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Reported At Fair Value Filter For HFT Instruments (FRY9C HC-D, FFIEC031 RC-D) (Doc ID 2722268.1)

Last updated on OCTOBER 27, 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

FRY9C- HC-D

FFIEC031- RC-D

Logic should be consistent between HC-D, items 6.a.(1) through 6.d and Memoranda items M.1,a,1 to M.1.d. As all trading assets are measured at fair value, So HIR - RR Reported at Fair Value Flag check for HFT accounts should not be applied for memo line items.

Changes

 NA

Cause

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In this Document
Symptoms
Changes
Cause
Solution
References


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