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CCF Factor Not Being Applied when BASEL CAR Run with Post mitigation CCF application Executed with method "MR CCF application" (Doc ID 2963207.1)

Last updated on JULY 30, 2023

Applies to:

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

Symptoms

CCF factor is not being applied. When BASEL CAR Run with Post mitigation CCF application executed with method "MR CCF application", no CCF Drawn is done after mitigation.

FSI_CAP_SUB_EXPOSURES.N_EAD_POST_MITIGATION showing incorrect value even though data available in the FSI_CAP_SUB_EXPOSURES.N_CCF_PERCENT_DRAWN column.

Cause

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In this Document
Symptoms
Cause
Solution
References


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