Repo Flashcards
1
Q
Does Aladdin support repos with multiple currencies, ie value in one currency and settle in another?
A
No
2
Q
How does one get around this challenge (multi-currency) financing
A
Book trade with inflation coupon, then zero out cashflows in cash entry (debit/credit)
3
Q
What date do you modify the cashflows for
A
Maturity date = settle date in CashEntry
4
Q
What is the type of transaction to negate and add in the correct currency?
A
TranType = Other income; note that the cusip is the same for all of the items, and the portfolio should also be the same
