CRM Mitigant Volatility Haircut - Scaling up Rule Has Incorrect Formula (Doc ID 3035866.1)

Last updated on JULY 23, 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

Rule ‘CRM Mitigant Volatility Haircut - Scaling up’ (Code - 1147407999977), the used BP has divisor as FCT_SUB_EXPOSURES.N_MIN_HOLDING_PERIOD_EXP in place of value ‘10’ in the calculation (as per formula provided by Basel and RBI).

Changes

Cause

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In this Document

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CRM Mitigant Volatility Haircut - Scaling up Rule Has Incorrect Formula (Doc ID 3035866.1)

Applies to:

Symptoms

Changes

Cause

To view full details, sign in with your My Oracle Support account.

Don't have a My Oracle Support account? Click to get started!