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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.

Symptoms

Report :- FRY-9C
 
Schedule :- HC-L

MDRM :- BHCKC219,BHCKC220

The issue is with the fair value for sold credit protection.

Cause

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In this Document
Symptoms
Cause
Solution


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