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incorrect exclusion of principal amount in schedule O.O.20 (Net 30‐Day Derivative Payables), Report FR2052a (Doc ID 2597945.1)

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.


PID: O.O.20(Net 30-Day Derivative Payables)

Net 30-Day Derivative Payables "Refers to the net derivative cash outflow amount, as set forth in the LCR Rule".

Data set DSFR054 filter used are - DIM_CASH_FLOW_TYPE.V_CASH_FLOW_TYPE_CODE IN ('I','DP')

[DIM_CASH_FLOW_TYPE.V_CASH_FLOW_TYPE_CODE seeded values are as follows
'I'-Interest cashflow
'DP'-Dividends Paid
'P'-Principal cashflow
'DR'-Dividends Receivable ]

Issue - Principal payments ('P') along with 'I' and 'DP' has to be included in O.O.20





 This is a product configuration issue


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