FRY-9C - HC-L, Gross Fair Value For Sold Credit Derivatives
(Doc ID 2607025.1)
Last updated on NOVEMBER 11, 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.
Report :- FRY-9C
Schedule :- HC-L
MDRM :- BHCKC219,BHCKC220
The issue is with the fair value for sold credit protection.
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