hrf - design document - v2.0

8/11/2019 HRF - Design Document - V2.0

1/33

Minor Project Document

Program Name: Harmonized Reporting Format 2014

Project ID-Name : PTS ID - 201302!

Document "ontro#

a$ Document Hi%tor&

'er%ion Date Statu%( )Dra*t

or Fina#+

,utor "omment . "ange% *rom Prior 'er%ion

1.0 30th Sep,2013

Draft PranaySomyajula

Initial Version

2.0 21stNov2013

Final PranaySomyajula

Final Desin Spe!i"!ations as persystem #uilt

b. Document Re/ieer%.,ppro/er%

ame Po%ition e$g$ "#ient Manager ProjectManager etc$

Re/ieeron#&

Re/ieer and,ppro/er

Vino$ %ajaram Senior Vi!e Presi$ent &

'anivannan %amasu##u Vi!e Presi$ent &

(sh)ani *an$a Vi!e Presi$ent &

Shee#a +anai %elationship 'anaer &

Vi$)at -haar Deputy Delivery *ea$ &

harat -rive$i /nterprise (r!hite!t &

"5T6TS

D5"7M6T P7RP5S6

The Minor Development Document has been designed for use on small, simple projects. In just one document it includes

many of the SDLC deliverables. It contains the functional and technical solutions, identification of eternal interfaces,development testing plans and results, any !"T specific information, release and bac#out plan, as $ell as contingency%D&plans. "pprovals must be obtained prior to commencement of construction.

Minor Development Template 'ersion (.)Template !pdated *+%-%)*

Copyright )**/ 0 Citi

"ll rights reserved. Information contained herein is for Internal use and may only be used for business purposes authori1edby Citi.

%--


2/33

D2SC&I3TI45 % 4672CTI'2S.........................................................................................................................................../

) 6!SI52SS &28!I&2M25TS............................................................................................................................................./

). Description % 4bjectives................................................................................................................................................/

).) Scope.........................................................................................................................................................................../

).- "ssumptions % Constraints % Dependencies..................................................................................................................+

)./ "cceptance Criteria...................................................................................................................................................... +

).+ Description of &e9uirements........................................................................................................................................ +

).( &egulatory and Legal &e9uirements............................................................................................................................(

).: 5on0;unctional 6usiness &e9uirements......................................................................................................................(

- ;!5CTI45"L &28!I&2M25TS........................................................................................................................................(

-. ;unction Specifications................................................................................................................................................. (

-.) 5on0;unctional &e9uirements....................................................................................................................................*

/ T2C Test Cases.......................................................................................................................)(

( &2L2"S2 "5D 6"C?4!T 3L"5.....................................................................................................................................)@

: =L4SS"&A 4; T2&MS.................................................................................................................................................... )@

@ "3325DIC2S....................................................................................................................................................................)@

@. C4!5T2& 3"&TA 6uc#et Logic................................................................................................................................)@

@.) C4!5T&A 6uc#et Logic............................................................................................................................................-*

@.- SAST2M 6uc#et Logic...............................................................................................................................................-

@./


3/33

@.:


4/33

1 D6S"RIPTI5 . 5896"TI'6S

In De!em#er 200 the De#t 'anaement !es D's4 of the /uro5one aree$ ona harmonise$ format for Primary Dealers PDs4 to report on their a!tivity in euro6$enominate$ overnment se!urities maret from +anuary 2007 on)ar$s. -heharmonise$ reportin format has #een $evelope$ #y the /!onomi! an$ Finan!ial8ommittee /F84 Su#68ommittee on /9 Soverein De#t 'arets in !o6operation )iththe /uropean Primary Dealers (sso!iation /PD(4.

-he o#je!tive of the harmoni5ation )as to simplify pro$u!tion of the monthly reports#y the PDs that are a!tive in multiple /uro5one marets, resultin in more $etaile$an$ !onsistent reports to the D's.

2 87SI6SS R6:7IR6M6TS

2.1Description / Objectives

Currently 3Ds report to DM4s on a monthly basis in an aggregated format. ;or each security type,applicable filtering, enrichment and formatting is applied to trade data Eaggregated sales and purchases persecurity typeF and grouped in an ecel spreadsheet in - different tabbed categories Ecountry vs. counterpart,country vs. maturity and counterpart vs. maturityF. These groupings can lead to inconsistencies bet$een thedifferent ecel tabs.

