Option | Tag | Description |
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Entity Information |
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Entity ID | 1163 | Specifies the unique identifier of the entity. |
Entity Name | 1164 | Specifies the abbreviated name of the entity. |
Accounting Basis | 21 | Specifies the accounting basis. The system can apply expected credit losses to lots with an Accounting Basis of IFRS or GAAP. |
Base Currency | 86 | Displays the base currency of the entity. |
Regulatory Category | 12387 | Displays the regulatory category associated with International Financial Reporting Standards (IFRS) associated with the selected entity/accounting basis. You can apply expected credit losses to lots with regulatory categories of: |
ECL Method | 18053 | Displays the method that the system uses to process asset-level expected credit losses for the selected entity/accounting basis associated with the lot, as follows: Non-US Treatment. Identifies the accounting basis that follows IFRS regulatory treatments for Expected Credit Losses. US Treatment. Identifies the accounting basis that follows US GAAP regulatory treatments for Expected Credit Losses.
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Security Information |
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Event Type | 55 | Displays the type of event. For example, ADJ_ECL_ASSET. |
Cross Reference Type | 1234 | Specifies the cross reference type associated with the security. |
Cross Reference ID | 1233 | Specifies the cross reference identifier associated with the security. |
Issue Name | 961 | Specifies the name of the security. |
Instrument Type | 11 | Displays the security's investment type. For example, FI (fixed income). |
Asset Currency | 85 | Displays the currency in which the security is priced. |
Maturity Date | 38 | Displays the date the final principal payment is due on the security. |
Coupon Rate | 70 | Displays the rate at which the security accrues interest. It is expressed as an annual rate. |
Accounting Information |
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Choose Open Lot | 962 | Allows you to select an open lot for asset-level ECL processing. The lookup displays a list of open lots that met your criteria. Each row shows Event, Trade Date, Acquisition Date values. |
Acquisition Date | 216 | Displays the original acquisition date for the selected open lot. |
Effective Date | 35 | Specifies the effective date as of which the expected credit loss transaction is applied. The effective date cannot be greater than the accounting date. You must specify a date less than or equal to the current date. The current date is the default value. |
Accounting Date | 36 | Specifies the date the transaction is reported. The accounting date must be greater than or equal to the effective date. The current date is the default value. |
Settlement Date | 37 | Displays the date the trade is settled. |
Target Event ID | 26 | Displays the target event ID type. |
Trade Quantity | 159 | Displays the quantity of the open adjustment event. |
Unit Price | 160 | Specifies the price of the security per unit. |
Cost Amortized Id Local | 2689 | Displays the amortized identified cost in local currency. |
Cost Amortized Id Base | 2690 | Displays the amortized identified cost in base currency. |
Purchased Impaired | 16999 | Specifies whether the displayed lot is credit impaired. Options include No and Yes. This option is available only if you set ECL Transition to Yes. Otherwise, the field is locked. |
ECL Transition | 18075 | Indicates whether you are entering a lot adjustment transaction during the period where existing Eagle Accounting clients are adopting ECL functionality for the first time, and need the ability to change the Purchased Impaired status. Options include: Yes. Identifies the initial expected credit loss transaction entered on the lot. When you select Yes, the Purchased Impaired field becomes available. If necessary, you can update a lot with a previously purchased impaired status of No to Yes. For all subsequent transactions on the lot, the ECL Transition election is set to No and the Purchased Impaired election is locked. No. Does not identify the initial expected credit loss transaction entered on the lot. The Purchased Impaired election is locked.
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Credit Quality Stage Information | | |
ECL Stage | 7001 | Identifies the Expected Credit Loss stage. The stage tracks the credit quality status of financial instruments. This field appears only for long fixed income lots that have an ECL Method field value of Non-US Treatment (IFRS) with regulatory categories of FVOCI/AC. Options include: Stage 1. Have not deteriorated significantly in credit quality or have low credit risk. Stage 2. Deteriorated significantly in credit quality since initial recognition (unless low credit risk at reporting date) and not having objective evidence of impairment. Stage 3. Objective evidence of impairment at reporting date.
