A Message to Our Esteemed Customers
By way of an update regarding ongoing releases, new enhancements and bug fixes in the product, we shall be providing regular notices on new releases as they are made available.
BRSANALYTICS V2.7.0 is now here. Below is a list of new items available as product fixes and / or enhancements.
Let us know should you wish to book an update appointment on your current setup which depending on your current version normally takes approximately 1 day per server including a health check. Please advise should you be interested and we’ll revert with a more exact time-frame based on your setup.
New Features, Enhancements and Bug Fixes included in this release:
| INC No | Title | Description |
|---|---|---|
| #805 | Nationality Table Update | Inclusion of National Currencies for European Currencies and update in Group_5 to distinguish EU Countries. |
| #799 | Clients File – ExposureType | Addition of new field for clients with COREP license (subsequently superceeded) |
| #803 #802 #804 #809 | COREP | Created the following cube dimensions: - ExposureRiskCategory - ExposureClass - CCF - ECAI - CRMEligible - FullyCollateralised - CollateralRiskWeight - ExposureRiskWeight - Secured Added the following fields to EOPB / EOPF / EOPA: - ExposureValueAdjustment - ExposureValue - ExposureRiskCategory - ExposureClass - CCF - ECAI Created cube dimensions for: - ExposureRiskCategory - ExposureClass - CCF - ECAI Created the following cube measures: - Balance - ExposureValueAdjustment - SpecificCreditProvision - ExposureValue - MortgageLendingValue - MarketValue - SecuredBalanceTotal - SecuredBalanceMaximum - SecuredBalanceHaircut (changed from SecuredBalanceReduction) - CollateralAmount |
| #800 | Ratings | Added ECAI and ShortLongTerm indicators in ratings file for COREP license holders |
| #817 #816 #774 #811 #815 #837 #836 #844 #833 #832 #830 #823 #824 #825 #828 #821 #820 #852 #851 #849 #813 #861 #864 #865 #863 | COREP Engine Fixes | • when selecting a group other than exposure value this changes back to exposure value • Limit the following field lengths in the UI o Comments - 500 o Name - 250 o Regulation Ref – 50 • Warning results in user not being able to review warnings • Inclusion of PartyRating.Shortlong to access if a party’s rating is short term rated or long term rated • Various fixes to the UI • Fix in Search when using Enter • Addition of Party SME • Exposuring of Party PUBLIC PRIVATE field • Addition of EOPB NotionalValue (From Nominal Value) • Removal of Duplicated @GLAccount.ItemType • Article Reference in uppercase as rest of UI • Exposing/ Calculating PartyRating.ECAI • Bug in UI when editing rules with warnings • Addition of NationalityRating.ECAI • Addition of Party Description to UI • Exposing @GLAccount.ItemType and ExposureClass • Disallow of editing CRD Rules • New Field @CRD.ExposureRiskWeighted • New CRD Group ‘Risk Weighted Exposures’ • Join for CRD.ExposureClass and Party • Calculation of Retail Total Unsecured Balance in base currency • Addition of CRD Engine Guarantor.Label, Description, ExposureClass, RiskWeight and GuarantorRating.ECAI • Fix in rules with Guarantor • Fix in Rules insertion • Inclusion of Accrued Interest in CRD Table |
| #810 | CLTS – ExposureTreatment | New CLTS field for 'Exposures to Regional Governments or local Authorities' to identify if to treat as "GOVT". For such Exposure Classes, if "GOVT" is not specified, this will be treated a INSTITUTE |
| #814 | COREP – Facilities | • CCF shifts to COREP license New COREP fields: • ExposureRiskCategory • Subject to Credit Risk YES / NO |
| #818 | COREP Credit Risk Process | Issue with very large files has been fixed |