In line $ith the


5/33

2.3Assumptions / Constraints / Dependencies

"ritica# Deci%ion%(

4C2"5 data $arehouse is single source of truth for harmoni1ed debt reporting

"ll intermediate and reference data eists in T&0


6/33

%eporta#le -ransa!tionsuirement TargetPa%e

1 Format and Su?mi%%ion o* te Report

. 5e$ format to use ra$ data and reporting to be done on trade by trade basison single file $ith no security classification.

3hase

.) "ll transactions to be reported in 2tensible Mar#up Language EBMLF asopposed to 2cel and transmission of the files to be carried out via e0mail.

3hase

.- 6oth the boo# and counterparty accounts must be $ithin thesame legal entity and ;I&M accounts. These trades are not available in4C2"5.

3hase

). Inter0firm transactions are reportable. These $ill be in the population by default. 3hase

3 Reporta?#e Securitie%

-. 2uro denominated government securities issued by 2uro1one DM4s.=olden source to be used for product identification is S2C!&2.

3hase

-.. Inclusion &ules >IsCrcy J H2!& andIsCntry J H;&" or HIT" or H2S3 or H62L or H"!T or H;I5 or H=&C or HI&L orH5LD or H3&T and;iInstTypC J HS2C and;iTypC J H=4'T and;iSubTypeC J H6ILL or H645D or H='T6 or HS&T3 or H4T


8/33

Ghere IsrCntry J H;&" &eport to be sent to ;rench DM4Ghere IsrCntry J HIT" &eport to be sent to Italian DM4Ghere IsrCntry J H2S3 &eport to be sent to Spanish DM4Ghere IsrCntry J H62L &eport to be sent to 6elgian DM4Ghere IsrCntry J H"!T &eport to be sent to "ustrian DM4Ghere IsrCntry J H;I5 &eport to be sent to ;innish DM4

Ghere IsrCntry J H=&C &eport to be sent to =ree# DM4Ghere IsrCntry J HI&L &eport to be sent to Irish DM4Ghere IsrCntry J H5LD &eport to be sent to Dutch DM4Ghere IsrCntry J H3&T &eport to be sent to 3ortuguese DM4

-.). Inclusion &ule>Ghere IsrCntry J H=2& &eport to be sent to =erman DM4

3hase 0 )

-.) 3Ds are no longer re9uired to determine reportable security types. The ISI5code determines $hether or not a transaction is reportable

3hase

4 Reporta?#e Fie#d%

/. Trade Date

/.. The date on $hich the trade is concluded. 5ot the trade value or entry date 3hase

/..) ;ormat of trade date to be AAAA0MM0DD 3hase

/..- 2ception 8ueue >aF If trade date value is missing or formulated incorrectly ETechnical 2ceptionFbF If trade date is in future E6usiness GarningF K!ser can accept%ignore.Comment bo to be provided E5ot MandatoryF

3hase )

/.) Security

/.). ISI5 code to be provided on all transactions 3hase

/.).) 2ception 8ueue >

aF If T&


9/33

/.+ Counterparty

/.+. The list of counterparty types and counterparty definitions are unaltered ascompared to old


10/33

/.: System

/.:. Codes / to be used on the BML file as follo$s> J 6=C 6ro#ers e Speed) J 6ro#erTec- J 6loomberg

/ J 2ure 6onds+ J 2uro MTS( J


11/33

3.2Non-Functional Requirements

;ollo$ing are non0functional re9uirement $hich need to be ta#en during project implementation.

. 20mail attachment si1e should be determined $ith mail server limit so that mails should not be

bounced bac#

o Ta#en care by 3M;

). Capacity planning need to be done in advance for data pumping into T&0


12/33

4 T6"HI",< D6SIB

4.1Technical Approach

Follo)in is the pro!ess Eo) of propose$ system.

Phase - 1

(ll jo#s s!he$ule$ an$ triere$ throuh P'F.

1. Stain Data /:tra!tor is /-; jo# )hi!h )ill rea$ the 8/(N $ata )arehousesystem an$ )rite $ata into Eat "le in !ertain freBuen!y.

2. Stain Data ;oa$er is /-; jo# )hi!h )ill rea$ the Eat "le enerate$ from StainData ;oa$er an$ )rite it into -%6*u# stain area.

