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Y9C : 8084 Reg Instrument Type Classification Observations (Doc ID 2646300.1)

Last updated on MARCH 12, 2020

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.


1> Reg Instrument Type Code – RPTS
Earlier in 8074, we were using FCT_REG_ACCOUNT_SUMMARY.N_SECURITIZED_PROD_SKEY - securitization product (dim_securitized_products) RPTS to reclassify to reg instrument class code - RPTS using rule RLUS_FRAS_REG_INSTR_CLASS_02 (the corresponding instrument type with securitized product RPTS is IRSPOTMBS).

Now, in 8084 - Reg Instrument class code RPTS is not present. What we see is just MBS classified using Rule - RLUS_FRAS_REG_INSTR_CLASS_03.
Can you please add this instrument type IRSPOTMBS to this rule (RLUS_FRAS_REG_INSTR_CLASS_03) so that the balances will be appropriately reported and amex will not any souring impact.

2> Reg Instrument Type Code – MUTFU
Earlier in 8074, We were using instrument type EQSPOTCIU to reclassify to Reg Instrument Type Code – MUTFU using the rule RLUS_FRAS_REG_INSTR_CLASS_08

Now, in 8084 In the Reg instrument Type MUTFU, we no longer see EQSPOTCIU in RLUS_FRAS_REG_INSTR_CLASS_04.
Can you please add this instrument type EQSPOTCIU to the rule RLUS_FRAS_REG_INSTR_CLASS_04 so that Amex will not have any souring impact.

3> There are 2 rules to reclassify reg instrument type - USGSASEC and USGASEC. Based on Issuer Type : Reg US Reg Acc Summ Reg Instr Class 17 - US Agency Issue
 Based on Guarantor Type : Reg US Reg Acc Summ Reg Instr Class 18 - US Agency Guar
 --> In both the rules both issuer country region AND guarantor country region has to be 'US'
 ( a_dim_issuer_dom_country.v_country_region_cd = 'US' )
 ( a_dim_guar_dom_country.v_country_region_cd = 'US' )
In Issuer Type rule, we should be checking only issuer country region and in gurantor type only guarantor country region.


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