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Clarification On STG_CREDIT_DERIVATIVES.F_QUALIFYING_INS_FLAG (Doc ID 2809854.1)

Last updated on OCTOBER 03, 2021

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.

Goal

Version: RRS 80950, SVF Jan20, Lineage 80940

Issue:
1) F_QUALIFYING_INS_FLAG is shown for STG_CREDIT_DERIVATIVES, STG_OPTION_CONTRACTS, STG_SWAPS_CONTRACTS in SVF and Lineage, whereas MDRMs (HC-L/RC-L line 7d) is to report credit derivatives. 
2) F_QUALIFYING_INS_FLAG is also available in STG_INSTRUMENT_CONTRACT_MASTER, but is not used in T2T or lineage

3) For ultimate risk transfers, 009 report require internal ratings for underlying reference assets, where would such ratings be captured, and whether those ratings can be used for RC-L 7d (investment/subinvestment grade)
 

Solution

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In this Document
Goal
Solution
References


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