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Negative Balance handling logic is missing for MDRM codes RISKM366 and RICKM367 (Report- FRY-15, Schedule- B) (Doc ID 2597853.1)

Last updated on OCTOBER 20, 2019

Applies to:

Oracle Financial Services - Regulatory Reporting for US Federal Reserve - Lombard Risk Integration Pack - Version 8.0.6 and later
Information in this document applies to any platform.

Symptoms

Report- FRY-15,

Schedule- B,

MDRM codes- RISKM366 (Net negative current exposure of SFTs with other financial institutions)

                    RICKM367 (OTC derivative contracts with other financial institutions that have a net negative fair value- Net negative fair value)


M366 uses Business processor 'BP15B006'

M367 uses Business processor 'BP15B007'

The expression of these business processors are as shown below-

BP15B006
 SUM( CASE WHEN ([MSREG011]-  DER15B08.BP15B001)  < 0 THEN [MSREG011]  -  DER15B08.BP15B001 ELSE 0 END)

BP15B007  
 SUM (CASE
        WHEN ([BP15B004] - (CASE WHEN DIM_NETTING_AGREEMENT.F_COLLATERALIZED_NETTING_SET = 'Y' THEN (DER15B08.BP15B002) ELSE 0 END)) < 0 THEN
         [BP15B004]
        ELSE
         0
      END )

Issue- The Negative value has been reported in Agile reporter. OFSAA/AgileREPORTER should perform an absolute value conversion for these MDRMs to handle negative balances and this is not done in the expressions mentioned above

Changes

 This is a product configuration issue

Cause

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In this Document
Symptoms
Changes
Cause
Solution


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