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Rule Logic Change (FSI_MULTIPLE_RATING_PROCESSING ) (Doc ID 3074555.1)

Last updated on MARCH 19, 2025

Applies to:

Oracle Financial Services Basel Regulatory Capital Basic - Version 8.1.2.0 and later
Information in this document applies to any platform.

Goal

The below rule logic has been changed in 812 and 8126 version , also sharing the both logics:

BIS_BABNKING_DATA_PROCESSING _BNK_DATA_PROCESSING_STD -> MULTIPLE_RATING_ASSESSMENT - > Multiple Rating Assessment Eligible Rating and RW Flag Assignment for Exposure with Multiple Ratings

In 812, it was working on the lowest of the two and pick the max from it let suppose we have three ratings 4, 4 and 5 so in that case 4 will be marked as eligible also sharing you the sample data as well

First Condition:
If the count of N_BASEL_RANKING equal to 1 is greater than 1:
It then evaluates the ROW_NUMBER() function OVER (PARTITION BY 1, various fields):
If the ROW_NUMBER() equals 1, it returns 'Y'; otherwise, it returns 'N'.

Second Condition:
If the count of N_BASEL_RANKING equal to 2 is greater than 1:
If this count is greater than 1, it again evaluates the ROW_NUMBER() but now for partition 2:
If ROW_NUMBER() equals 1, it returns 'Y'; otherwise, 'N'.

Third Condition:
If N_BASEL_RANKING equals 2, it directly returns 'Y'; otherwise, it returns 'N'.

Example:
Rating N_BASEL_RANKING F_RATING_RW_ELIGIBILITY
4 1 Y
4 1 N
5 2 N64492052
 

Solution

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In this Document
Goal
Solution
References


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