| #845 | Exposure Classes | Changes in Exposure Classes |
| #829 | Nationality Rating | Default rating to NONE |
| #846 | EOPB ECAI | Removal of field from DSD |
| #843 | TTM Collateral | Addition of TTM for Collaterals |
| #835 | CLTS Risk Weight | Addition of Risk Weight field on CLTS (automatically calculated or provided) |
| #827 #831 | CRD Table New Fields | Creation of following fields and exposing in CRD UI • FacilityLabel • MeasureType - CRD_EOP , CRD_FAC • CollateralAdjusted (to use for formulas as Ga) • ExposureInflow • ExposureOutflow • ExposureWithCRM |
| #840 | Clts ExposureClass | Consideration that when changing ExposureClasses in CLTS dimension this will change for entire table. It is important that rules are set to change on some default value e.g. NONE ensuring only blank ones are changed. |
| #842 | CRD Process | When crashing this was very difficult to identify any issues. SQL Errors have changed to allow users to identify issues in rules accordingly |
| #834 | CLTS ExposureClass | Originally ExposureType, Changed to ExposureClass for consistency |
| #810 | CLTS ExposureTreatment | New CLTS field for 'Exposures to Regional Governments or local Authorities' to identify if to treat as "GOVT". For such Exposure Classes, if "GOVT" is not specified, this will be treated a INSTITUTE |
| #839 | CLTS ExposureTreatment | Field now defaults to NONE |
| #814 | CRD Facilities | Changes in DSD as follows: • CCF shifted to COREP license • New field ExposureRiskCategory • New field Subject to Credit Risk YES / NO |
| #838 #848 | CRD Restore Rules | When restoring rules with a warning this by default reloads the XML file (so that rules which weren’t loaded aren’t lost) |
| #801 | Collateral Fields | Addition of new fields: • CRMEligible • Mortgage Lending Value |
| #807 | CCF Default | Default for EOPB and FACS for CCF to NONE |
| #806 #854 | Nationalities – Government Rating | New functionality in Reference Data to allow users to change Government Ratings |
| #841 | Batch Audit | Fix in logic to update back and process audit data (e.g. for party) |
| #808 | Client Rating from CLTS | Exposing of Client Ratings from CLTS File |
| #826 | Split TTM | Opened up the O6T12M TTM as follows: • O6T9M 184 - 274 Days • O9T12M 275 - 366 Days |
| #853 | Facilities – Blank CCF | If the CCF column was missing this was causing an error while loading Facilities |
| #819 | Data Management – Credit Risk | Renaming internally of processes from the old text ‘Capital Requirements’ to ‘Credit Risk’ to match the current scope. |
| #850 | CRD Report | Listing of rules by Group |
| #874 | Collaterals Exchange Rate | The incorrect to Base rate was being picked by the collaterals package |
| #878 | Amended Collateral (in FCY) | when an account was collateralised by a balance with a different currency the amended collateral was working out the FCY balance according to the transaction of the account, rather than the transaction of the collateral. |
| #862 | Related Guarantors | In Collaterals, Guarantor is now linked to D_Party |
| #855 | CRD Audit Log | Addition of CRMEligible and CRD ExposureClass |
| #860 | Collateral Table | Addition of column Group2 to be used for COREP formulas |
| #859 | CCF Labels | Setting of labels to 100%, 50%, 20% and 0% |
| #881 | Open / Generate BRS File | Interest Rate column. If I have 0.000001 it displays and saves as Exponent |
| #798 | BRS Toolbar - Filter on BRS File / Generate | If you have a filter on the BRS file open and generate a file, this generates a file with missing lines (subsequent to the filter) |
| #879 | Interest Rate Minimum | Inclusion of IRMINIncZero measure |
