中国民生银行资金风险管理系统-Opics方案

1、中国民生银行资金风险管理系统一Opics方案民生银行Misyt Intima I tonal Banking SystBrne Ltd资金风龄管理系统一的方龛“me rOpies Treasury System Back Office Demo miSYB Qi b/is-ys experience in Greater China Treasury Solution Implementation Experience in RMB Treasury Solution Cpics interface with other systems- an-d the processing flow Cp

2、ics back office modutes overview Demonstrabon - RMB Bond Trade 匕，；上工人民币书台东箍代弁”& TOPICS的最1介经Ms产卜.ueatierxa Qnrjng SystemsOPICS系统的客户介绍miSYS 0仙加1 taxwf-tfrifr 床京个r:胡户林六1光就e广诲.船匚逢Nk舒普4f聚小沙f .加木摩丁特N心 苏Ktna讣多酬以我,化银i. 不"卸或二雪总 作|.，4,唳.小是一家H不1口汁木K雄尸泞”张逐后 是伶瞥金症旧点二;与2003tt :伪为用格七很W代文仅fllEGiK邓六/：- &quo

3、t;iirjXih. 人HPICS产心玄装/各地用过30个国家、120家银行27。个知行网点,而在亚洲.OP1TS拄有超过40个银行客JL BE辐V：个子） 卞LiKlww 中匚惠¥二。 依打邻"；个寻； P；W1T 二锹*匕：全5； 比二%t工讪暇当冬初-n） 二工巾曲21郡百 氏19 133匕，4 Fdcrf 1 rm二 Icne Prr （ 卜 uv. Bcibuti怜域）女囚可上行esic" / I Mi、Ftcr inf船四我二累方 4e” .八 Lb tU'l 4lp ifi% i'l l Nt： iGt ：: <?r i vil

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5、Mirj| ->C.vp?.<v (A a) R. n<夕HMN?cn<f?Plan v<，京止芝至怎Lm忆；回*坨62CUW2CcTpl-ieL M9.深圳市工奈如行5,心的2m% »L'nqP.xnriT 二Bank of Bering Treasury Impkmcatalion 很hasc l),dlones资金系统与彳,商银行其他系绮关系M|SY5 , . . -、 -.; ztXi - ffa”/ r.rt , I tn XI<； < r i J.1 、,f廿l4、*1代工：<», (*；»

6、87; «WM.¥ i /WHX W. c *4.A ” , 4，l" 义"，'：L；«B65 1 *二MMTTXAc"r." “，：)*?Al I 'dJ/AfO!KAK>、,、 fvri ycur，m yHTf «.，、-广. - n1，<!.2u，、y-卜一. ir.jtri. f r.i 彳2士。x.-h -c! vn m wvq c ct > «i1-，酎，.寸ia-一 ； ” .»r=A，.,八,： ， v-r 5 - “ti£-f.TTR

7、C»-?.L - 1，c;0 人“干3 «HtlJ'* xy ；- 、 ct 4i .jq，jX，<-C：.K：t- . I.AtMI* - >> - Ft 力,/ “，l，,M '+&> 卜-2f " Tf、'H -«» FXSR C“ 4：/%”Tr;，y ，、：EL3TExperience in RMB Treasury Solution misvs Experience in RMB Treasury Solution misvs 32 gTMI;A，：士 <. 1 <

8、 i 0、 i » r .* I(“w三二qB;££ (;,.:-*二二ell « vu- a ，二：:/ -:，：，*2'>1-，.1: :二','.， ，" 一Mg产卜.tzmaticra'SyiflemsMs产卜.cmaii era Onring SyMmsmiSYS Opies Overview全面的系统包含功能介绍miSYS *61t 4M jDuriBTLy 8 F ul“ V »»<,. ：»- » t-j 3 5.“ 1 八、九HabTbt-rg

9、，7 S>itvriP”士* 8fHs)I E«M O««C0，间htrsiv tw raison Mi r« =-an MavierriOPICS Integrated ProcessingkiMic«r«e NTXAZEo«4 crest.*I.* & n «*OPICS Product Coveragemisvs QiCORE SYSTEM¥<ork low MMiager Dcalft Position BkincraRvporle&InquirteBSutic 口皿S

10、ynUm dmME1lbn SwtAirltyTREASURYDERIVATIVESCAPITAL MARKETSForeign Eichan gc SpQ8 W & LQAtifi CftiiANdttoeDDA a Omriiglii Swm(m InleriiU DffilB F)C Margin trading PtlfeClOUII WnSKFSP8Farwartl Rate AgramtEs 61er the Ccumlcf Optioni Ex cHongQ Traded OpHon« Hnonciai FuiurwCofisft Fioofs Siuop Op

