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F_OVERNIGHT_MAT_IND - Configuration And Lineage (Doc ID 2696773.1)

Last updated on AUGUST 06, 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.



1) Rule RLUS_FRAS_REG_PROD_CLASS_06 use below 2 filters simultaneously 
[HIFD1003] - HIR - RL US Overnight Maturity Flag = [N]

Overnight Maturity Flag functionally overlaps with N_REM_MATURITY_IN_DAYS
> clarification required Why both filters are used simultaneously in Rule?

2) Fedfunds Sold are to be sourced in Stg_Investments, but STG_INVESTMENTS.F_OVERNIGHT_MAT_IND is not in doc
> either dependency of Overnight Maturity Flag should be removed (in point 1)
or STG_INVESTMENTS.F_OVERNIGHT_MAT_IND should be added to doc  (and bank to be informed of additional sourcing impact)

3) Lineage shows STG_REPO_CONTRACTS for all impacted MDRMs where FedFundsSold (with remaining maturity>0) to be reported as Loans in RC-C, while Stg_investment (table for sourcing Fed Funds Sold) is missing in lineage.


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