Oracle Financial Services Treasury Risk (OFS TR) Application Pack v8.0.5.0.0 Maintenance Level Release #1 (8.0.5.1.0)

Description

OFS TR Application Pack 8.0.5.0.0 Maintenance Level Release #1 (ID 27321258)

This Maintenance Level Release (ML) of OFS TR is cumulative of enhancements and bug fixes done since the 8.0.5.0.0 Minor Release.

Prerequisites

The minimum patch set level should be OFS TR 8.0.5.0.0.

OFS TR 8.0.5.1 needs additional attributes in the data model. Extend OFS TR 8.0.5.1 data model with the following attribute. Ensure that the model upload is performed on OFS TR 8.0.5.1 setup.

Note:  These columns will be regularized as part of OFS TR next available ML/IR Release.

Physical Table Name

Column Name

Attribute Name

Data Type

Domain

Null Allowed?

PK

FK

Reference Table Name

Reference Column Name

Column Comments

Bug ID

Column Default Value (if any)

FSI_LRM_INSTRUMENT

n_mtm_value_rcy

Mark To Market Value In Reporting Currency

NUMBER(22,3)

Amount

Yes

No

No

This column stores the marked to market value of an instrument in reporting currency.

27322153

 

FCT_LRM_NSFR_REPORTING

n_non_contra_oblig_type_skey

Non Contractual Obligation type Surrogate key

NUMBER(3)

SurrogateKey_Short

No

Yes

Identifying

DIM_NON_CONTRA_OBLIGATION_TYPE

N_NON_CONTRA_OBLIG_TYPE_SKEY

This attribute stores the Surrogate key of a non contractual obligation type grouped at the aggregated level used for the Net Stable Funding Ratio reporting purposes.

27302915

-1

FSI_LRM_INSTRUMENT

n_adtl_derivative_liab_amt_rcy

Additional Derivative Liability Amount in Reporting Currency

NUMBER(22,3)

Amount

Yes

No

No

This column stores the additional derivative liability amount of an instrument in reporting currency. The underlying reference article MC Paragraphs - 9.9 D, states that the percentage of all derivative contracts including netted derivative contracts, where the aggregate mark to market value of the contracts prior to any variation margin adjustment if negative is configured. This additional derivative liability amount is used for the purpose of Required Stable Funding computation.

27322153

 

 

How to Apply This Maintenance Release?

For detailed instructions on installing this Maintenance Level Release, refer to OFS TR Installation Guide 8.0.5.1.0 on OHC Documentation Library.

List of Enhancements in this Release

OFS Liquidity Risk Management (OFS LRM)

None.

List of Bugs Fixed in OFS TR 8.0.5.1.0

OFS Liquidity Risk Management

Bud ID

Subject

26301655

HANDLING FAIR AND MARKET VALUE IN STG_MITIGANTS AND STG_PLACED_COLLATERAL

26977708

N_EOP_BAL IN 8.0.4 LRM DL-SPECS

27366477

FIXES FOR SQL INJECTION RELATED ISSUES IN LRM

27352082

FIXES FOR CROSS SITE SCRIPTING ISSUES IN LRM  

27322153

RBI LCR - INCLUSTION OF DERIVATIVE LIABILITIES FOR RETAIL WHOLESALE INDICATOR

 

List of Known Issues Present in OFS TR 8.0.5.1.0

OFS Liquidity Risk Management

None.

OFS Analytical Applications Infrastructure

See OFS AAAI Application Pack Maintenance Level Release 8.0.5.1.0 Readme on OHC Documentation Library for details of One-Off’s incorporated, bugs addressed and known issues in OFS Analytical Applications Infrastructure Release 8.0.5.