Negative Balances reporting In RC-C FFIEC031 and HC-C FRY9C
(Doc ID 2722269.1)
Last updated on OCTOBER 27, 2020
Applies to:Oracle Financial Services - Regulatory Reporting for US Federal Reserve - Lombard Risk Integration Pack - Version 8.0.7 and later
Information in this document applies to any platform.
Negative balances reporting in RC-C/HC-C
1. BPRG1015, BPRG1014, BPRG1013 : The BPs check for a specific condition of FRAS.N_EOP_BAL_RCY >= 0 before computing the net balances. There is no logic
to compute the Negative balances that might exist in FRAS.N_EOP_BAL_RCY . The BP logic will default it to 0
2. BPRG1015, BPRG1014, BPRG1013 : The BPs check for a specific condition of IFRS.N_FAIR_VALUE_AMT>= 0 before computing the net balances. There is no
logic to compute the Negative balances that might exist in IFRS.N_FAIR_VALUE_AMT. The BP logic will default it to 0
Currently the solution does not allow negative balances (-ve fair value or -ve EOP balance -ve amortized cost) to be reported in RC-C impacted MDRMs.
Per expectation: negative balances is required to be reported in RC-C/HC-C.
Impacted MDRMs: RCFDK163 , BHCKK163, RCON2165 , BHDM2165, RCFD1590 ,
RCON1590, RCFD1410 , RCFDF161, RCONF161 , BHCKF161, RCFD1251 , RCFDF171,
BHCKF171 , RCFDF163, BHCKF163 , RCFD1763, RCFDA247 , RCONJ451
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