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The optimizer is not taking impact of forex haircut. (Doc ID 3007294.1)

Last updated on MARCH 10, 2024

Applies to:

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

Symptoms

On OFS_BASELA 8.1.2 

That optimizer is not taking impact of forex haircut when we have volatility haircut and forex haircut(exposure-level)
Collateral is covering two accounts with volatility haircut and other acct has both haircut respectively. But the mitigant amount that is being used is the one which is got calculated with volatility haircut only.

Changes

No Changes

Cause

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In this Document
Symptoms
Changes
Cause
Solution


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