资产证券化应用框架
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Forex Types
Spot Forward Swaps (Even/Uneven) Rolls
8
Fee Managemen
Fee management module automate the calculation and settlement of a range of conduit fee types including cost of funds/interest, margin, servicing, LOC, and unused line fees.
7
Derivatives & FX
ABSS provides comprehensive swaps, interest rate derivatives and foreign exchange functionality relating to conduit asset/liability and risk management activities. Derivative transactions can be linked directly to the conduit deals they hedge or transform.
6
Asset Management
This module provides comprehensive modules to administer both loan and fixed-income investment asset portfolios:
Investments Types - Asian, US and Euro conventions for: Commercial Paper Money Market Funds Asset backed securities Bank Loans, Bank Notes Notes and Bonds
Fixed Rate Floating Rate Tax exempt – short/term Treasury securities Structured Securities Amortizing/Accreting/Sinking Funds Repurchase Agreements CMOs
Derivatives Types
Interest Rate Swaps (Simple, Complex) Currency Swaps (Simple, Complex) Caps, Floors, Collars Swaps with early termination options (American, European, Bermudan calls) FRAs Swaptions
Affiliate or external counterparty customer transactions Revolvers Fixed Term Floating Rate with spreads Structured intercompany loans Lines of credit Automatic loan creation
5
Conduit Loan Manager
This module handles deal administration for conduit customer loan and deposit activity, supporting the following loan and deposit types:
4
Issuance (Funding)
This Module handles all types of short- and long-term funding, including synthetic and structured debt securities:
Commercial Paper (CP)(in RMB and all other currencies) Synthetic and Floating Rate CP
资产证券化应用框架
目录
1 资产池筛选
2
Conduit Management Module
3
Issuance and Back-Office Module
2
通过系统查询全行贷款的信息
可以查询贷款的项目信息、合同信息、借款人信用等级、执行利 率及利率调整日、所属行业、还款计划、发放信息、回收信息、 资产质量及担保、抵质押信息、有无做其他种类表外品种等。对 于发放与回收信息应做到每日更新
根据输入的条件进行贷款的筛选
可以根据上述查询要素设定各类标准，根据设定的标准对贷款进 行筛选
对成功发行的证券化资产要在系统中标记为“第*单证券化资 产”，进行由表内变为表外等操作
3
目录
1 资产池筛选
2
Conduit Management Module
3
Issuance and Back-Office Module
Medium Term Notes Fixed Rate Floating Rate
Private placements Structured Term Debt Notes with Amortizing/Accreting Principal Notes with embedded options (calls/puts, caps, collars, floors) Multi-currency notes Bank Loans Repos
9
Leabharlann Baidu
Cash Management
This module automates conduit cash settlement, including administering DDA, collections, retention, and collateral account processing activities. It automatically creates all cash activity throughout the life cycle of each deal, including principal draws and pay-downs, interest payments, swap settlements, fee activity and trade exceptions.
Spot Forward Swaps (Even/Uneven) Rolls
8
Fee Managemen
Fee management module automate the calculation and settlement of a range of conduit fee types including cost of funds/interest, margin, servicing, LOC, and unused line fees.
7
Derivatives & FX
ABSS provides comprehensive swaps, interest rate derivatives and foreign exchange functionality relating to conduit asset/liability and risk management activities. Derivative transactions can be linked directly to the conduit deals they hedge or transform.
6
Asset Management
This module provides comprehensive modules to administer both loan and fixed-income investment asset portfolios:
Investments Types - Asian, US and Euro conventions for: Commercial Paper Money Market Funds Asset backed securities Bank Loans, Bank Notes Notes and Bonds
Fixed Rate Floating Rate Tax exempt – short/term Treasury securities Structured Securities Amortizing/Accreting/Sinking Funds Repurchase Agreements CMOs
Derivatives Types
Interest Rate Swaps (Simple, Complex) Currency Swaps (Simple, Complex) Caps, Floors, Collars Swaps with early termination options (American, European, Bermudan calls) FRAs Swaptions
Affiliate or external counterparty customer transactions Revolvers Fixed Term Floating Rate with spreads Structured intercompany loans Lines of credit Automatic loan creation
5
Conduit Loan Manager
This module handles deal administration for conduit customer loan and deposit activity, supporting the following loan and deposit types:
4
Issuance (Funding)
This Module handles all types of short- and long-term funding, including synthetic and structured debt securities:
Commercial Paper (CP)(in RMB and all other currencies) Synthetic and Floating Rate CP
资产证券化应用框架
目录
1 资产池筛选
2
Conduit Management Module
3
Issuance and Back-Office Module
2
通过系统查询全行贷款的信息
可以查询贷款的项目信息、合同信息、借款人信用等级、执行利 率及利率调整日、所属行业、还款计划、发放信息、回收信息、 资产质量及担保、抵质押信息、有无做其他种类表外品种等。对 于发放与回收信息应做到每日更新
根据输入的条件进行贷款的筛选
可以根据上述查询要素设定各类标准，根据设定的标准对贷款进 行筛选
对成功发行的证券化资产要在系统中标记为“第*单证券化资 产”，进行由表内变为表外等操作
3
目录
1 资产池筛选
2
Conduit Management Module
3
Issuance and Back-Office Module
Medium Term Notes Fixed Rate Floating Rate
Private placements Structured Term Debt Notes with Amortizing/Accreting Principal Notes with embedded options (calls/puts, caps, collars, floors) Multi-currency notes Bank Loans Repos
9
Leabharlann Baidu
Cash Management
This module automates conduit cash settlement, including administering DDA, collections, retention, and collateral account processing activities. It automatically creates all cash activity throughout the life cycle of each deal, including principal draws and pay-downs, interest payments, swap settlements, fee activity and trade exceptions.