This section provides a brief description of the scope, the audience, the references, concepts, and the organization of the user guide and conventions incorporated into the user guide.
Topics:
· What is New in this Release for OFS AGILE RP EBA
This section lists new features and changes in OFS AGILE RP EBA release 8.1.1.1.0, 8.1.1.0.1, v8.1.1.0.0, v8.1.0.1.0 and v8.1.0.0.0.
The list of features incorporated in this release are as follows:
1. The DPM 3.0 updates for the following reports:
§ C 26.00 - Large exposures limits
§ C 27.00 - Identification of the counterparty
§ C 28.00 - Exposures in the non-trading and trading book
§ C 29.00 - Detail of the exposures to individual clients within groups of connected clients
2. Anacredit edit checks, which become effective from September 2021.
§ Credit Attributes - Completeness - CT0260
§ Credit Attributes - Completeness - CT0270
§ Credit Attributes - Completeness - CT0640
§ Credit Attributes - Completeness - CT0650
§ Credit Attributes - Completeness - CT0660
§ ECB Credit Data - Consistency - CN0541
§ ECB Credit Data - Consistency - CN0542
§ ECB Credit Data - Consistency - CN0551
§ ECB Credit Data - Consistency - CN0552
§ ECB Credit Data - Consistency - CN0822
§ ECB Credit Data - Consistency - CN0847
§ ECB Credit Data - Consistency - CN0945
The list of features incorporated in this release are as follows:
1. The DPM 3.0 updates for the following reports:
§ C 40.00- Alternative treatment of the Exposure Measure
§ C 43.00- Breakdown of leverage ratio exposure measure components
§ C 44.00- General Information
§ C 47.00 -Leverage ratio calculation
2. Introduced the following new reports in this release:
§ C 15.00- Exposures and losses from lending collateralized immovable property
§ C 34.01- Size of the derivative business (CCR 1)
§ C 34.02 -CCR exposures by approach (CCR 2)
§ C 34.04 -CCR exposures treated with the original exposure method (OEM) (CCR 4)
§ C 48.01- Leverage ratio volatility: mean value for the reporting period (LR6.1)
§ C 48.02-Leverage ratio volatility: daily values for the reporting period (LR6.2)
The new features introduced in this release are as follows:
1. The DPM 3.0 updates for COREP for the following reports are:
2. C 01.00 - Capital Adequacy - Own funds definition
3. C 02.00 - Capital Adequacy - Risk Exposure Amounts
4. C 03.00 - Capital Adequacy - Ratios
5. C 04.00 - Capital Adequacy - Memorandum Items
6. C 05.01 - Capital Adequacy - Transitional provisions: Summary
7. C 07.00 - Credit and counterparty credit risks and free deliveries: Standardized Approach to capital requirements
8. C 09.01 - Geographical breakdown of exposures by residence of the obligor (SA exposures)
9. Introduced a new report C 09.04 - Breakdown of credit exposures relevant to the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate.
The new features introduced in this release are as follows:
1. DPM 2.9 Changes for FINREP/COREP for the following reports are as follows:
§ C02 - Capital Adequacy - Risk Exposure Amounts
§ C22- Market risk: Standardized Approaches for foreign exchange risk
§ F02 - Statement of profit or loss
§ F04 - Breakdown of financial assets by instrument and by counterparty sector
§ F06 - Breakdown of non-trading loans and advances other than those held for trading to non-financial corporations by NACE codes
§ F08 - Breakdown of financial liabilities by product and by the counterparty
§ F12 - Movements in allowances and provisions for credit losses
§ F13 - Breakdown of collateral and guarantees by loans and advances other than those held for trading; Collateral obtained by taking possession during the period (held at the reference date); Collateral obtained by taking possession of accumulated
§ F16 - Breakdown of the selected statement of profit or loss items
§ F18 - Information on performing and non-performing exposures
§ F19 - Information on forborne exposures
§ F20 - Geographical breakdown of assets by the residence of the counterparty; Geographical breakdown of off-balance sheet exposures by the residence of the counterparty
§ F22 - Fee and commission income and expenses by activity
§ F42 - Tangible and intangible assets: carrying amount by the measurement method
§ F44 - Staff expenses by type of benefits; Staff expenses by category of remuneration and category of staff
§ F45 - Other operating income and expenses
2. Provides the regulatory updates to NANR values for three attributes such as Number of Employees, Balance Sheet Total, and Annual Turnover in the Counterparty Reference Data Set of Anacredit Reporting. This change will be effective from the November 2020 submission.
