 8.2.2 Maintain an Accounting Roles and Heads Class
    • 8.2.3 Map Roles to Heads
  • 8.3 Event Class
    • 8.3.1 Maintain an Event Accounting Entries and Advices Class
• 9 Define Security Preference Classes
  • 9.1 Security Product Preference Classes
    • 9.1.1 Specify Security Product Preference Class
    • 9.1.2 Capture Information Specific to a Security Type
    • 9.1.3 Indicating Banker’s Acceptance
    • 9.1.4 Indicate Banker’s Acceptance
    • 9.1.5 Capturing Trade-Related Information
    • 9.1.6 Identifying the Holder
  • 9.2 Specify the Material of a Security
  • 9.3 Indicate the Collateral Type
  • 9.4 Opting for Automatic Initiation of Corporate Actions
    • 9.4.1 Indicate the Price Code for Revaluation
  • 9.5 Tenor Details
    • 9.5.1 Capture SWIFT Related Information
  • 9.6 Define Deal Limits for a Preference Class
• 10 Maintain Portfolio Preference Class
  • 10.1 Specify Portfolio Preference Class
  • 10.2 Yield Accrual for Deals bought on Par
• 11 Define a Deal preference Class
  • 11.1 Process Deal Preference Class
• 12 Security Restriction Classes
  • 12.1 Advantage of Defining Restrictions as Classes
  • 12.2 Process the Security Restrictions
• 13 Maintain Portfolio Restriction Classes
  • 13.1 Advantage of Defining Restrictions as Classes
  • 13.2 Process Portfolio Restriction Classes
  • 13.3 Process Securities - Portfolio Safe Keeping Location Balances Summary
  • 13.4 Process Securities - Portfolio Safe Keeping Location Movements Summary
• 14 Define Attributes of a Securities Product
  • 14.1 Process Security Product
    • 14.1.1 Specify Interest Details Type, Event Details, and Rate Details
• 15 Define Attributes of a Portfolio Product
  • 15.1 Process Security Portfolio Process Definition
  • 15.2 Process Security Portfolio Instrument Restrictions
• 16 Securities Deal Product
  • 16.1 Process Securities Deal Product
    • 16.1.1 Specify Accounting Entries for KEST Computation
  • 16.2 Process Security Deal Product Restrictions
• 17 Define a Product Combination
  • 17.1 Process a Combination Product
• 18 Maintain a Security
  • 18.1 Process Security Deals Product Definition
  • 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
    • 18.3.1 Process Bonds and T-bill based on the YTM parameters
  • 18.4 Interest Method for Computing Coupon Interest
  • 18.5 Process Security Instruments
  • 18.6 Holiday Preference
    • 18.6.1 Holiday Validation Assumptions
  • 18.7 Upload Security Instruments for Amendment
  • 18.8 Bulk Upload- Security Instruments & Market Security-Price
  • 18.9 Process Securities Deal Contract
• 19 Maintain and Process Corporate Actions
  • 19.1 Process Corporate Action Event Stages
  • 19.2 Rights and Warrants
    • 19.2.1 Process Rights and Warrants
    • 19.2.2 Indicate Rights Ratio and Rounding Fractions
    • 19.2.3 Save Rights/Warrants Record
    • 19.2.4 Process Rights and Warrants
    • 19.2.5 Process Rights
      • 19.2.5.1 Rights Tear-Off
      • 19.2.5.2 Rights Exercise
      • 19.2.5.3 Warrants Tear Off
      • 19.2.5.4 Warrants Exercise
    • 19.2.6 Process Rights and Warrants Expiry Details
    • 19.2.7 Process Security Redemption Details
    • 19.2.8 Security Redemption
      • 19.2.8.1 Process for Security Redemptions
      • 19.2.8.2 Redemption Processing based on Quotation Type
      • 19.2.8.3 End of Trading Processing
      • 19.2.8.4 Process of Amendment on Redemption Schedules
  • 19.3 Interest Coupon Details
    • 19.3.1 Process Interest Coupon Details
    • 19.3.2 Link Interest Component to Tax Component
    • 19.3.3 Specify Event Narrative
  • 19.4 Process Interest Coupon
    • 19.4.1 Process Interest Rate Revision Details
      • 19.4.1.1 Specify Event Narrative
      • 19.4.1.2 Holiday Preference
      • 19.4.1.3 History
  • 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
    • 19.9.1 Process Bonus to Cash Conversion Details
  • 19.10 Process Bonus to Cash Conversions
    • 19.10.1 Process Corporate Action Events
  • 19.11 Coupon Transfer
• 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
• 21 Process Security Deal
  • 21.1 Securities Deal Input Screen
    • 21.1.1 Process Securities Data Input Screen
      • 21.1.1.1 Process Securities Deals
        • 21.1.1.1.1 Specify details for the buy and sell leg of a deal
        • 21.1.1.1.2 Specify Details of Sell Leg
        • 21.1.1.1.3 Specify Details of the Buy Leg of a Deal
        • 21.1.1.1.4 Trading in securities that do not belong to a portfolio
      • 21.1.1.2 Additional Details
      • 21.1.1.3 Process Safe Keeping Location Balances
    • 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
      • 21.1.5.1 Maintain Settlement Instructions for a Deal Leg
      • 21.1.5.2 Capture Settlement Instructions
      • 21.1.5.3 Capture Account Details
