Financial Markets Operations Management (56 page)

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Authors: Keith Dickinson

BOOK: Financial Markets Operations Management
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  • earnings, corporate actions
  • EB
    see
    Euroclear Bank
  • ECNs (electronic communication networks)
  • ECP (euro commercial paper)
  • ECSDA
    see
    European Central Securities Depositories Association
  • EDSP (exchange delivery settlement price)
  • effective date, FRAs
  • election risk
  • electronic communication networks (ECNs)
  • electronic platform trading, derivatives
  • electronic trade confirmation (ETC)
  • eligible assets, initial margin
  • energy products
  • enrichment of trade
  • entitlement, corporate actions
  • environmental tax
  • equities
    • accounting equation
    • CCP
    • classes
    • closing prices
    • corporate actions
    • data management
    • debt vs.
    • definition
    • finance, corporate banking
    • haircuts
    • issuance
    • reference data
    • securities clearing
    • see also
      shares
  • equity index product listings
  • equity instruments
  • equity repos
  • equity swaps
  • ETC (electronic trade confirmation)
  • ETDs
    see
    exchange-traded derivatives
  • ETL (extract, transform and load) systems
  • Eurex clearing
  • Euribor (Euro Interbank Offered Rate)
  • euro commercial paper (ECP)
  • euro-currency deposits
  • Euro Interbank Offered Rate (Euribor)
  • Euro Markets, custody in
  • Eurobonds
  • Euroclear Bank (EB)
  • Europe
    • CSD linkages
    • regulatory authorities
    • securities portfolios
    • settlement cycles
    • trade repositories
  • European Central Securities Depositories Association (ECSDA)
  • Eurosystem, T2S
  • event creation
    • see also
      corporate actions
  • event-driven managers
  • event monitoring, OTCDs
  • ex-dividend date, corporate actions
  • ex-entitlement date, rights issue
  • ex-entitlement period, corporate actions
  • ex-rights price, corporate actions
  • exchange/clearing system, derivatives
  • exchange delivery settlement price (EDSP)
  • exchange platform trading, derivatives
  • exchange-traded derivatives (ETDs)
    • accounting lifecycle
    • summary
  • exchangeable bonds
  • exchanges
    see
    derivative exchanges; stock exchanges
  • excise duty
  • external clients, operations relationships
  • external reconciliation
  • external records
  • extract, transform and load (ETL) systems
  • fails management
    • types
    • delivery vs. payment
    • free of payment settlement
    • settlement failure
    • shorter settlement cycles
  • fair value
    • see also
      mark-to-market
  • FIFO (First In, First Out) approach
  • financial accounting
  • financial assets, HNWIs
  • financial instruments
    • calculations
    • issuance reasons
    • reportable
    • summary
  • Financial Stability Board (FSB)
  • Financial Standards Board (FSB), banks
  • financial statements
  • financial transaction tax (FTT)
  • financing securities
    • agreements
    • code of guidance
    • intermediaries
    • players/motivations
    • summary
    • transactions
    • types
  • First In, First Out (FIFO) approach
  • first long coupon
  • first short coupon
  • fixed-income bond coupons
  • fixed rate
    • bonds
    • FRAs
    • IRS
  • fixing dates, money market instruments
  • flip-flop FRNs
  • floating IRS
  • floating-rate notes (FRNs)
  • floating-rate repos
  • floored FRNs
  • FoP (free of payment) settlement
  • forecasting
    • cash
    • securities
  • foreign bonds
  • foreign CCPs
  • foreign CSDs
  • foreign exchange
  • forward rate agreements (FRAs)
  • forwards
  • FRAs
    see
    forward rate agreements
  • free of payment (FoP) settlement
  • FRNs
    see
    floating-rate notes
  • front office
  • FSB
    see
    Financial Stability Board; Financial Standards Board
  • FTT
    see
    financial transaction tax
  • fully paid shares
  • fund managers
  • fund-to-fail approach
  • fund-to-settle approach
  • funding uncertainties
