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Issues with line item 15, report-FR Y-9C, schedule-HC-L (Doc ID 2650099.1)

Last updated on MARCH 22, 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.

Symptoms

Report FR Y-9C
Schedule HC-L
Line item 15

instructions state:
15(a) Net current credit exposure
Column D, Sovereign Governments: Sovereign governments are the central governments of foreign countries.

Current design –
FCT_CP_CVA_DETAILS. N_NET_CURRENT_EXPOSURE
DIM_PROD_NETTING_COVERAGE.V_PROD_NETTING_COVERAGE_CODE=OTCDER
DIM_COUNTRY.V_COUNTRY_REGION_CD=NOT US
DIM_STANDARD_PARTY_TYPE.V_STANDARD_PARTY_TYPE_CODE=SOV

Issues-
Current design reports based on counterparty being SOV.
• Does not include exposures backed by sovereigns.
• Does not include exposures for department and agencies of sovereigns
FCT_CP_CVA_DETAILS – no placeholder to capture the Backed by Sovereign in this table.
DIM_PROD_NETTING_COVERAGE – This is showing as a seeded table but there are no values in this table.

Cause

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In this Document
Symptoms
Cause
Solution


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