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809: Use Of Master Netting Agreement Across Derivatives Portfolio (Doc ID 2646023.1)

Last updated on MARCH 12, 2021

Applies to:

Oracle Financial Services - Regulatory Reporting for US Federal Reserve - Lombard Risk Integration Pack - Version 8.0.8 and later
Information in this document applies to any platform.

Symptoms

RRS- USFED- 809

MDRMs from Derivative portfolio has 'inner join' with DIM_NETTING_AGREEMENT.

It is not mandatory to have Netting agreement for all the contracts. There can be Derivatives contracts which are not part of Netting agreement.

MDRM Codes and DE with Inner Join impacted are -

BHCK2168 - DEFD1951 – HC-F
BHCM3543 - DEFD1751 – HC-D
BHCK3547 - DEFD1751 – HC-D


Cause

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In this Document
Symptoms
Cause
Solution


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