Archive for category T24 Modules

DX files updated

When a new DX.TRADE is input, here’s the list of files updated(*): FCUS.LIMIT FCUS.LIMIT.ACT FCUS.LIMIT.TXNS FFIN.ACCOUNT FFIN.DX.ACCT.ENTRIES FFIN.DX.COB.WORKFILE FFIN.DX.COB.WORKFILE.HISTORY FFIN.DX.COMMISSION.DIAGS FFIN.DX.ITEM.STATUS FFIN.DX.REP.POS.ACT.HIST FFIN.DX.REP.POS.ACTIVITY FFIN.DX.REP.POS.HIST FFIN.DX.REP.POS.LAST FFIN.DX.REP.POSITION FFIN.DX.STRATEGY.LINK FFIN.DX.STRATEGY.NEXT.ID FFIN.DX.TRADE$NAU FFIN.DX.TRANS.KEYS FFIN.DX.TRANSACTION FFIN.DX.TXN.ACT.CUST FFIN.DX.TXN.ACTIVITY FFIN.ENTRY.HOLD FFIN.POS.MVMT.TODAY FFIN.POSITION FFIN.POSITION.TABLE When the trade is authorized, below files are updated(*): F.DE.O.HANDOFF F.DE.O.KEYLIST FFIN.ACCT.ENT.TODAY FFIN.CATEG.ENT.TODAY FFIN.CATEG.ENTRY FFIN.CONSOL.ENT.TODAY FFIN.DX.DAILY.TRANS FFIN.DX.SAVE.COMM.DIAGS FFIN.DX.TRADE […]

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Charges and Commissions on SEC.TRADE

Accounting Setup fields available   Field No Field Name Post to Post ccy Category defined on Source Broker 87 BR.BROKER.COMM PL Trade CUSTOMER.SECURITY CUSTOMER.SECURITY 88 BR.FOREIGN.FEE PL Trade 89 CL.COMMISSION PL Trade 90 BR.STAMP.TAX Acc Local SC.STD.SEC.TRADE 91 BR.EBV.FEES PL Trade STOCK.EXCHANGE 92 BR.FEES.MISC PL Trade Customer 32 CU.BROKER.COMM PL Trade CUSTOMER.SECURITY SUBROUTINE 33 CU.FOREIGN.FEE […]

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DX update prices for FX Exotic options: European Single Barrier options

All basic rules to update DX prices for FX options are already described in these two posts : FX options pricing part I and part II. In order to price exotic options, you just need to add an extra DX.PRICE.SOURCE record, and linked it to the DX.CONTRACT.MASTER keys defining all the exotic options you have […]

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How to set-up Guaranties using the MD.DEAL application

Global parameters MD.PARAMETER contains all the types of guarantees issued and received (asset / Liability), with their corresponding product category codes. It works with ranges of categories, and borders can’t be modified once authorized.   Example of setting: MD.PARAMETER  COMPANY……….. CH-001-0001         Dummy Company  ——————————————————————————    1. 1 CONTRACT.TYPE.. CA    2. 1. 1 GB DESCRIPT. […]

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Interest Day Basis

Main regulatory organizations: ICMA(2005):  International Capital Market Association. Merger of ISMA(1991, ex-AIBD) and IPMA) ISDA(1985):  International Swaps and Derivatives Association SIFMA(2006): Securities Industry and Financial Management Association. Merger of The Securities Industry Association (SIA) and The Bond Market Association (TBMA or BMA). Interest basis codes one can choose in T24: A    360/360 = “Bond basis” […]

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LD Functional table model

This picture illustrate the main tables available for the loans and depostits application.

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FX Options pricing – Plain Vanilla European model (Part II)

Part II: End of day and online FX options pricing processes This article is the continuation of the part I. Each option contract can have its own pricing method. The implemented model is coded as for all OTC European FX option contracts set in DX.CONTRACT.MASTER:   This “GARMAN.KOHL” code is set in DX.PRICE.SOURCE table with […]

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FX Options pricing – Plain Vanilla European model (Part I)

Part I: Description of FX options pricing basic requirements 1.1 Market data feeds To be able to price FX options, the model (Garman & Kohlhagen) needs market data feeds: FX volatilities by currency pairs, risk-free (zero-coupon) interest rates and FX spot rates. Other parameters (strike, time to maturity, etc…) directly come from deal options to revalue. […]

