•

Current reporting structure in OCBC.

Present the reporting solutions enhancements in MX.3

Discuss the scope of the reporting.

Describe the approach, with the possible scenarios forthe reporting solution

UDM

Groups and access rights

• Changes:– Supervisor’s new restricted role– Admin has disappeared– Users are not attached to Desks anymore

• Different activities– Configuration profile– Housekeeping profile– End user profile:

• Front office• Middle office• Back office

Supervisor

• Defines the login of all individual users.

• Defines user groups: – which group may perform which action

(activity),– which users belong to which group

Groups and access rights

• Configuration profile:– Specific configuration functions that reflect system organisation

(user definable fields definition, workflow configuration, SI definition, etc.)

– Ability to create several config profiles (organisation, reports, processing scripts, etc…)

• Housekeeping profile– Specific maintenance functions, affecting the whole system

(purge, portfolio reallocation, etc.) – Attached to an entity set– Ability to create several housekeeping profiles

• End user profile:– Regular Mx application activity (financial instrument definition,

pricing, simulation, etc.) – Front office, Middle office or Back office

Configuration

Supervisor Configuration

Admin Configuration

Housekeeper

• Initialize– Payments– Fixings– Accounting

• Refresh– Trade Scan & Modify– Payment Scan & Update

• Rename– Portfolio Reallocate– Counterpart reallocate & Rename

• Purge– Audits trails– Trades logical/physical purge

End user

• Rights– General rights

• Navigation: for Housekeeper & Configuration• Access on Modules: “old” general rights, now by templates• Access on services: “old” Supervisor>Rights>Mx Services

– Portfolios: Portfolio rights (for FO/BO users)– Counterparts: assignment of Chinese Wall template– Trades: “old” rights by status– Users– Scripts: assignment of processing script template– Reporting: assignment of Reporting template (New Datapublisher

module, does not apply to MReports)– Middle office: Entity sets rights (for MO and Housekeeping users)– Others: Rights on filters/views/output devices– Preference list: IAS39 module– Classifications: Asset Management module

Viewer

• Powerful tool to slice and dice vast amounts of data

• Mx Viewer consists in a data dictionary that contains all outputs and breakdowns available in a given context (eg all sensitivities and P&L data of a portfolio)

• Pick up any output and select the aggregation criteria in the list of breakdowns

• Can output to Datamart table– possibility of building reports on Viewer output

Viewer

Viewer

Formulae Editor LayoutFormulae Editor Layout

•Approach•Impacted Feeds•PnL Flow Diagram•Cash Flow Diagram•PL Greek and SV Diagram•Table Structure

1.) Segregate PL, Cash flow, PL Greeks & SV ( All Entity) and TP PL, Cash flow, PL Greeks & SV ( All Entity) fields into different tables.

2.) Segregate Live ( All Entity) and Dead ( All Entity) trades into different tables.

3.) TP fields will be generated once and can be used by all other feeds whereever required. eg cashflow,Pl greeks etc.

4.) Python feeds to be flown in same MXG tables through Database link.

Approach

Impacted Feeds

1.) Profit and Loss tables

(PnL).

2.) Cash flow.

3.) PL Greek.

4.) Sensitivities.

Table Structure

• PL

• Cash flow

• PL Greeks & SV

• Python same as MXG

Cash Flow

PLGreek and SV

PL