Reporting to NSD Repository
The ‘Reporting to NSD Repository’ module built based on the QORT software platform features the following functions:
- Collects and records data on all OTC REPO trades and currency swap trades executed under General Agreements, as well as REPO trades executed outside of the General agreement.
- Generates messages about OTC REPO trades and currency swap trades in the FpML format including:
- questionnaire for the currency SWAP contract,
- questionnaire for the REPO contract,
- data on execution of contract liabilities.
- Prepares print message forms using templates provided by the Repository.
- Generates and sends the following types of reports to NSD Repository:
- initial registration reports,
- initial registration change reports,
- reports on settlements under contract.
Repository responses about the success or denial to register the reports are processed and stored. The module generates tables with consolidated reports with information about transactions and transaction liabilities to be reported and the statuses of sent reports. There is a possibility of searching through created Repository reports by applying filters.