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Fiduciary Loans Application

The banking utilization of Fiduciary Loans consists into providing a loan facility to a bank’s customer through a client lender where the Bank acts as an intermediary only. This practice has its economical justification to avoid both lender and borrower to pay taxes due on normal deposits/loans made through the assets/liabilities accounts or for treasury […]

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Fiduciary deposit: Add an extra pooling criteria

In order to be able to group the fiduciary order according a preferential interest rate, we could do the following : 1) Create a local reference, by linking the vetting table to a field of the customer file for automatic selection, as follows : BNK LOCAL.TABLE SEE TABLE.NO………. 200 ———————————————————————– 1. 1 GB DESCRIPTION. FID.INT.GROUP […]

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Fiduciary – Module Set-up

This document describes different tables used to setup the Fiduciaires within T24/Globus. Commissions Calculations   Conditions applicable for commissions, fees, etc…   CONDITION.PRIORITY Definition of criterion to group clients for wich « profiles » of  commission conditions, fees, etc… may be applicable for fiduciaries.   FD.GEN.CONDITION Declaration of the various groups identified . Groups are based on […]

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Debugging the handoff mapping / formatting

Note: this applies to releases before R6 Mapping The mapping process is launched in phantom mode using DE.PHANTOM DE.O.MAP.MESSAGES If you have placed a debug in a Delivery program, just launch DE.O.MAP.MESSAGES on line. Formatting The formatting process is launched in phantom mode using DE.PHANTOM DE.O.SELECT.NEXT.MESSAGE If you have placed a debug in a Delivery program, just launch […]

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INPUT OF UNBALANCED DATA CAPTURE

INPUT OF UNBALANCED DATA CAPTURE INPUT OF UNBALANCED DATA CAPTURE Sometimes, because Globus always try to balance any unbalanced entries, we need to input some entries on one side only (DR or CR) for some adjustments. Purpose : use Data Capture to input an entry with one correct leg (the desired CR or DR impact), […]

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BALANCE MISMATCH

BALANCE MISMATCH   BALANCE MISMATCH A balance mismatch consists in a detection by the system of some differences in the amounts recorded on the contracts and on the consolidation buckets, e.g. between RE.CONSOL.XX (where XX is the name of the contract application) and CONSOLIDATE.ASST.LIAB. There are two ways to check existence of balance mismatches : […]

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Position Management Overview

This document describes present functionality’s of the PM module. This « horizontal » application  gives a set of tools to manage the various interest, Forex and cash management risks. Using its own historical data files, it is provided with many enquiries covering these three risks.   Introduction This module is based on queries (enquiries ) […]

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Swap module setup

Swap module documentation SWAP Data Model SWAP.TYPE Overview (parameters) SWAP.PARAMETER Overview (parameters) Example of IRS deal capture (fixed/floating) Detailed Marked to market Impact of an IRS on FX Position Tips & Tricks on some strange messages / crashes SWAP Data Model Overview of tables implied in Swaps module implementation: top SWAP.TYPE Overview (parameters) This module […]

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Securities Concat Files

List of Securities Concat Files Starting with a client code from CUSTOMER.SECURITY, we have all portfolios declared in SEC.ACC.MASTER. All portfolios attached to a customer are in concat SEC.ACC.CUST. All securities position are stored in SECURITY.POSITION, list of keys in concat POS.CON.SCAC. Customer holdings valuated are stored in SC.POS.ASSET, list of keys in concat SC.VAL.POSITIONS. […]

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Past Due Payments

This document describes the general steps for Past Due Payments module implementation. Example of PD.PARAMETER record

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Money Market

MONEY MARKET This module is designed for the multicurrency assets and liabilities transactions of a commercial bank. The main deal types handled can be classified as follows: Placements/Loans A contract to lend a fixed amount of money in a specific currency. From the view of BDA, it’s a lending.  The interest rate can be agreed […]

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Multi-company

SET UP MULTI COMPANY ENVIRONMENT The steps to set up a multi company environment are given below. The same steps can be followed when converting a single company to a multicompany environment. ACTIONS OUTSIDE T24 The following must be agreed before setting up or changing to a multicompany environment – The digits of the account […]

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Funds Transfer

Funds Transfer Application Cash Pooling Funds Transfer Application The Funds Transfer Module is designed to handle all types of Local and Foreign Currency, Inward, Outward and Onward payments. Also, encompassed within the Funds Transfer Module is a fully operational Standing Order Application. This Application has user friendly maintenance procedures and provides for fixed and preset […]

