Financial Services Liquidity Risk Solution (OFS LRS) Application Pack v8.1.2.0.0 Maintenance Level Release (8.1.2.7.0)

Description

ID 37479874: OFS LRS Application Pack v8.1.2.0.0 Maintenance Level Release (8.1.2.7.0).

This Maintenance Level (ML) Release of OFS LRS includes enhancements and bug fixes since the 8.1.2.0.0 Major Release.

How to Install this Release

See OFS LRS Installation Guide 8.1.2.7.0 on OHC Documentation Library, for detailed instructions on installing this Maintenance Level release.

Applies To

This release has changes for the below SKUs:

       Oracle Financial Services Liquidity Risk Measurement and Management (OFS LRMM)

       Oracle Financial Services Liquidity Risk Regulatory Calculations for European Banking Authority (OFS LRRCEBA)

       Oracle Financial Services Liquidity Risk Regulatory Calculations for Reserve Bank of India (OFS LRRCRBI)

       Oracle Financial Services Liquidity Risk Regulatory Calculations for Hong Kong Monetary Authority (OFS LRRCHKMA)

Oracle Financial Services Liquidity Risk Measurement and Management

See OFS Liquidity Risk Measurement and Management (OFS LRMM) User Guide, Release 8.1.2.7.0, on OHC Documentation Library, for details.

New Features

The following are the features of the respected SKU, which are delivered as part of the 8.1.2.7.0 release:

       EBA:

o   HQLA Monetization Profile logic for PRA110 reporting, SFT Netting for Netting Agreement & Account level, Forward Starting Deal logic Enhanced, Population of FCT LRM Placed Collateral & FCT Significant Std Product Type results table,Downgrade Impact amount computation for 4-8 notch Downgrade. PRA Contractual, BAU, NSFR, Regulatory Ratios and Home Host Run.

       HKMA:

o   HKMA Liquidity Monitoring Tool template enhancements as per the latest HKMA updates.

       RBI

o   RBI NSFR Disclosure Template Changes.

       Common

o   Business Assumption Grid changes for Encumbrance and Cash flow category.

 

Known Issues/Limitations

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