3. (sset 8lass Data ;oa$er proram is /-; jo# )hi!h )ill loa$ $ata from stain.. (sset 8lass enri!hment pro!ess )ill loo6up into referen!e $ata to et $erive$

values as part of asset enri!hment pro!ess.

3age ) of --


13/33

C. Domain Data ;oa$er is /-; jo# )hi!h $oes follo)in a!tivitiesSA; Prorammin

Pro!ess

1. =enerate entry in %/P%-H(9DI- for !urrent pro!ess )ith

'D9;/HS*%-H8D/ (D/@.2. 8all *%FH%/P%-.=/-H-I'/HJINDJ for start an$ en$ time for re!or$s to #e

!apture for iven time )in$o). 9p$ate au$it entry step 14 forJINDJHS-(%-H-I'/ an$ JINDJH/NDH-I'/.

3. 'ap step 2 !riteria on #ase Buery )hi!h is e:tra!tin $ata from sour!e system(SS/-HFI4 as follo)s(@ % N9;;@

7. (pply transformation loi! as follo)s for ea!h *%F reporta#le attri#ute.

S.No.

ASSET!F (So#rce) *$F!$EPO$TA+,E T$ANSFO$

-&NH9ID -&NH9ID N 8*(N=/1 -%(D/HD(-/ -%(D/HD(-/ 8(S/ 6 12 89SIP S/89%I- N 8*(N=/

3 9HS/;;HF;(= -&NH-P/ 8(S/ 6 2 -%(D/HA9(N-I- A9(N-I- N 8*(N=/C H8;I/N-H(88-HID 8N-%HP(%-HID 8(S/ G 37 -%(D/HS%8H/&/8HSS-/' SS-/' 8(S/ G 89N-%HFHIN8 89N-% 8(S/ G CO FII ISS9/H89N-% 8(S/ 6 7

a. CASE 1

-ransform -%(D/HD(-/ $ate format from ''DD to 6''6DD.

b. CASE /

-ransform the value of Ea #y Eippin the value i.e. if "el$ has value uy4then Eip to S Sell4 an$ vi!e6versa.

c. CASE 0 Co#nter Part' +#cet ,o2ic

i. Populate #usiness $ata Please refer (ppen$i: O.14 into8PH98Q/-H'(S-/%H;QP looup ta#le.

ii. For ea!h H8;I/N-H(88-HID of (SS/-HFI ta#le, mat!h it )ith(889N- mnemoni! value of referen!e $ata in (8--.

iii. For value retrieve$ at Step ii, mat!h it )ith 8PH98Q/-H'(S-/%H;QP

!lass =%P'N8, (8-'N8, 8;S'N84 for =%9P, 89S-'/% 8;(SS,(889N- mnemoni! an$ !ountry !lassi"!ation at (8-- an$=%P(8-%;/-.

iv. Step ii iii )ill provi$e the #u!et value from8PH98Q/-H'(S-/%H;QP.

v. If no value )ill #e returne$ #y a#ove loi! then return $efault value1.

3age ) of --


22/33

Note: u!et 3, , C, 7 !lassi"e$ un$er =%P'N8 =roup 'nemoni!. nlyu!et 3, , 7 !lassi"e$ for issue$ !ountry an$ not for #u!et C.

b. CASE 3 S'stem +#cet ,o2ic

i. Populate #usiness $ata Please refer (ppen$i: O.4 intoSS-/'H'(S-/%H;QP looup ta#le.

ii. For ea!h -%(D/HS%8H/&/8HSS-/' of (SS/-HFI ta#le, mat!h it )ithSS-/'H8D/ of SS-/'H'(S-/%H;QP ta#le.

iii. Step ii )ill provi$e reBuire$ #u!et num#er $esinate$ for ivensystem.

iv. If no value )ill #e returne$ #y a#ove loi! then return $efault value1.

c. CASE 4 Co#ntr' O% n-Corporation ,o2ic

i. Populate #usiness $ata Please refer (ppen$i: O.34 into89N-%H'(S-/%H;QP looup ta#le. (8 Ea i$enti"es )hether!ountry is 8entral (sian an )ith (8 !o$e (((, , 888, DD,///4.

ii. For ea!h 89N-%HFHIN8 of (SS/-HFI ta#le, mat!h it )ithISH3177H8D/ of 89N-%H'(S-/%H;QP ta#le.

iii. Step ii )ill provi$e either ISH3177H8D/ or 8entral (sian an !o$e.iv. If no value )ill #e returne$ #y a#ove loi! then return N9;;.

d. CASE 5

i. 'ap FII value of (SS/-HFI )ith referen!e $ata ta#le IS-%8*/-.ii. =et IS%8N-% value for ISS9/ 89N-%.

