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FRY- 9C Negative Fair Value MDRMs To Be Multiplied By -1 (Doc ID 2657206.1)

Last updated on APRIL 13, 2020

Applies to:

Oracle Financial Services - Regulatory Reporting for US Federal Reserve - Lombard Risk Integration Pack - Version 8.0.9 and later
Information in this document applies to any platform.

Goal

Negative fair values need to feed as absolute values to regulatory reporting in following reports:

FFIEC-041

FFIEC-031

FRY-9C

FRY 9C Negative Fair value MDRMs to be multiplied by -1
In Y9C Report, Regarding the below derivatives MDRMs which report -ve fair value amount/ other liabilities amount.
The DE result is coming out as -ve number but the reporting measure has to be multiplied by -1.

BHCK8738
BHCK8745
BHCK8746
BHCKG808

and there is one MDRM where the end_of_period balance has to be multiplied by -1 : BHCKB984 similar to the way we have it in 8074 : DEFD0509.BPFD0514
 

Solution

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In this Document
Goal
Solution


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