11、iionaFixed beotneRApiirehft»e Agr9fimwart 3“imaMorimw 8iP Securitim SeeurHiee LMinoCROSS PRODUCT SUPPORTRalr FeJgOonllrmatlon Ma IchinoMulti CurrwcyGerKyril LedgerCLS. FXWET IntwlaceCuMMn&rCrftdltHMga /UeauntmgCroiMbProduct XflngGL Au Io-Rac oradllaHoaWraC-h NiwgmvntDot linn Inlvrtiicvm； Rv

12、ukirs, Blootni>«ra. EBSs FnkwTransaction Flowmisvs General iccfgcrG .1 ie . « mi »：11> 4, *二：，/、rrn|K, 力干IL ，273l如。:jo;匚sJju rgI *QM&IJ，” ronx?-：SQ：Mu I IMt3T：*3m lq Ehymrbu9f *”CCK 禽 C作 J 么 Z、ax<i 卜! ad 倚 n: r&r,cir-cacoxiP 孙,， r，lx。lI I jwilMWW.M 14” 5 la I 4Y -H IF

13、 m FH* 2尸.68。：h; ,* P*：J* QIS mm «r- ;«<««u*. m ait：勺1.加 r.«ti5a6*"rn tnumrrts；rwwrrF.*O Posifiors &RGk Magis一二一N&siro EfelacfrUpdatesMsys ktfcnaiicra Qnrng SyiaemsImogfarod front ttirough ba(A offieo processing foriho follow ng products:Foreign ExchangeFixed

14、 IncomeFinancial FutureSwapsmiSYS 0Foreign ExchangeWisfs Ftfenaiicna Qnrjng SysfletnsKey features;(> 3 tktl %() » 、» t«r« I Spot. n/arc, 321|吐”。82，, op.ii)«iLikud：y*i$ corpora匕 ilea s. i»ck 10 mcK ceals,:rsrsfee, spin and uptakes,On inclimil checks故 klidcv po>ii&#

15、187;n( cimtomci.rule tc-eranw risk and losslimlte. Rfri -tlnepasllon and prof-4 & k)et 4xiatM Inc Iio hq *tiat ir anm憎$J，- iT、s 七.1Xr，U工史八立 ，* :人一"二.fnM!- AimrrirMrfes Iron Reuters* 6 EBSDeposits and Loansmisvs Key features; r»xnd. driuounloccy irisilJ: rule lrn.lrur i(n(yinc jcing lin

16、e deposits, ted 'uc3M ban< no:ea. BP. diKOurrted ins:rurwnts. eurodollEfs. bErxer-Iciins. c:>r)xjr;il:* . M?and Autcmsfie HdllokW 芦0皿解八。 bar!/v4h applicable pensIHee SWIFT& TbkI conf anafcons and tracers.K? Mvwt My gw >：.jxt 3 O。”，S «4 .<丁 一【60.$ 7<)区| W:Y' 二主,1 3|不由3

17、.1；，"It .-Derivative ComponentsmisvBIniogratod front through ba-ck office process ng for tho following products:SwapsSwap OptionsForward Rate AgreementsOver I bo Counter OptionsFinancial Futures and ExcMnge Traded OptionsCaps& Floors，力g产卜.rzmabonaSyiftemsmisvB OTC OptionsM干 btfcnabcrM'

18、Qnrjng SyiflemsKey featuresOTC Options: American, Europcon Van Ila and Exotc options on Fofcign Lxcnangc. Fixed Income. Ecdilcs and Commodity instruments S： nple and Double Barriers (Knockout. Knock n) anti DigilaJs iOne "Touch. Ko Toch. inuantTouch). Ryoateb. Quaanto. Asians (Avera-ge Rate, Av

19、erage Stflke). Lookback (Optimal Rato, Optimal Strike) and Bdrrnjdan Block Excrdgo. cxpko and trigger precessing AironnaliC interface from FenicsInterest Rate SwapsmiSYB 0Key features Product coverage for: Interest Rate. Currency. Basis, CPI Index. Ovcmlgnt Index. Corpoiatc. andAs.soi Svnps. Flexibi

20、lity tor: amorii7i ng, accrwng. EWtHegged 909 in arretfs Early rnaturilios and assigneafMg vill applicdbio penalties Dock Rate Rcfixkig Upfront tees processed as cash or amQrtWRMe产卜.unaborts QnriongForward Rate AgreementsmiSYS (mKey features- InKgratod Curodolkr Strip and Yield Curve Pricers- Real-i