. %un all D%;S rule sets for ea!h (SS/-HFI transa!tion an$ if it )ill pass fromall rules then re!or$ transa!tion into *%FH%/P%-(;/ other)ise push re!or$into *%FHNNH%/P%-(;/ )ith rule set i$enti"er.

O. 9p$ate au$it entry of step61 )ith "nal pro!ess status an$ num#er of re!or$spro!esse$.

4$1$2$ Modu#e A HRF Domain Proce%%or "reated

Synopsis

*%F Domain Pro!essor is $ata enri!hment utility to i$entify !orre!t re!or$ set fromthe family of N/J an$ ('/ND'/N- re!or$s of iven tra$e.

3age )) of --


23/33

Spe!i"! to *%F, it )ill rea$ all the *%FHD'(IN.*%FH%/P%-(;/ $ata an$ marlatest transa!tion of iven tra$e as reporta#le $ata for %eport =enerator mo$ule)hi!h )ill enerate "nal &'; report for D's.

-e!h Sta!

ra!le 6 P;>SA; Prorammin

Pro!ess

1. I$entify all re!or$ set of iven tra$e on D'(INH*%F.*%FH%/P%-(;/ an$S-(=IN=.S-(=IN=HFI throuh follo)in !riteria #y ey -&NH9IDa. -%(D/H%/FHN9'#. -%(D/HV/%SINHN9'

2. 'ar D'(INH*%F.*%FH%/P%-(;/.%/P%-HF;(= L @ for the re!or$s )hi!hhas '(&-%(D/HV/%SINHN9'4 for iven -%(D/H%/FHN9'

3. Insert re!or$ into F%('/J%Q.%/P%-H(9DI- as follo)s for au$itin purpose.%/P%-H(9DI-HID G SeBuen!e Num#er

'D9;/HID G F%('/J%Q.%/P%-.'D9;/HS*%-H8D/ L *DP@%/P%-HD(-/ G 8urrent System DateS-(%-H%9NH-S G Pro!ess Start Date )ith -ime stamp/NDH%9NH-S G Pro!ess /n$ Date )ith -ime stamp%/8%DSHP%8/SS/D G -otal re!or$s pro!esse$ #y proram

--(;H%9NH-I'/ G Dieren!e #et)een S-(%-H%9NH-S an$ /NDH%9NH-S

4$1$2$ Modu#e A Report Benerator "reated

Synopsis

%eport =enerator is responsi#le to enerate report as per spe!i"!ations $e"ne$ in%/P%- 8NFI=9%(-IN F%('J%Q.

Spe!i"! to *%F, it )ill rea$ all the *%FHD'(IN.*%FH%/P%-(;/ )here%/P%-HF;(= L @ an$ $ata for last month an$ enerate &'; report for*armoni5e$ %eportin. ne &'; report )ill #e enerate$ for ea!h /uro5one!ountry 10 8ountries4 resultin 10 &'; reports per month. /a!h &'; "le !ontainsthe $ata spe!i"! to !ountry for )hi!h tra$e has #een e:e!ute$.

Please refer (ppen$i: O.C G *%F /:ample &'; 'essae an$ (ppen$i: O.7 G *%FStru!ture of &'; File for more $etails on implementation.

-e!h Sta!

7ava

Development Steps

MMSa$af nee$ to a$$ the !ontentsKK

3age )- of --


24/33

4$1$3 6Cterna# Inter*ace%

4.2Database Design/Layout

4$2$1


25/33

@$1$3 Te%t Scope

5.2Constraints on Testing

5.3Technical Risk Identification

5.4Test Requirements

@$4$1 Preparation

Item E Preparation Re>uired to conduct De/e#opment Te%t "omment%

)

-

/

+

(


26/33

@$4$2 Te%t 6n/ironment% etor "onnection%


27/33

5.7 De/e#opment Te%tScripts: Test Cases


28/33

Samp#e Te%t Script

De/e#opment Te%t Script)Project ame+

;5R=E

Purpo%e(

Prepared 8&( Date(

6Cecuted 8&( Date(

Te%t"a%e E Te%t De%cription Te%t Step% 6Cpected Re%u#t% ,ctua# Re%u#t%

Pa%% Gor "omment%

1

) ) )

- - -

2

) ) )

- - -

3

) ) )

- - -

4

) ) )

- - -

@

) ) )

- - -

) ) )

- - -

) ) )

- - -


29/33

R6


30/33

C *%FH8PHD/S8 V(%8*(%2 102

;oi! -ype 6K u!et 3

Data File GK

8P types6PrimaryDealers all.:ls

-a#le GK 8PH-P/HP%I'(%HD/(;/%S

S.No.