  • fungibility, bearer securities
  • futures
    • accounting lifecycle
    • options comparison
    • pricing
    • risks
    • single position approach
  • gains, securities accounting
  • GC pooling market
  • general clearing members (GCMs)
  • general securities
  • generic clearing cycle, securities
  • gilts
  • Giovannini Group
  • give-up agreements
  • GLEIS (Global Legal Entity Identifier System)
  • global communication chain, issuer/investor
  • global custody/custodians
    • communication
    • corporate actions participation
    • services
    • structure
  • global investment managers
  • Global Legal Entity Identifier System (GLEIS)
  • global macroeconomic events
  • global markets, custody in
  • Global Master Repurchase Agreement (GMRA)
  • Global Master Securities Lending Agreement (GMSLA)
  • global securities financing, CBL
  • global trade repositories, OTCDs
  • GMRA
    see
    Global Master Repurchase Agreement
  • GMSLA
    see
    Global Master Securities Lending Agreement
  • governance
    see
    corporate governance
  • government agencies, banking
  • government bonds
  • gridlock scenario, settlement failure
  • gross settlement
  • haircuts
    • repos
    • securities financing
  • hedge funds
  • hedge programme, OCC
  • hedging derivatives
  • held-to-maturity (HTM) investments
  • Hibu plc.
  • HIC (hold-in-custody) repos
  • high-net-worth individuals (HNWIs)
  • high-yield bonds
  • HNWIs (high-net-worth individuals)
  • hold-in-custody (HIC) repos
  • holders, options
  • holding securities
  • horizontal integration, CSD linkages
  • HSBA shares
  • HSBC as local custodian
  • HTM
    see
    held-to-maturity investments
  • human resources
  • hybrid approaches, data management
  • IA (independent amount)
  • icing, securities financing
  • ICMA
    see
    International Capital Market Association
  • ICSDs
    see
    international central securities depositories
  • IM
    see
    initial margin
  • immobilised-form securities
  • in-the-money (ITM) options
  • income, corporate actions
  • income collection, CSDs
  • income tax
  • incoming trade confirmations
  • independent amount (IA)
  • indirect investment, retail clients
  • individual clearing members
    see
    clearing members
  • industry initiatives, corporate actions
  • industry sector derivatives usage
  • information announcements, corporate actions
  • information capture risk
  • information flow, corporate actions
  • information technology, investment companies
  • information vendors
  • inheritance tax
  • initial margin (IM)
    • derivatives clearing
    • ETDs
    • independent amount
  • Initial Public Offering (IPO)
  • input of trade, securities clearing
  • institutional clients
  • institutional funds
  • institutional investors
  • instructions for clearing
    • matching
    • types
    • validation
  • instructions for settlement, free of payment
  • insurance companies
  • integrated model, T2S
  • inter-CSD linkages
    • CBL
    • EB
  • inter-dealer brokers
  • interest
    • bonds
    • calculations
    • ETDs
    • payment, bonds
  • interest rate bonds
    • see also
      coupons
  • interest rate products listing
  • interest rate reset, FRNs
  • interest rate swaps (IRS)
  • interest rates, repos
  • intermediaries
    • corporate actions
    • decision timeline
    • securities financing
    • sell-side
  • internal audit
  • internal clients, operations relationships
  • internal reconciliation
  • internal records
  • internal treasury deadlines, cash forecasting
  • International Capital Market Association (ICMA)
  • international central securities depositories (ICSDs)
    • communication
    • corporate actions participation
    • definitions
    • Euro Market custody
    • features
  • international securities, settlement cycles
  • International Securities Identification Numbering (ISIN)
  • International Securities Lending Association (ISLA)
  • International Securities Services Association (ISSA)
  • International Swaps and Derivatives Association (ISDA)
  • interoperability, CSDs
