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Configuration Issues In Pledged Securities Reporting (Reports FRY9C,FFIEC031/041 MDRMs: 0416, G387) (Doc ID 2684235.1)

Last updated on JUNE 30, 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.

Symptoms

Reports; FFIEC031, FFIEC041, FRY9C
Schedule/Line: RC-B/HC-B M1, RC-D/HC-D M4a

Impacted MDRMs: 0416, G387
REG REP USFED 809


Issues:

Reporting requirements are similar in both MDRMs except for Holding type and reported measures (Sch B - AFS/HTM and Sch D - HFT)

1. Sch B requires reporting of Amortized Cost for HTM securities whereas Fair Value is being reported in current confirgutaion
(Suggested: If reported at fair value = Y then FV else Amortized cost)

2. Sch B configuration includes V_ENCUMBRANCE_STATUS_CD = FUL#~#PAR, since reporting requirement is for all pledged securities V_ENCUMBRANCE_REASON_CD (PLEDGE#~#REPURAGR) should be used like Sch-D

3. Sch-B -for cell 0416 cell group 3 uses configuration similar to cell group 1 & 2 and hence filter group 3 can be removed from configuration

Group 1-
HIR - RR Encumbrance Status DIM_ENCUMBRANCE_STATUS V_ENCUMBRANCE_STATUS_CD FUL#~#PAR
HIR - RR Holding Type DIM_HOLDING_TYPE V_HOLDING_TYPE HTM
HIR - RR Reg Instrument Category DIM_REG_INSTR_CLASSIFICATION V_REG_INSTR_CATEGORY_CD ABS#~#EQTY#~#OTHDEBTSEC#~#TREASSEC
HIR - RR Fair Value Option Flag DIM_BOOLEAN_FLAGS V_FLAG_CODE N
HIR - RR Fiduciary Relationship Flag DIM_BOOLEAN_FLAGS V_FLAG_CODE N
HIR - RR Intra Comp Account Flag DIM_BOOLEAN_FLAGS V_FLAG_CODE N

Group 2-
HIR - RR Encumbrance Status DIM_ENCUMBRANCE_STATUS V_ENCUMBRANCE_STATUS_CD FUL#~#PAR
HIR - RR Holding Type DIM_HOLDING_TYPE V_HOLDING_TYPE AFS
HIR - RR Reg Instrument Category DIM_REG_INSTR_CLASSIFICATION V_REG_INSTR_CATEGORY_CD ABS#~#EQTY#~#OTHDEBTSEC#~#TREASSEC
HIR - RR Fair Value Option Flag DIM_BOOLEAN_FLAGS V_FLAG_CODE N
HIR - RR Fiduciary Relationship Flag DIM_BOOLEAN_FLAGS V_FLAG_CODE N
HIR - RR Intra Comp Account Flag DIM_BOOLEAN_FLAGS V_FLAG_CODE N

Group 3-
HIR - RR Encumbrance Status DIM_ENCUMBRANCE_STATUS V_ENCUMBRANCE_STATUS_CD FUL#~#PAR
HIR - RR Holding Type DIM_HOLDING_TYPE V_HOLDING_TYPE AFS#~#HTM
HIR - RR Reg Instrument Category DIM_REG_INSTR_CLASSIFICATION V_REG_INSTR_CATEGORY_CD ABS#~#EQTY#~#OTHDEBTSEC#~#TREASSEC
HIR - RR Fiduciary Relationship Flag DIM_BOOLEAN_FLAGS V_FLAG_CODE N
HIR - RR Intra Comp Account Flag DIM_BOOLEAN_FLAGS V_FLAG_CODE N



4. Sch D - V_REG_INSTR_CATEGORY_CD = ABS#~#EQTY#~#OTHDEBTSEC#~#TREASSEC; Does not consider all securities like Equity/MF, which are considered by Sch B configuration

Changes

 NA

Cause

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In this Document
Symptoms
Changes
Cause
Solution
References


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