Attrib#te Name Data T'pe Data ,en2th

1 P%I'(%HD/(;/%HID PQ4 N9'/% 3O2 P%I'(%HD/(;/%HN('/ V(%8*(%2 103 '=HN9'/% N9'/% 3O

89N-% N9'/% 3O

;oi! -ype 6K u!et

Data File GK

8P types6 an,6Inter

Dealers.:ls

-a#le 6K 8PH-P/SH(NQHIN-/%HD/(;/%S

S.No.


1 P%I'(%HD/(;/%HID PQ4 N9'/% 3O2 P%I'(%HD/(;/% V(%8*(%2 103 '=HN9'/% N9'/% 3O 89N-% N9'/% 3O

;oi! -ype 6K u!et C

Data File GK

8I-I internal '==roups6F%-/.:ls

3age-* of --


31/33

-a#le 6K 8I-IHIN-/%N(;H'=H=%9PS

S.No.


1 '='-H=%9PHID PQ4 N9'/% 3O

2 '='-H=%9PHN9'/% V(%8*(%2 103 '='-H=%9PHN('/ V(%8*(%2 102

;oi! -ype 6K u!et 7

Data File GK

8P type6an,68ustomer.:ls

-a#le 6K 8PH-P/H(NQH89S-'/%

S.No.


1 P%I'(%HD/(;/%HID PQ4 N9'/% 3O2 P%I'(%HD/(;/%HN('/ V(%8*(%2 73 '=HN9'/% N9'/% 3O 89N-% N9'/% 3O

;oi! -ype 6K u!et

Data File GK

D's.:ls

-a#le 6K D'

S.No.


1 D'HID PQ4 N9'/% 3O2 %Q/% V(%8*(%2 7

3 'N/'NI8 V(%8*(%2 7 '8;/ V(%8*(%2 7

8.3COUNTRY Bucket Logic

Data File 6K

3age- of --


32/33

8ountry ofIn!6%D.:ls

-a#le GK 89N-%HFHIN8

S.No.


1 8N-%HFHIN8HID PQ4 N9'/% 3O2 89N-%HD/S8 V(%8*(%2 1023 ISH3177 V(%8*(%2 102 /6S(;/%HD/S8 N9'/% 102C /6

S(;/%HF%N-H/NDH8D/V(%8*(%2 102

7 /6S(;/%H(8QH/NDH8D/ V(%8*(%2 102

8.4SYSTEM Bucket Logic

Data File 6K

-ra$in systemmappin.:ls

-a#le 6K -%(DIN=HSS-/'S.No.


1 -%(DIN=HSSHID PQ4 N9'/% 3O2 S%8HSSH8D/ V(%8*(%2 1023 S%8HSSHD/S8 V(%8*(%2 102 *%FH-%(D/HSS V(%8*(%2 102

8.5HRF 2014 Regulations

Ne) 201 reportinformat.p$f

8.6HRF Example XML message

3age-) of --


33/33

*%FH/:ample&';.:ml

8.7HRF Structure of XML file

*%F -ra$eDes!ription &';.p$f

8.8HRF- Counter Party definitions

8P $e"nitions.$o!

8.9HRF- Country codes

*%F 2016 8ountry!o$es.$o!

8.10GLOSSARYD' G Dept 'anaement !ePD G Primary Dealer*%F6 *armonise$ %eportin Format9(-6 9ser (!!eptan!e -estin8P G 8ounterparty/F8 G /!onomi! an$ Finan!ial 8ommittee/PD(6 /uropean Primary Dealers (sso!iation%8 G perations %eulatory 8ontrol%86(9 6 perations %eulatory 8ontrol G usiness as 9sualF6 Front !eD( G elian De#t (en!y

hrf - design document - v2.0

Documents