21、me position and P&L updates includ ng what-if analysis- Or line limit chccKsfcr ejstorrer exposure anc raic tolerancemiSYS ®fwir Sc C<Cy rir +Ztt Hr- IQ |kr>Il ' >O；，() I .Msyx htfenaiiora Bnrjng SyiaemsCapital Markets ComponentsIntograied front through back office processing f

22、or iho follov/ng products:Fixed IncomeRepurchase AgreementsMortgage Backed SecuritiesSecurhles LendingEqmtiosmiSYS 0阴干 卜.EEatisa Qnrng SyiAemsFixed IncomeKey features:- 1Gilts. Government Bonds. Discounted insin-nents. irterfrs: al maturity. Coupers， finviv Bt/va Fuming r：)ie. Trafuiry inn At ton. C

23、nnxwm 色 mid Munldnni Bonds.- Rm tim© amfs. interest a-.d P&L updates. ,v3t-ir and nsk stat Stic 3 am a$ MBiig aF wnvexityr- Ajtc-na?lc me (faces tzorr. HloorroerQ ror rctes, prices, ard seainr/ ceta t$miSYS 0Securities Blotter Real-lime Posilions. risk statistics and profit and oss for all

24、capital markets instruments View and dofino markot data for security pneos, yiolds. duration, convexity, bond delta and hedge ratio；M»rw»-rr«»m9it SlEr i*>1 W： :yrw' Hr-，心 |K>11* >s-0 | . 3 包_,，7， / z> -3 -*- -“乂-«一qj、aa yjKK XA4” 山<七：2二 KE；廿口 ：，, A »

25、 1!.%!F.1 ，3'如 A)小EaHi” til(“ 1I'llll 1fdIt *192 ”nr u、, n-erII»v( ri1 ( << 11” " 1!, Z，f.' y” , ” n辛UIu “I oori I." W 3 > >14>X c， HIM»，X , . ±Jr a»u«w - «- - -r Ms产卜.cabora Qnrjng SytnsmiSYS QiReal-time Credit Checking- Real-time c

26、ustomer credit check to display Customer limits, exposure. IQ market Gseand realized In ；o$s卜.匚mationbS Qnring Syiysras卜.EnaiiGS fining SyiMsmsmiSYS 0OPICS Back OfficeKey featuresConsolidated back oFize cpcGHorjUuVcf uurvwiall OPICS mod. gpedu#vonfiguraO'B STP ffiputfing Gmlruii/cd 2VMi guM wrfr

27、tcn nanwrwERenl-tirre todateG us -g xohsh & tubWc力go©射 i MS MO Duplays boti standard OPIGS aro client-built or<fk>A« qummtouch ojlk authorizariy and 。1火（1：厂阂寞& hiHGtiunSce Igvg Beerre"：! 1c ：r <jrilyu wjrkllno pa：c院;MFlexible InterfacesmiSYS QiInterfaces Into OPICSOoa

28、lingFenics. EBS. Bamberg. Reuters dealing. PDS .Static dataCugtornrs. Instrurions. Priws. Ratos. Yield curvas. Socurries.Revaluations?MTM. risk factors, index rates .GenericDeals across modules / products. GL cntrlc-s. Nwtro updates & transfers, dear ImtruGfcnns, sohedules, RmendmentStreYerviis.

29、Interfaces out of OPICS Gonoral Lodgar SWIFT Nostro movements statements FXNET Contifmations Workflow Managerm|svs Key featureswonaolldated back orke a»faio"s bloter across all OPICS rntxl fiaidirlsqueues -hru kan 暮 life cy CtGbiRqui0g 5Tp hdudinu0 errtmll zad 4(t1 aw and ckciUct 什匚irKtyir

30、ncTBrill lin e upd；*cg ：q piXJHtih B subsarttD& lechgcgy i.MbMU tUscr； uri cc'iiK? ;mkJ ni;<i；ue wwRMb.O C 1<M，5 8lk ui<iuri/5.Hk> 辑Wo.Kremcvs tunciionII »Key features Drilloovk bcdbss from cns3lida:e<j Hotter irto de:»icd qjeue hretea erocM nqulrooall queues thwougFiit transaetjon lite cycleDirect accessit> ty io ra/nent qus-Q, ipructuis serve n & ab; ly : add user deinec notes dentrt'lnq exceptonsUs15 can def rw. rnaiiape arid flmand thflir awn wwkl w/sMcm Htunatisa Onrna SyAWmsWisys 卜.umaHcra Onrjng