10.3.1.3 Rollover of Existing Repos

To add Rollover of Existing Repos Counterbalancing Strategy, perform the following steps:

1. To select individual repos, click the add icon in the Rollover of Existing Repos section. The Repo Selection browser window is displayed.
2. Select the Repo to which Rollover of Existing Repos Counterbalancing Strategy is to be applied and click OK.
3. The list of Repos to be rescheduled, displayed in the Instrument Selection browser window is taken from the FSI LRM Instrument table where encumbrance status is set to ‘N’ and it’s a Repo Transaction.
4. You can alternatively search for the instrument by selecting the various filter options in the Advanced Filter field.
5. The information is auto populated from the Fact Common Account Summary table when you select the Repos in the Instrument Selection Browser window.
6. The following details of each selected instrument are displayed:
   • Repo Name
   • Natural Currency
   • Legal Entity
   • Counter Party
   • Repo Maturity Date
   • Repo Maturity Amount (NCY)
   • Repo Maturity Amount (Converted)
   • Underlying Instrument
   • Instrument Maturity Date
   • Units Available
   • Market Value Per Unit (NCY)
   • Market Value Per Unit (Converted)
   • Units to be Rolled Over
   • Revised Maturity Bucket
   • Haircut (in %)
7. You must specify the following parameters:
   • Units to be Rolled Over: Provide information on the number of units to be rolled over.
   • Revised Maturity Bucket: Specify the Revised Time Bucket into which the repo values are to be readjusted. Revised Maturity Bucket should fall within the range of the number of days to maturity of the underlying instrument.
   • Haircut (in %): Provide the Haircut in %.

For detailed explanation on Rollover of Existing Repos, refer Rollover of Existing Repos.