To add New Repos Counterbalancing Strategy, perform the following
steps:
To select individual new repos, click the add icon in the New Repos
Counterbalancing Strategy section. The New Repos browser window is
displayed.
Select the instrument to which New Repos Counterbalancing Strategy is to be
applied.
The list of instruments displayed in the Instrument Selection browser window is
taken from the table FSI LRM Instrument table where the underlying is a
Repo.
You can alternatively search for the instrument by selecting the various filter
options in the Advanced Filter field.
The information is auto populated from the Fact Common Account Summary table
when you select the Instrument to be purchased.
The following details of each selected instrument are displayed:
Instrument
Natural Currency
Legal Entity
Availability Start Date
Availability End Date
Units Available
Market Value per Unit(NCY)
Market Value per Unit (Converted)
Repo Limit
Counter Party
Revised Maturity Amount
No. and Units to be Repo’d
Haircut (in %)
Revised Inflow Bucket
Revised Maturity Bucket
You must specify the following parameters:
No. and Units to be Repo’d: Enter the number of units to be repo’d.
Haircut (in %): Provide the Haircut in %.
Revised Inflow Bucket: Enter the Revised Inflow Bucket, that is, in
which bucket you are going to purchase the Instrument.
Revised Maturity Bucket: Enter the Revised Maturity Bucket
For detailed explanation on New Repos, refer New Repos.