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]
COALESCE(FCT_REG_ACCOUNT_SUMMARY.N_REM_MATURITY_IN_DAYS,0) > 0
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.
To view full details, sign in with your My Oracle Support account.
Don't have a My Oracle Support account? Click to get started!
In this Document