3 What is New in this Release

The Oracle Financial Services Liquidity Risk Regulatory Calculations for European Banking Authority 8.0.8.0.0/8.0.8.1.0 is an enhancement of the existing Oracle Financial Services Liquidity Risk Regulatory Calculations for European Banking Authority Release 8.0.7.0.0 which has the following enhanced features:

• 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