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Fiduciary Deposits – Module description

Fiduciary Application This application is used by dealers to place fiduciary deposits made by customers with other banks. The placement contract is generated automatically from the FD.FID.ORDERS made by customers, the dealer must decide which bank the funds are to be placed with and the interest rate applicable. Fiduciary Orders are automatically pooled by the […]

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Core Accounting

CORE ACCOUNTING Main table: CONSOLIDATE.COND Audit Track CORE ACCOUNTING MAIN TABLE: CONSOLIDATE.COND The financial reporting in GLOBUS will use, whenever possible, a single base as source for report generation. This base is called the CENTRAL.REPORTING FILE ‘(CRF)’. Account balances, principal outstanding amounts in product files and any related amount fields such as interest reserves, accrued […]

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Alter the Handoff with a subroutine

Introduction to T24 HANDOFF file. The Handoff is a file populated by a core T24 program (EB.HANDOFF) . It is supposed to be the reflect of all financial transactions or financial events and thus contains all data needed to produce delivery messages. A delivery message can be a SWIFT / SIC / SIT SECOM / […]

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Delivery

Delivery Module Introduction Let T24 producing SWIFT messages without releasing them outside How to resubmit an advice How to check errors How to amend a SWIFT message after mapping but before releasing to SWIFT Introduction The DE- delivery module is able to reflect all financial transactions or financial events through delivery messages. A delivery message […]

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DX Overview

The GLOBUS Derivatives product has been developed to allow trading of futures and options. The product supports orders, trading, position keeping, valuation and closing out of both exchange-traded and OTC contracts. The Derivatives product may be used by banks trading on their own behalf, by banks trading on behalf of their customers (including ‘bulk’ trading) […]

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DX Pricing & Prices

Manual prices input External feed of prices (such as Reuters / Telekurs / Bloomberg / etc…): this for all quoted products (ETD Exchange Traded Derivatives). Internal T24 pricing: for non-quoted products, T24 includes different pricing models: Garman Kohlagen for Currency options. Need to feed interest rates in Periodic Interest, currency pairs call/put volatilities in DX.VOLATILITY, […]

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DX concat files

DX Concat Files This chapter briefly describes all useful concat files that may be used either in enquiries or subroutines.  The suffix subr means this concat can only be accessed via a subroutine e.g. there’s no PGM.FILE attached to. List of DX Concat Files DX.CUST.POS DX.TRANS.KEYS DX.TRANS.BALANCES DX.REP.POS.HIST DX.ORD.VERSION.NO DX.ITEM.STATUS DX.RV.LAST.CUST.UPDATE DX.MNEMONIC.CONTRACT Concat for DX […]

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Collaterals

COLLATERAL MAIN FILES The Collateral files are used to record the details of collateral submitted by a customer, its value(s) and, optionally, to link it directly to a customer’supporting deal elsewhere in the system.There are five value fields associated with each collateral record.:- NOMINAL, EXECUTION, THIRD PARTY, GENERAL LEDGER & CENTRAL BANK VALUES Which may […]

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DX Module Setup

How to set -up the DX application. This chapter is not a duplicate of the Temenos user guide, quite well documented but with missing critical parts. It intends to be an add-on, including specific tricks based on my own experience All below information refers to R8.005 release.   FUTURES Setup Check-list Preliminaries Core Commissions Contracts […]

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DX Derivatives overview

This document consists in a quick overview of the Globus Derivatives module (DX). Executive Summary The GLOBUS Derivatives product has been developed to allow trading of futures and options. The product supports orders, trading, position keeping, valuation and closing out of both exchange-traded and OTC contracts. The Derivatives product may be used by banks trading […]

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Temenos Globus / T24 Banking Package

TEMENOS T24 a.k.a. Globus T24 (previously named Globus) is a banking integrated and modular package (also named a “legacy system”). For a commercial description, see the official site of Temenos Group AG. “Temenos T24 is a complete front- to back-office, CRM and product lifecycle management software platform that powers core banking operations. Consistently ranked as the first or […]

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AC-Accounts

AC – Accounts Module Acccount statements Account charges Acccount statements 1. PRINT.STATEMENT table You can print an account statement online or in batch mode, using a ‘Verify’ function. The layout is done through the ‘Enquiry’ application, using the ‘ACCOUNT.STATEMENT’ enquiry template to be customized.  It is possible to make selections in order to filter specific […]

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