This release provides an integrated OFSAA DW/DT package for EBA Regulatory Reporting using the AgileREPORTER Portal with European Common Reporting (ECR) Templates (ECR_v1.35.5-b27_sign.lrm) and European Central Bank (ECB) Templates (AR_ANACREDIT_Package_v1_3_3_1.lrm).
The new features introduced in this release are as follows:
· Conversion of existing Run Rule Framework to the new OFSAAI Process Modelling Framework feature. For more information, see the Executing Run through Process Modelling Framework in OFS AGILE RP EBA.
· Enhancement to allow adjustment for cells with page instance. For more information, see the Implementing the Adjustment Feature
· New EBA Menu to access Process Execution Summary, Metadata Browser, and Reports (Report Summary and Data Elements Summary). For more information, see the Process Execution Summary, Metadata Browser, and Viewing Report Summary.
· Enabling the Reporting Flag for a run through the new Process Execution Summary module. For more information see the Reporting Flag for Run through Process Execution Summary
· New Drill down User Interface. For more information see theReport Verification - Drill down from AgileREPORTER to OFSAA Results Area
There are no deprecated features in this manual.
The desupported feature for OFS AGILE RP EBA Release v8.1.0.0.0 is the Run Execution and Run Management features through the Run Rule Framework.
The objective of this user guide is to provide comprehensive working knowledge on Oracle Financial Services Regulatory Reporting for European Banking Authority (OFS AGILE RP EBA), Release 8.1.0.0.0. This user guide is intended to help you understand the key features and functionalities of Oracle Financial Services Regulatory Reporting for European Banking Authority (OFS AGILE RP EBA) release 8.1.0.0.0 and details the process flow and methodologies used.
Welcome to Release 8.1.0.0.0 of the Oracle Financial Services Regulatory Reporting for European Banking Authority (OFS AGILE RP EBA) User Guide.
This guide is intended for:
· Regulatory Reporting Analyst responsible to verify and submit the results, maintain the dimensional values across multiple reporting requirements, and preserve the results area structure of the Oracle Financial Services Data Foundation.
· Data Analyst who clean, validate, and import data into the Oracle Financial Services Download Specification format, and ensure that data is populated in the relevant tables as per the specifications and executions required for regulatory reporting.
· System Administrator (SA) instrumental in making the application secure and operational and configures the user roles providing necessary access to users.
Oracle customers have access to electronic support through
My Oracle Support. For information, visit http://www.oracle.com/pls/topic/lookup?ctx=acc&id=info
Or visit http://www.oracle.com/pls/topic/lookup?ctx=acc&id=trs
if you are hearing impaired.
In addition to this user guide, you can see the following documents in the OHC documentation library:
· Oracle Financial Services Regulatory Reporting for European Banking Authority (OFS AGILE RP EBA) Installation Manual Release 8.1.1.1.0
· Oracle Financial Services Data Foundation User Guide Release 8.1.1.1.0
· Oracle Financial Services Data Foundation Installation Manual Release 8.1.1.1.0
· Oracle Financial Services Analytical Applications Infrastructure User Guide Release 8.1.0.0.0 (present in the OHC documentation library)
The OFS AGILE RP EBA User Guide includes the following topics:
· Chapter 4: Regulatory Reporting Solution Data Flow
· Chapter 6: Executing Run through Process Modelling Framework in OFS AGILE RP EBA
· Chapter 7: Metadata Export Utility
· Chapter 8: Report Submission
· Chapter 10: Troubleshooting Guidelines
The following table lists the conventions used in this guide.
Conventions |
Description |
|---|---|
References to sections or chapters in the manual are indicated in Italics. Screen names are indicated in the following manner: Introduction screen Options and buttons are indicated in Bold. Code related text is indicated in Monospace. |
|
OFSAAI |
Oracle Financial Services Analytical Applications Infrastructure |
OFS AAAI |
Oracle Financial Services Advanced Analytical Applications Infrastructure Application Pack |
RHEL |
Red Hat Enterprise Linux |
Atomic Schema |
Database schema where the application data model is uploaded |
Config Schema |
Database schema which contains setup related configurations and metadata |
OFS AGILE RP EBA |
Oracle Financial Services Regulatory Reporting for European Banking Authority (OFS AGILE RP EBA) |