Current reporting structure in OCBC.
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Present the reporting solutions enhancements in MX.3
Discuss the scope of the reporting.
Describe the approach, with the possible scenarios for
the 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
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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 Layout
•Approach
•Impacted Feeds
•PnL Flow Diagram
•Cash Flow Diagram
•PL Greek and SV Diagram
•Table Structure
Approach
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.
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