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PURPOSE
To provide the details used by CS Lucas to show TL/IRS Hedging Analysis.
WHY IS THIS IMPORTANT?
Allow users to verify the details of TL/IRS Hedging Analysis.
QUERY
1. Navigate to Reporting > Standard > Report 6009: TL/IRS Hedging Analysis.
2. Fill in the mandatory parameter – Accounting Centre/ Group, As At Date.
3. Click on the required format.
4. The report shows the Accounting Centre, underlying Term Loan (Trade ID, Counterparty, MDate, Currency, Principal, Hedge%, Net Principal, IRS (Trade ID, Counterparty, MDate, Hedge%, IRS Receive Leg (Currency, Notional, Net Notional, Basis Rate, Rate (%), IRS Pay Leg (Currency, Notional, Net Notional, Basis, Rate (%)).
For explanation of button, please see link.
For explanation of buttons, please see link.
DATA SOURCE
I) To view the following Term Loan transaction,
Follow the steps as shown below:
1. Navigate to Transaction > Term Loan.
2. Select Acct Cntr* (From example: TFS-SG).
3. Key in MDate Fr* (From example: 1-Jun-2017).
4. Click Refresh.
II) To view the IRS transaction,
1. Navigate to Transaction > Interest Rate Swap.
2. Select Acct Cntr* (From example: TFS-SG).
3. Key in MDate Fr* (From example: 1-Jun-2017).
4. Click Refresh.
III) To view hedged information for TML100004.00 and IRS100002.00,
1. Navigate to Transaction > Structured Deals.
2. Click Refresh.
3. Click to drill down on the Trade Structure.
4. In this trade structure group, 80% of TML100004.00 (USD 50 MIL) is hedged to 100% of IRS100002.00 (USD 40 MIL). Hence, 40,000,000 is shown under Net Principal and Hedge% is 80 in the report.
FREQUENTLY ASKED QUESTIONS
RELATED INFORMATION
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