Event Diary: Run Reports

  • Published on Oct 6, 2026
  • 9 minute(s) read
  • Migration Team
  • RJ
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Purpose

The Event Diary shows the cash-related events for the period selected. It’s the actual cash movements on deals, with their settlement status.

At month end it is the confirmation of the cash side of interest: what settled during the month, as distinct from what accrued.

Run Reports

When reconciling accrual information from your Borrow/Invest Statement, keep in mind that the Event Diary dates are inclusive. To run the report for May 2026, use 1-May-26 to 31-May-26. Unlike the Borrow/Invest Statement, if you use the last day of the previous month as the Start Date, it would add an extra day into the data.

  1. Go to Risk > Reports > Portfolio > Event Diary.

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  1. The Event Diary screen opens.

  2. Enter your report parameters:

    • Set Start Date as the first day of the month to be reported and End Date as the last day of the month to be reported.

      • For example, 1-May-26 to 31-May-26 captures May 2026.

  3. Select Queue Report.

  4. The Event Diary opens with a list of cash-related events and the market data used in the calculations of the market values.

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Read Report Results

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Your Event Diary has a Report tab with the deals meeting the report parameters and a Market Data tab with all the market data used in the calculations of the market values.

Report Tab

The Report tab shows the deal details, expected cash movement, and the movement status (whether it has settled). Each row is an individual cash event.

Report tab columns include:

  • Principal: The principal the event was calculated on: the outstanding face of the deal for the coupon period that row belongs to. It is not a cash movement and it repeats across every event in the same period. On an amortizing or drawn and repaid deal, it steps down period by period. It's the column you read to see what balance an interest figure was computed against (interest amount ÷ principal ÷ days shows the rate). The sign follows the direction of the deal: borrowings show negative, investments positive.

  • Amount: Value of the event itself: the interest paid or received, the principal drawn or repaid, the fee, the dividend. This is the cash-flow column, signed by direction (receipts positive, payments negative). It’s the column to total when you want cash for a date range. For non-cash events (accruals, reinvested dividends, revaluation-type entries) there's still an amount, but no money moves. The Non Cash column tells you which is which, and unmarking the parameter Include Non-Cash Events removes them.

    • For example, a monthly interest receipt on a 10,000,000 deposit at 5% shows Principal 10,000,000 (unchanged all period) and Amount at $41,667 (that month's interest). A partial repayment the following month shows Amount as the repaid cash, and the next period's rows show a reduced Principal.

  • Units Balance: Only meaningful for unit-based instruments such as money market funds. This is empty for loans, deposits, swaps, and other instruments that don’t use units. The column holds the units associated with that movement (units bought, redeemed, or issued as reinvested distribution).

The report parameter dates control the scope of the included events. Inside the report, the dates inside the report are the coupon dates. The parameters select events by settlement date; the row dates describe the accrual span behind the event. A coupon covering 01-May-26 to 01-Jun-26 accrues on its start date (not its end date), which is why it carries 31 days in May and settles on 1 June.

The Event Diary report returns both interest settlements and principal movements. When reconciling accruals from the Borrow/Invest Statement, use only the interest amount. Principal movements are included in the Borrow/Invest Statement’s Movement column and are reconciled with the Accruals Report.

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Market Data Tab

The Market Data tab is the audit trail for the rates behind the forecast event calculations. It only has content when the parameter Forecast Events is marked because otherwise no forecast calculations are made.

The rows contain columns for:

  • Name

  • Type

  • CCY

  • Applies From: Date in the projection it applies to

  • Market Data Date: Date the rate was taken from (set in your parameter)

Each row is one reference set that the run consumed, such as a yield curve, an FX rate, and a volatility surface. Expand a row to view every individual rate used inside it grouped by category:

  • Tenor

  • Maturity Date

  • Ticker Code

  • Ticker Description

  • Value

Common uses of the Market Data tab include:

  • View the details that create your forecast amounts. If an amount is unexpected, expand the curve to check the actual tenor rate that produced it.

  • Perform data audits by viewing which rates, date, and ticker a set of forecast cash flows was built on.

  • View what was and wasn’t picked up if you get a warning that data is missing. This error is commonly addressed by moving the parameter Market Data Date to a date with a complete rate set.

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Report Parameters

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Fields:

  • Available Reports: Lists your previously queued Event Diary reports, newest first.

    • Selecting one reloads its results and the parameters it ran with.

    • Leaving it on new starts a fresh report.

  • Name: Defaults to Event Diary - <today's date> and identifies the run in the reports queue.

  • Auto Retry: Mark to have Ripple Treasury automatically retry running the report if it fails.

  • Report Date: The "as of" date for the deals themselves, not for the events. This date decides which version of each deal is used (amendments effective after this date are ignored) and which cash-account balances apply. It is also the fallback market data date if that field is left empty. It does not filter which events are returned.

  • Start Date: Sets the start date for the events in the report, inclusive. Works in conjunction with Term and End Date to set the period.

  • Term: Sets the time covered for the events in the report. Works in conjunction with Start Date and End Date to set the period.

    • d: Days

    • w: Weeks

    • m: Months

    • y: Years

  • Period End: Sets the end date for the events in the report. Works in conjunction with Start Date and Term to set the period.

  • Forecast Events: Mark to include events that aren't yet fixed (future coupons on floating deals, rate-set-dependent amounts) by projecting them from market data.

  • Market Data Date: (Only visible only when Forecast Events is marked) The date whose rates are used to forecast events; defaults to the earlier of the report's end date and today.