  • intra-day margin calls
  • inventories, borrowing cash to finance
  • inverse FRNs
  • investment allocation, pension funds
  • investment banking
  • investment companies' organisational structure
  • investment funds services
  • investment managers
    • custody clients
    • front office
    • global
  • investment types, accounting
  • investors
    • information from issuers
    • information to issuers
    • issuer communication chains
    • issuer relationships
  • invoicing amounts, gilts
  • IPO (Initial Public Offering)
  • IRS (interest rate swaps)
  • ISDA (International Swaps and Derivatives Association)
  • ISIN (International Securities Identification Numbering)
  • ISLA (International Securities Lending Association)
  • ISSA (International Securities Services Association)
  • issuers
    • information to investors
    • information from investors
    • investor communication chains
    • investor relationships
  • ITM (in-the-money) options
  • Japan, regulatory authorities
  • know your customer (KYC) requirements
  • Last In, First Out (LIFO) approach
  • LCH.Clearnet
  • ledgers, reconciliation
  • legal entity
    • definitions
    • identification
  • Legal Entity Identification (LEI) systems
  • legal ownership, securities
  • LEI (Legal Entity Identification) systems
  • lenders
    • banks
    • borrower relationship
    • borrowers approaching
    • choices for
    • see also
      loans
  • lending
    • fees
    • securities
    • see also
      loans
  • liabilities
  • LIBID (London Interbank Bid Rate)
  • LIBOR (London Interbank Offered Rate)
  • life insurance
  • lifecycle
    • accounting for derivatives
    • accounting for securities
    • reconciliation
    • repos
    • securities lending
  • LIFO (Last In, First Out) approach
  • Link Up Markets venture
  • liquidation
  • loans
    • closure
    • commencement
    • initiation
    • maintenance
    • see also
      debt instruments; lenders; lending
  • local CCPs
  • local communication chain
  • local CSDs
    • see also
      domestic CSDs
  • local custodians
  • local markets, custody in
  • local operating unit, GLEIS
  • local taxes, equity instruments
  • location vs. ownership, reconciliation
  • London Interbank Bid Rate (LIBID)
  • London Interbank Offered Rate (LIBOR)
  • long coupons
  • long futures contracts
  • long put options
  • long-term credit ratings, securities
  • losses, securities accounting
  • M&As (mergers and acquisitions)
  • macro operations
  • macroeconomic events
  • majority shareholders, disclosure reporting
  • management accounting
  • mandatory convertibles
  • mandatory events, corporate actions
  • manufactured income
  • margin
    • derivatives
    • ETDs
    • loan maintenance
    • OCTD
    • repos
    • securities financing
  • Margin Survey, ISDA
  • mark-to-market (MTM)
    • see also
      fair value
  • market associations
  • market infrastructures, trade lifecycles
  • market loan programme, OCC
  • market makers/making
  • market participation
  • market players
  • market price, bonds
  • market regulators
  • market structure
  • Master Agreement terminology, securities
  • matched instructions, securities clearing
  • maturity
    • bonds
    • money market instruments
  • mergers, corporate actions
  • mergers and acquisitions (M&As)
  • metal products
  • micro operations
  • middle office, investment companies
  • migration plan, T2S
  • mini-max FRNs
  • minimum transfer amount (MTA), OTCDs
  • minority shareholders, disclosure reporting
  • mismatch FRNs
  • models
    • CCPs
    • clearing house
    • DVP
    • T2S
  • money market
    • capital market differentiators
    • instruments
  • money transfer, EB
  • monitoring
    • back office
    • OTCDs
  • mortgage agencies, USA
  • MRW shares
  • MTA (minimum transfer amount), OTCDs
  • MTFs
    see
    multilateral trading facilities
  • MTM
    see
    mark-to-market
  • multilateral netting
  • multilateral trading facilities (MTFs)
  • municipalities, banking
  • mutual funds

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