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Previous ECL Stage | 16989 | Displays the previous ECL stage during processing for the selected lot criteria. This field appears only for long fixed income lots that have an ECL Method field value of Non-US Treatment with regulatory categories of FVOCI/AC. |
Regulatory Intent Information | | |
Regulatory Intent | 2921 | Indicates the regulatory intent for lots that have a regulatory category of AFS (Available for Sale). This field appears for lots with a US Treatment ECL Method (GAAP) with a regulatory category of AFS. Options include: Intent to Sell. If you select this value, you cannot specify a value for the Local Loss Allowance field. However, you can submit the event to update the intent status on the lot. If you update the status to Intent to Sell, the system reverses/backs out any current expected credit losses on the lot. Likely Required to Sell. If you select this value, you cannot specify a value for the Local Loss Allowance field. However, you can submit the event to update the intent status on the lot. If you update the status to Likely Required to Sell, the system reverses/backs out any current expected credit losses on the lot. Not Likely Required to Sell. Default. If you select this value, you can specify a value for the Local Loss Allowance field to enter an expected credit loss amount.
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Previous Regulatory Intent | 18046 | Displays the previous Regulatory Intent value during processing for the selected lot criteria. This field appears for lots with a US Treatment ECL Method (GAAP) with a regulatory category of AFS. |
Expected Credit Loss Information | | |
Local Loss Allowance | 16990 | Specifies the value of the local Expected Credit Loss allowance. If the lot has a regulatory category of AFS (Available for Sale) and you set the Regulatory Intent to a value of Intent to Sell or Likely Required to Sell, you cannot specify a value for this field. If the lot has a regulatory category of AFS (Available for Sale) and you set the Regulatory Intent to a value of Not Likely Required to Sell, you can specify a value for this field. |
Local to Base FX Rate | 87 | Specifies the foreign exchange rate used to calculate the Base Loss Allowance. This is the local to base exchange rate. If you do not select a foreign denomination, this field is unavailable. |
Base Loss Allowance | 16991 | Specifies the value of the base Expected Credit Loss allowance. The system posts an Expected Credit Loss base amount in the same proportion as the percentage of local Expected Credit Loss to amortized cost. If you do not select a foreign denomination, this field is unavailable. |
Expected Credit Loss Activity | | |
Prev ECL Local | 7350 | Displays the previous value for the Local Loss Allowance. When you update the current balance or stage, the system moves the current value to this previous field to store the prior value. |
Prev ECL Base | 7430 | Displays the previous value for the Base Loss Allowance. |
ECL Delta Local | 7351 | Displays the local ECL delta value. |
Local to Base FX Rate | 7961 | Displays the foreign exchange rate used to calculate the ECL Delta Base. This is the local to base exchange rate. |
ECL Delta Base | 7431 | Displays the value of the base ECL delta. |
Total ECL Base = Prev Base + Delta Base | 7432 | Displays the Total ECL Base value. This represents the Prev ECL Base field previous value for the Base Loss Allowance plus the EC: Delta Base field delta base. |
Non-Credit Loss Information | | |
Prev Non-Credit Loss Local | 2702 | Displays the lot’s previous Non-Credit Loss Local amount. This field appears for lots with a US Treatment ECL Method (GAAP) with a regulatory category of AFS when you set the Regulatory Intent to a value of Not Likely Required to Sell. |
Prev Non-Credit Loss Base | 2703 | Displays the lot’s previous Non-Credit Loss Base amount. This field appears for lots with a US Treatment ECL Method (GAAP) with a regulatory category of AFS when you set the Regulatory Intent to a value of Not Likely Required to Sell. |
Non-Credit Loss Local | 2704 | Specifies the lot’s non-credit loss adjustment amount in local currency. You can specify a positive amount of zero or greater. This field appears for lots with a US Treatment ECL Method (GAAP) with a regulatory category of AFS when you set the Regulatory Intent to a value of Not Likely Required to Sell. |
Non-Credit Loss Base | 2705 | Displays the lot’s non-credit loss adjustment amount in base currency. The system uses the current local-to-base exchange rate to calculate the base non-credit loss amount for transactions where the security is foreign denominated. This field appears for lots with a US Treatment ECL Method (GAAP) with a regulatory category of AFS when you set the Regulatory Intent to a value of Not Likely Required to Sell. |
Other Information |
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Trade Ticket Number | 761 | Specifies the origin of the trade ticket number. |
Transaction Notes | 56 | Specifies the comments about the transaction. |
