CASH-COLLATERAL (MANAGEMENT) BOOKING

1
CASH-COLLATERAL (MANAGEMENT) BOOKING
Trade Inquiry
Systems
Trade Conf.
ABCD
Interest Rate
G1
Trade Details
Counterparty 1 2 3 4 ...
Host
Cash Pooling
Pool of Cash Collateral CP 1 CP2 CP3 CP4 ...
Rate Confirm.
Rate Check
Trade Conf.
Trade Details
ABC
Cash Covering
Trade Instruction
Trade
Invest- ments
Rate Confirm.
Monitoring Cash Exposure
Rate Check
Trade Conf.
Market
2
CASH-COLLATERAL (MANAGEMENT) BOOKING
1
2
2
Counterparty A (Borrower)
ABC
ABCD (Lender)
Market
3
4
7
8
7
8
5
Cash Collateral Acct Counterparty A
6
10
ABCE (Lender)
9
Cash Collateral Acct Counterparty B
Hauptbuch
Cash Collateral Acct Counterparty C
11
Anfrage Trade Inquiry with Cash Collateral Rate
Check (Markt-ABC-Markt) Bestätigung Rate
Indication (Markt-ABC-ABCE) Rate Confirmation
(less Spread!)
1
Rückzahlung Gutschrift auf Cash Pooling Account
(Market Rate) Umbuchung auf Cash Collateral A/C
(Market Rate minus Spread) Collateral Return
inklusive Zins Ausbuchung Spread auf Hauptbuch
2
8
Einzahlung /Anlage Einzahlung auf Cash Collateral
Account Umbuchung auf Cash Pooling Account Anlage
aus Cash Pooling Account
9
5
3
10
6
4
11
7