Accrual Adjustment Engine
TOTALAccrual drift detection & PMS writeback
1 high drift detected1 writeback verified2 pending push
Accrual Drift Detection
InstrumentCounterpartyPMS AccrualExpectedDriftPMS Conv.PB Conv.Severity
NVDA TRSGoldman Sachs$12,450$12,680+$230A/360A/365medium
AAPL Equity SwapMorgan Stanley$8,920$8,834$86A/365A/360low
9988.HK TRSUBS$34,100$35,640+$1,540A/36030/360high
SPY Basket SwapJefferies$5,230$5,185$45A/365A/365low
PMS Writeback Status
1
Generated2
Pushed3
VerifiedWB-0019988.HK TRS
+$1,54009:14:32
Generated
Pushed
Verified
WB-002NVDA TRS
+$23009:22:18
Generated
Pushed
Verified
WB-003AAPL Swap
−$8609:31:05
Generated
Pushed
Verified
WB-004SPY Basket
−$4509:44:51
Generated
Pushed
Verified
Day-count Convention by Counterparty
CounterpartyPMS Conv.PB Conv.Instruments
Goldman SachsA/360A/365TRS, Equity Swap
Morgan StanleyA/365A/360Equity Swap
UBS30/360A/360TRS
JefferiesA/365A/365Basket Swap
BarclaysA/360A/360TRS, OTC
Amber PB Conv. = mismatch with PMS convention. Engine auto-adjusts accruals at reset.