Oracle Financial Services Capital Adequacy Pack v8.0.6.0.0 Maintenance Level Release #1 (8.0.6.1.0)

Description

OFS CAP Application Pack 8.0.6.0.0 Maintenance Level Release #1 (ID 28736977)

This Maintenance Level Release (ML) of OFS CAP is cumulative of enhancements and bug fixes done since the 8.0.6.0.0 Minor Release.

Prerequisites

The minimum patch set level should be OFS CAP 8.0.6.0.0.

 

How to Apply This Maintenance Release?

For detailed instructions on installing this Maintenance Level Release, refer to OFS CAP Installation Guide 8.0.6.1.0 in OHC Documentation Library.

 

NOTE

In an environment consisting of multiple OFSAA applications, if the October 2020 Critical Patch Update is applied for any one application, it is mandatory to apply the respective October 2020 Critical Patch Updates for all other applications on that OFSAA instance, regardless of the application’s version. See the My Oracle Support Doc ID 2724021.1 for details.

 

Oracle Financial Services Capital Adequacy Pack Applications

This section includes the new features, bugs fixed and known issues/limitations in OFSCAP:

·         New Features in This Release

·         List of Bugs Fixed in This Release of OFS CAP

·         Known Issues in This Release of OFS CAP

 

New Features in This Release

The following enhancements are introduced in this release to cater to Basel III Regulation for Thailand Jurisdiction.

Thailand Jurisdiction (BOT)

The Bank of Thailand (BOT) has issued multiple guidelines to be followed by the banks for the compliance with the Capital Adequacy guidelines. These guidelines are by and large compliant with the Basel III changes issued by the Basel committee. (BIS).

The OFS Financial Services Basel Regulatory Capital 8.0.6.1 release incorporates the compliance with this guideline. The application is compliant with the Standardized approach and Internal Ratings Based Approach for Thailand Jurisdiction. The specific functionalities handled in the out of box product are as follows:

·         Non-Securitization Exposures – Standardized Approach / Internal Ratings Based Approach

·         Counterparty Credit Risk Exposures – Current Exposure Method

·         Settlement Risk Exposures

·         Capital Structure – Capital Ratios and Buffers

 

List of Bugs Fixed in This Release of OFS CAP

Bug ID

Description

28148087

CRD STD RUN - PRODUCT TO ASSET CLASS RECLASS RULE PLACEMENT ISSUE

27657744

REP LINE MAPPING FOR NEW CAP IDS

27477103

ISSUES TO BE FIXED IN FCT_REG_LE_CAPITAL_SUMMARY

28694670

CAP STRUCTURE:SECURITIZATION FLAG CHECK NOT REQUIRED

 

Known Issues in This Release of OFS CAP

Bug ID

Description

28744027

BOT - STD - RW ASSIGNMENT FOR MUTUAL FUND AS A MITIGANT USING SIMPLE APPROACH BASED ON UNDERLYING INSTRUMENTS INSTEAD OF ISSUER RW

28705383

BOT - SFT NETTING ACROSS TRADING AND BANKING BOOK IMPACTING EAD COMPUTATION FOR NETTED EXPOSURES WITH SINGLE MASTER NETTING AGREEMENT COVERING BOTH BANKING AND TRADING BOOK

28753740

BOT - IRB - INVESTMENT FUNDS RWA CALCULATION BASED ON MAJORITY OF FUND'S HOLDING AS ANOTHER OPTION TO COMPUTE EAD AND RWA