| #867 | Convert to Pivot - Cubeset | Cubeset is now supported as part of ‘Convert to Pivot’ |
| #858 | CCF Rename in Pivot | Renamed in pivot Credit Conversion Factor to CCF Credit Conversion Factor |
| #795 | Stop Processing Cube | As per client request, this has been added. In the Process historical cube, this now has a ‘stop button’. NOTE: This function should be used with caution.   |
| #868 | Crash in SQL - Error Msg in BRS | When a crash occurs in SQL, finance users, cannot review the Error without IT assistance (as they don't have access to SQL). Introducing a way to include in the Error Log perhaps the full crash message. This is displayed next to the process button as follows:  |
| #882 | GL Warning | If a missing GL Account / Valuetype Combination is not found, the warning message displayed now reflects the GL / ValueType combination |
Changes in BRSCoreStructure / FINREPCoreStructure
| INC No. | Structure | Description |
|---|---|---|
| BRSCoA | Addition of: P0104010800 Equity / Shares Based Payments to Employees P0104010900 Other Compensation to Employees |
Changes in BR06 / FINREP Formula File
| INC No. | Schedule | Description |
|---|---|---|
| - | F_04.04 | Column E – Should read Gross Carrying amount Column H – Collective impairments are not impaired (Change on Impaired Asset to read NO) |
| - | F_07.00 | Column M - Collective impairments are not impaired (Change on Impaired Asset to read NO) Column E-K – Row 35 – 39 removed Product Type Column E-K – Row 35 & 36 change carrying amount to amended collateral |
| - | F_08.01 | Column G – Change in Households Sector to include NPISH |
| - | F_13.01 | Column H – Error in formula |
| - | F_18.00 | Column X – Collaterals Group |
| - | F_20.01 | F53 – Error in formula |
| - | F_20.04, F_20.05, F_20.06 | In ALL Sheets change sector Households to include NPISH |
| - | MIR2 | E52 |
| - | Flows1 | Row58 |
| - | F_02.00 | Other operating expenses should be reported as a positive figure (added *-1) |
| F_18.00 | Added Cash and Cash Balances> Other Demand Deposits to column 030 Loans and Advances (as per appears in F_05) | |
| F_20.03 | Absolute value used to ensure a positive value in row 060 and 150. | |
| F_20.04 | Column 030, Inclusion of brCreditRiskFVChanges | |
| F_20.04 | Column 010 – Loans and Advances, addition of Cash and Cash Balances (as per appears in F_05) | |
| #873 | AS6 AS7 | Fixes to Section 1.2 and 4.2 |
| MIR1 | Fixes in N76..78 change in sector from NFC to brSectorREM_CPT_LND | |
| AL1 | Added IFERRORs in Memo1 1.1 and 1.2 | |
| PL | 6.2.1.1 Fix to SubCategories | |
| LS1 | Fix in Column W to deduct EURO | |
| PL | Memo 10, 11, 12, 13, 14 changed measure to Real Balance | |
| CE | Fix in variable month for starting value of previous year | |
| PL | Fix in Memo Items 4,4.3, 15, 16, 17, 18, 19 | |
| AL12 | Addition of IFERRORs | |
| Flowloans | Addition of several IFERRORs for ACCS.Convenience | |
| PL | 5.1.2, 5.1.4 | |
| CE | Formulae in CE (col G, I, K, M, O, Q, S, U, W, Y, AA – rows 15-26): Formulae in the specified section should be in base currency, converted to EUR using EOM rate (rate in declaration sheet 1 F21) | |
| MIR1 | Rows 49-86, Sections 3 and 4 – include both loans and deposits | |
| F_20.04 | Fix in duplicate Row240 | |
| F_22.02 | Addition of IFERRORs and Ns | |
| PL | Fix in E290, E295 | |
| FD | Cell G44 should link to assets (not liabilities) | |
| LD2 | Fix in E147 and F147 | |
| AL10 | F60, fix in formula due to extra | |
| FD | Col H, Rows 58-64 | |
| Flows4 | Row 46,47 & 48 | |
| F_10.00 | Column I to accept Notional Amounts | |
| AL11 | Fix in FIXED loans to report all type of FIXED loans | |
| MIR2 | Fix in 4.1 to include "[Accounts And Contracts].[Revolving].[All].[NO]" |