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Logic Of Drawn Amount Calculation (Doc ID 2588918.1)

Last updated on SEPTEMBER 20, 2019

Applies to:

Oracle Financial Services Basel Regulatory Capital Internal Ratings Based Approach - Version 8.0.0 and later
Information in this document applies to any platform.

Symptoms

 Undrawn and Drawn Amount populated by Non Sec Pre-Mitigation EAD Undrawn Amount - IRB and Non Sec Pre-Mitigation EAD Amount - IRB Rules respectively. But total EAD amount (Drawn Amount + Undrawn Amount) will not match with the amount populated by Rule Non Sec Pre-Mitigation EAD Amount - IRB which computes the EAD amount for the exposure.

Changes

 

Cause

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In this Document
Symptoms
Changes
Cause
Solution
References


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