  • Portfolio and Analysis radio buttons: Choose which selection list is used. Only the active list is used in the report.

    • Portfolio: Select deals from the deal portfolios.

    • Analysis: Select deals from the saved exposure management analyses.

  • Portfolio: (Only visible when Portfolio radio button is selected) Select one or more portfolios to be reported.

  • Exposure Type: (Only visible when Portfolio radio button is selected) Select one or more deal types to be reported.

  • Business Unit: (Only visible when Portfolio radio button is selected) Select one or more business units to be reported.

  • Analysis: (Only visible when Analysis radio button is selected) Select one or more analyses to be reported.

  • Include Inactive Deals: (Only visible when Analysis radio button is selected) Mark to include deals that are no longer active.

  • Show Net Swap Events: Mark to show net events as a single event instead of the individual events that make up the netting.

  • Include Non-Cash Events: Mark to include events that carry no cash movement (such as accrual and revaluation). Unmark for a pure cash view.

  • Include Auto Rolls: Mark to generate the events that would occur if rolling deals continue to roll beyond their current maturity.

  • Drawdowns Auto Roll To: (Only visible when Include Auto Rolls is selected) Sets how far the rolls are projected.

    • Report End Date: Generate events for rolling deals until the report end date.

    • Facility Maturity: Generate events for rolling deals until the facility maturity.

    • Tranche Maturity: Generate events for rolling deals until the tranche maturity.

  • Include Settlement Details: Mark to add each event's settlement instruction detail (bank account and payment routing) to the rows. It slows down the report processing, so leave it unmarked unless you need it. The settlement instruction columns are hidden by default. The columns only contain information when this is marked; otherwise, they are empty.

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  • Output to Data Warehouse: Mark to write the Event Diary results to the Data Warehouse as well as to the screen. If the warehouse can't be reached, you get an error dialog and the report isn't queued.

Reporting Period Convention

New balances accrue from the date onward but movements always take effect from the movement date.

  • Period Start: Balances on this date accrue to the previous period (not the one you are reporting). Principal movements on this date affect the current period in your report.

  • Period End: Balances on this date accrue in the current period you are reporting. Principal movements on this date affect the next period (not the one you are reporting).

This difference in how balances and movements are captured is why you use different report dates between reports to capture information for the same month.

Date Boundaries

Report

Dates to Capture May 2026

Date Boundaries

Event Diary

Start Date: 1-May-26

End Date: 31-May-26

Both dates inclusive; selects events by date. The dates displayed in the report come from the deal’s schedule so they won’t perfectly match the report dates you select.

Manage Report Grid

Column Management

Resize:

  1. Hover your cursor over the column break on the header line.

  2. The cursor changes to a double headed arrow.

  3. Click and move the cursor left or right to change the size of the column.

  4. Double-click to return the column to its original size.

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Reorder: Select, drag, and drop the column header to reorder the columns.

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Show and Hide:

  1. Select the More icon for any column header.

  2. Select Columns to expand.

  3. Mark columns to show them or unmark columns to hide them.

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Sort:

  1. Select a column header to sort by that column.

  2. An arrow appears to show the sort order (ascending or descending).

  3. Select the same column again to reverse the sort order, and a third time to remove sort.

  4. Select any additional columns to sort by.

  5. If you select multiple columns, a number appears next to the arrow to indicate the sort order.

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Filter:

  1. Select the More icon for the column header you want to filter.

  2. Select Filter to expand.

  3. Use the filter parameters to set up one to two more filters.

  4. Select Filter.

  5. The filter appears in the top right corner above the grid.

  6. Select Remove to remove all filters.

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Grouping

You can group your data by one or more columns. For detail reports, it’s common to group by the ID to keep each deal’s periods together.

Group by Column:

  1. Drag and drop the required column header into the group row above the grid.

  2. The view refreshes to be grouped in the new format and automatically sorts by group in ascending order.

    • Select the arrow to reverse the sort order.

  3. Repeat the above steps to group by more than one column.

    • Select, drag, and drop the groups to change the order of the group headers.

  4. Select the X icon for any group to remove the group.

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Add, Edit, and Remove Column Totals:

  1. Right-click in any column.

  2. Select Column Totals to expand.

  3. Select the type of total to include.

    • Depending on the data type in column you clicked, not all total options may be available.

    • Don’t attempt to sum the Principal column. This data repeats per event within a period, so a total is meaningless. Instead, Amount and Units Balance are summable.

  4. Mark Include Label to show a column label that indicates the type of total for the column or unmark to hide the label.

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Views

Manage Views:

  1. Select the grid icon in the upper right corner to expand the View options.

    • Save, delete, or undo changes in your view.

  2. Use the View drop-down list to switch between saved views.

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Export, Print, and Copy

Export:

  1. Select the export icon in in the upper right corner.

  2. Select your export definition from the drop-down list.

    • Export definitions are managed in gear Platform icon > Connectivity > Job Management > Import/Export Definitions.

  3. Select Export.

  4. Select Continue.

  5. An Excel document of your grid downloads to your computer.

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Print:

  1. Right-click anywhere in the grid.

  2. Select Print.

  3. Confirm the print preview.

  4. Select Print.

  5. Select whether to save the pages as a PDF or send to your local printer.

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Copy:

  1. Right-click anywhere in the grid.

  2. Select Copy Grid.

    • If the data is grouped, the grouped headers won’t copy but the data will copy in the same grouped order.

  3. Paste the grid into your Excel spreadsheet.

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Copyright 2025 Ripple Labs Inc.

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