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Oracle Financial
Services Liquidity Risk Solution Application Pack v8.0.8.0.0 Maintenance
Level Release #2 (8.0.8.2.0)
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Description
ID 32949023: OFS LRS
Application Pack 8.0.8.0.0 Maintenance Level Release #2
This Maintenance
Level Release (ML) of OFS LRS is cumulative of enhancements and bug fixes done
since the 8.0.8.1.0 Maintenance Level Release.
See the MOS Doc ID: 2436492.1 for details regarding the customer deliverables.
See the Patch ID: 33039886 for the Data Model release.
Pre-installation Requirements
The pre-installation
requirements are as follows:
· The minimum patch set level should be OFS LRS Pack 8.0.8.0.0.
· Login
to My Oracle
Support. Download and install the one-off patch 32433104
(OFS AAI 8.0.8.4.0).
How to Install this Release
See the OFS LRS Installation Guide Release 8.0.8.2.0 on OHC Documentation Library, for detailed instructions on installing this Maintenance Level release.
Applies To
This document includes information about the following applications:
·
Oracle
Financial Services Liquidity Risk Measurement and Management (OFS LRMM)
·
Oracle
Financial Services Liquidity Risk Regulatory Calculations for Bank of Thailand
(OFS LRRCBOT)
Oracle Financial Services Liquidity Risk Regulatory Calculations for Hong Kong Monetary Authority (OFS LRRCHKMA)
See the OFS Liquidity Risk Regulatory Calculations for Hong Kong Monetary Authority User Guide, Release 8.0.8.0.0, on OHC Documentation Library, for details.
New Features
The new feature/enhancements introduced in this release are as follows:
· Interdependent Assets and Liabilities functionality for HKMA Net Stable Funding Ratio (NSFR).
· Regulatory templates for Net Stable Funding Ratio (NSFR) and Core Funding Ratio (CFR).
Oracle Financial Services Liquidity Risk Measurement and Management (OFS LRMM)
See the OFS Liquidity Risk Measurement and Management User Guide, Release 8.0.8.0.0, on OHC Documentation Library for details.
New Features
The new features/enhancements introduced in this release are as follows:
· 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.
Oracle Financial Services Liquidity Risk Regulatory Calculations for US Federal Reserve (OFS LRRCUSFR)
See the OFS Liquidity Risk Regulatory Calculations for US Federal Reserve User Guide, Release 8.0.8.0.0, on OHC Documentation Library, for details.
New Features
The new feature/enhancement introduced in this release are as follows:
· US Net Stable Funding Ratio Summary template.
Oracle Financial Services Liquidity Risk Regulatory Calculations for European Banking Authority (OFS LRRCEBA)
See the OFS Liquidity Risk Regulatory Calculations for European Banking Authority User Guide, Release 8.0.8.0.0, on OHC Documentation Library, for details.
New Features
The new features/enhancements introduced in this release are as follows:
· 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.
Oracle Financial Services Liquidity Risk Regulatory Calculations for Bank of Thailand (OFS LRRCBOT)
See the OFS Liquidity Risk Regulatory Calculations for Bank of Thailand User Guide, Release 8.0.8.0.0, on OHC Documentation Library, for details.
New Features
The new features/enhancements introduced in this release are as follows:
· 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.
Oracle Financial Services Liquidity Risk Regulatory Calculations for Reserve Bank of India (OFS LRRCRBI)
See the OFS Liquidity Risk Regulatory Calculations for Reserve Bank of India User Guide, Release 8.0.8.0.0, on OHC Documentation Library, for details.
New Features
The new features/enhancements introduced in this release are as follows:
· Alternative Liquidity Approach updated as per RBI/2018-19/98 DBR.BP.BC.No.17/21.04.098/2018-19, where 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.
Bugs Fixed in this Release
The following table lists the bugs that are fixed in this release.
|
Bug Description |
Change Description |
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31611755 |
DTT2T_FCT_DEP_INS_ACCT_AGG_SUMMARY_POP-
FAILURE_12C/19DB_TOMCAT9 |
Updated Tomcat issues for 19c client and 19c
database qualification for the DTT2T_FCT_DEP_INS_ACCT_AGG_SUMMARY_POP table. |
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31599740 |
HELP FILES ARE NOT ACCESSIBLE |
Modified the code to make help files accessible. |
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31047195 |
AUTHORIZATION CODE FIX - 8.0.8.1 LCR |
Modified the code for the authorization of roles. |
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31762087 |
QT_80814LCR: IN US LCR RUN, 'LRM - 24 MONTH
DERIVATIVE AMOUNT COMPUTATION' TASK IS FAILING FOR 19C DB |
Added one more filter condition to avoid multiple
records fetching for FSI_LRM_INSTRUMENT.V_STAGING_DATA_SRC_IND = 'LE' as
there are multiple sources for V_STAGING_DATA_SRC_IND = 'LE'. |
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31761269 |
QT_80814LCR: 'FN_FCAST_TB_DATE_ASSIGNMNT' TASK IS
FAILING FOR FORECAST CONTRACTUAL RUN 19C DB |
Modified the FN_FCAST_TB_DATE_ASSIGNMNT function
for the FORECAST CONTRACTUAL Run. |
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31730311 |
QT_80814LCR: 'FN_FCAST_ALLOC_BAL_POP' TASK IS
FAILING FOR FORECAST CONTRACTUAL RUN 19C DB |
Modified the FN_FCAST_ALLOCATED_BALANCE_POP
function for the FORECAST CONTRACTUAL Run. |
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31730238 |
QT_80814LCR: 'AGG_CASH_FLOWS_POPULATE' TASK IS
FAILING FOR ANY CONTRACTUAL RUN 19C DB |
Modified the Order By Clause for Oracle Database
Release 19c. |
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31743976 |
JQUERY UPDATE TO 3.5.0 OR LATER |
Updated the Jquery version to 3.5.1. |
Known Issues/Limitations
There are no Known Issues or Limitations associated with this release.
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