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BOT Basel STD - Optimizer Is Computing Negative Covered Factor Causing Basel Batch Run Failure (Doc ID 2743112.1)

Last updated on JANUARY 13, 2021

Applies to:

Oracle Financial Services Basel Regulatory Capital Basic - Version 8.0.0 and later
Information in this document applies to any platform.

Symptoms

Optimizer is computing negative covered factor and resulting negative EAD Post mitigation due to which Basel run is failing. Covered factor can not be negative, optimizer should return covered factor value between 0 to 1

Cause

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In this Document
Symptoms
Cause
Solution
References


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