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OFSAA 8.1 Reg Reporting Solution Basel Reports Release Date For EBA (Doc ID 2712979.1)

Last updated on SEPTEMBER 28, 2020

Applies to:

Oracle Financial Services Regulatory Reporting for European Banking Authority - Version 8.0.6 and later
Information in this document applies to any platform.

Goal

Tentative release dates for the following reports on 8.1 version (Oracle Solaris 11.3 SPARC)

COREP - Capital Adequacy
C 01.00 - Own funds definition
C 02.00 - Risk Exposure Amounts
C 03.00 - Ratios
C 04.00 - Memorandum Items
C 05.01 - Transitional provisions: Summary & Grandfathered instruments not constituting State aid

COREP – Credit Risk
C 09.01 - Geographical breakdown of exposures by residence of the obligor (SA exposures)

COREP – Credit Risk Standardised Approach
C 07.00 – Credit and counterparty credit risks and free deliveries: Standardized Approach to capital requirements

COREP – Operational Risk
C 17.00 – Operational risk: Losses and recoveries by business lines and event types in the last year

COREP – Large Exposures
C 26.00 – Large exposures limits
C 27.00 – Identification of the counterparty
C 28.00 – Exposures in the non-trading and trading book
C 29.00 – Detail of the exposures to individual clients within groups of connected clients

COREP – Large Exposures COREP - Large Exposures
C 30.00 – Maturity buckets of the 10 largest exposures to institutions and the 10 largest exposures to unregulated financial entities

COREP – Large Exposures
C 31.00 – Maturity buckets of the 10 largest exposures to institutions and the 10 largest exposures to unregulated financial entities: detail of the exposures to individual clients within groups of connected clients

COREP – Leverage Ratio
C 40.00 – Alternative treatment of the Exposure Measure
C 41.00 – On- and off-balance sheet items – additional breakdown of exposures
C 42.00 – Alternative definition of capital
C 43.00 – Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book
C 44.00 – General Information
C 47.00 – Leverage ratio calculation

LRM:
COREP - Stable Funding
1.C 60.00 Stable funding. Items requiring stable funding
2.C 61.00 Stable funding. Items providing stable funding

COREP - Additional Monitoring Metrics
1.C 66.00 Contractual template
2.C 67.00 Concentration of funding by counterparty
3.C 68.00 Concentration of funding by product type
4.C 69.00 Prices for various lengths of funding
5.C 70.00 Roll-over of funding
6.C 71.00 Concentration of counterbalancing capacity by issuer/counterparty

COREP - Liquidity Coverage Requirement
1.C 72.00 Liquidity Coverage . Liquid assets
2.C 73.00 Liquidity Coverage. Outflows
3.C 74.00 Liquidity Coverage. Inflows
4.C 75.00 Liquidity Coverage. Collateral swaps
5.C 76.00 Liquidity Coverage. Calculations


 

Solution

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In this Document
Goal
Solution


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