OFS LRS Application Pack 8.0.8.0.0 Maintenance Level Release #1 (ID 30359237)
This Maintenance Level Release (ML) of OFS LRS is cumulative of enhancements and bug fixes done since the 8.0.8.0.0 Minor Release.
See the MOS Doc ID: 2436492.1 for customer deliverables.
See the below patch for data model file:
· DATA MODEL RELEASE FOR 8081 (30587737)
The minimum patch set level should be OFS Liquidity Risk Solution Pack 8.0.8.0.0.
Login to https://support.oracle.com, download and install the OFS LRS One-off patches (ID: 31919358 (LCR) and 31921356 (DIC)).
See OFS LRS Installation Guide 8.0.8.1.0 on OHC Documentation Library, for detailed instructions on installing this Maintenance Level release.
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.
This document includes information about these applications:
· Oracle Financial Services Liquidity Risk Measurement and Management (OFS LRMM)
· Oracle Financial Services Liquidity Risk Regulatory Calculations for Bank of Thailand (OFS LRRCBOT)
See OFS Liquidity Risk Measurement and Management User Guide, Release 8.0.8.0.0, on OHC Documentation Library for details.
The new features/enhancements introduced in this release are:
· Forward Date Liquidity Risk calculation for Bank of International Settlements (BIS) including forecasting of balance sheet positions and cash flows to compute Forward Liquidity Coverage Ratio
· Reporting Line Classification facilitated through the user interface, in the Business Assumptions screen.
There are no known issues or limitations associated with this
release.
See OFS Liquidity Risk Regulatory Calculations for US Federal Reserve User Guide, Release 8.0.8.0.0, on OHC Documentation Library, for details.
The new feature/enhancement introduced in this release are:
· US Net Stable Funding Ratio Summary template
There are no known issues or limitations associated with this release.
See OFS Liquidity Risk Regulatory Calculations for European Banking Authority User Guide, Release 8.0.8.0.0, on OHC Documentation Library for details.
The new features/enhancements introduced in this release are:
· Liquidity Coverage Ratio amendments as per the Delegated Regulation (EU) 2018/1620 (July 2018)
· Liquidity Coverage Ratio: Treatment of Interdependent Cash Flows as per Article 26 of EBA DA
· Net Stable Funding Ratio: Treatment of Interdependent Assets and Liabilities in the European context
· Actual Day Count identification for EBA ALMM reporting
There are no known issues or limitations associated with this release.
See OFS Liquidity Risk Regulatory Calculations for Bank of Thailand User Guide, Release 8.0.8.0.0, on OHC Documentation Library for details.
The new features/enhancements introduced in this release are:
· Net Stable Funding Ratio (NSFR) calculation as per the notification of the Bank of Thailand No. FPG. 1 /2561.
· BOT NSFR scenario with pre-configured available and required stable funding factors as per BOT guidelines.
· Dashboard reports for analyzing NSFR and its components.
· Net Stable Funding Ratio reporting template
There are no known issues or limitations associated with this release.
See OFS Liquidity Risk Regulatory Calculations for Reserve Bank of India User Guide, Release 8.0.8.0.0, on OHC Documentation Library for details.
The new features/enhancements introduced in this release are:
· Alternative Liquidity Approach updated as per RBI/2018-19/98 DBR.BP.BC.No.17/21.04.098/2018-19, where in the banks are allowed to include the government securities held in respect of their incremental lending to NBFC and HFC as Level 1 HQLA under FALLCR.
· Net Stable Funding Ratio calculations for Reserve Bank of India updated to meet the requirements as per the final guidelines issued in RBI circular RBI/2017-18/178 DBR.BP.BC.No.106/21.04.098/2017-18
There are no known issues or limitations associated with this release.