      • 21.1.5.4 Capture Details of the Deal Output
      • 21.1.5.5 Capture Party Details
    • 21.1.6 Process Levy Tax on a Deal
      • 21.1.6.1 Features of Tax Details Screen
    • 21.1.7 Process Brokerage on a Deal
    • 21.1.8 Upload the Deals for Amendment
    • 21.1.9 Liquidating a Deal
      • 21.1.9.1 Money Settlement
      • 21.1.9.2 Security Settlement
    • 21.1.10 SGEN Message Generation
      • 21.1.10.1 RFR Enabling for SGEN
        • 21.1.10.1.1 Look back without Payment delay SGEN Generation
        • 21.1.10.1.2 Look back/Lockout with Payment delay SGEN Generation
      • 21.1.10.2 Reassigning a Deal to another User
      • 21.1.10.3 Contract Level Message Generation
• 22 Process A Block Securities Deal
  • 22.1 Features of a Block Deal in Oracle Banking Treasury Management
  • 22.2 Process Block Securities Deal Screen
• 23 Securities Transfer Across Locations
  • 23.1 Transfer Securities Across Locations
  • 23.2 Specify the SK locations and accounts
• 24 Maintain Block Security Details
  • 24.1 Process Securities Block/Release Block Input
  • 24.2 Specify Details of Parties Involved in Block Security
• 25 Maintain Manual Revaluation Details
  • 25.1 Process Manual Revaluation
    • 25.1.1 Manual Revaluation Processing
  • 25.2 View Manual Revaluations
• 26 Bonds Provisioning
  • 26.1 Securities Security Product Definition
  • 26.2 Securities Manual Provision
  • 26.3 Securities Provisioning Summary
  • 26.4 Securities Instrument Definition
• 27 Bonds Status Change
  • 27.1 Securities Security Product Definition
  • 27.2 Securities Instrument Definition
  • 27.3 Securities Status Properties
  • 27.4 Securities Status Properties Summary
  • 27.5 Securities Manual Status Change
  • 27.6 Securities Status Change Summary
• 28 Batch Process
  • 28.1 Beginning of Day Processing
  • 28.2 Process Daily Events
  • 28.3 Process Triggering Securities MSTL Batch
  • 28.4 Unrealized Revaluation for Unsettled Buy and Sell Deals
    • 28.4.1 Illustrations
  • 28.5 Unsettled EX Sell Deal – Revaluation Date after Deal Settlement Date
• 29 Credit Default Index
  • 29.1 Market Definition
  • 29.2 CD credit event maintenance
  • 29.3 Credit Derivative Instrument Product Definition
    • 29.3.1 Security Preferences
      • 29.3.1.1 Premium Details
      • 29.3.1.2 Reference
      • 29.3.1.3 MIS
    • 29.3.2 Credit Derivative Instrument Definition
    • 29.3.3 Coupon
    • 29.3.4 Revision
    • 29.3.5 Redemption Schedule
    • 29.3.6 Contract Premium Details
    • 29.3.7 Tax
    • 29.3.8 MIS
    • 29.3.9 Fields
  • 29.4 Credit Derivative Deal Product Definition
    • 29.4.1 Accounting Roles
    • 29.4.2 Events
    • 29.4.3 Preferences
    • 29.4.4 Charges
    • 29.4.5 Tax Definition
    • 29.4.6 MIS
    • 29.4.7 Market Details
    • 29.4.8 Display Credit Derivative Deal Details
  • 29.5 Credit Derivative Processing Branch Parameter
  • 29.6 Credit Derivative Portfolio Product Definition
    • 29.6.1 Accounting Role
    • 29.6.2 Events
    • 29.6.3 Preferences
  • 29.7 CD Portfolio Definition
  • 29.8 CD External Revaluation Changes
    • 29.8.1 External MTM Example
  • 29.9 CDI Derivative Deal Input
    • 29.9.1 Contract Level Message Generation
  • 29.10 Credit Derivative Corporate Action
  • 29.11 CDI Redemption Product Maintenance
• 30 Risk Free Rates for Securities
  • 30.1 Define Rate codes for Risk Free Rates
  • 30.2 Risk Free Rates
  • 30.3 Treasury Interest Maintenance
  • 30.4 Securities Instrument Product
  • 30.5 Interest Revision
  • 30.6 Lifecycle process Impact
• 31 Customer Correspondence
  • 31.1 Deal Related Advices
    • 31.1.1 Corporate Action Related Advices
    • 31.1.2 Statement Related Advices
  • 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
      • 31.2.10.1 Securities Notice of Rights Message
      • 31.2.10.2 Securities Notice of Event Message
    • 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
      • 31.2.16.1 Securities Statement of Pending Transactions
      • 31.2.16.2 Other Information
• 32 Making Queries
  • 32.1 Details of Securities Safe Keeping Movements
    • 32.1.1 Process Securities Safe keeping Movements
    • 32.1.2 The Other Query Screens
    • 32.1.3 Ordering
  • 32.2 Process Portfolio Security Movements
• 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 RIBL: Reversal of Block of Security Positions
    • B.3.12 RRBL: Reversal of Release Block of Security Positions
    • B.3.13 REAS: Reassignment of Securities Deal
    • B.3.14 REVR: Reversal of Securities Deal
    • B.3.15 RFCF: Receive Free Confirmation
    • B.3.16 MSTL: Money Settlement
    • B.3.17 PROV: Provisioning
    • B.3.18 STCH: Status Change
  • B.4 CD Portfolio Processing
  • B.5 SGEN - Settlement Message Generation
  • B.6 Multi Media Support
• Index