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 NoTitleDescription
#805Nationality Table UpdateInclusion of National Currencies for European Currencies and update in Group_5 to distinguish EU Countries.
#799Clients File – ExposureTypeAddition of new field for clients with COREP license
(subsequently superceeded)
COREPCreated the following cube dimensions:
- ExposureRiskCategory
- ExposureClass
- CRMEligible
- FullyCollateralised
- CollateralRiskWeight
- ExposureRiskWeight
- Secured

Added the following fields to EOPB / EOPF / EOPA:
- ExposureValueAdjustment
- ExposureValue
- ExposureRiskCategory
- ExposureClass

Created cube dimensions for:
- ExposureRiskCategory
- ExposureClass

Created the following cube measures:
- Balance
- ExposureValueAdjustment
- SpecificCreditProvision
- ExposureValue
- MortgageLendingValue
- MarketValue
- SecuredBalanceTotal
- SecuredBalanceMaximum
- SecuredBalanceHaircut (changed from SecuredBalanceReduction)
- CollateralAmount

Added ECAI and ShortLongTerm indicators in ratings file for COREP license holders
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
#810CLTS – ExposureTreatmentNew 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
#814COREP – Facilities• CCF shifts to COREP license

New COREP fields:
• ExposureRiskCategory
• Subject to Credit Risk YES / NO
#818COREP Credit Risk ProcessIssue with very large files has been fixed
#845Exposure ClassesChanges in Exposure Classes
#829Nationality Rating Default rating to NONE
#846EOPB ECAIRemoval of field from DSD
#843TTM CollateralAddition of TTM for Collaterals
#835CLTS Risk WeightAddition of Risk Weight field on CLTS (automatically calculated or provided)
CRD Table New FieldsCreation of following fields and exposing in CRD UI
• FacilityLabel
• MeasureType - CRD_EOP , CRD_FAC
• CollateralAdjusted (to use for formulas as Ga)
• ExposureInflow
• ExposureOutflow
• ExposureWithCRM
#840Clts ExposureClassConsideration 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.
#842CRD ProcessWhen crashing this was very difficult to identify any issues. SQL Errors have changed to allow users to identify issues in rules accordingly
#834CLTS ExposureClassOriginally ExposureType, Changed to ExposureClass for consistency
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
#839CLTS ExposureTreatmentField now defaults to NONE
#814CRD FacilitiesChanges in DSD as follows:
• CCF shifted to COREP license
• New field ExposureRiskCategory
• New field Subject to Credit Risk YES / NO
CRD Restore RulesWhen restoring rules with a warning this by default reloads the XML file (so that rules which weren’t loaded aren’t lost)
#801Collateral FieldsAddition of new fields:
• CRMEligible
• Mortgage Lending Value
#807CCF DefaultDefault for EOPB and FACS for CCF to NONE
Nationalities – Government RatingNew functionality in Reference Data to allow users to change Government Ratings
#841Batch AuditFix in logic to update back and process audit data (e.g. for party)
#808Client Rating from CLTSExposing of Client Ratings from CLTS File
#826Split TTMOpened up the O6T12M TTM as follows:
• O6T9M 184 - 274 Days
• O9T12M 275 - 366 Days
#853Facilities – Blank CCFIf the CCF column was missing this was causing an error while loading Facilities
#819Data Management – Credit RiskRenaming internally of processes from the old text ‘Capital Requirements’ to ‘Credit Risk’ to match the current scope.
#850CRD ReportListing of rules by Group
#874Collaterals Exchange RateThe incorrect to Base rate was being picked by the collaterals package
#878Amended 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.
#862Related GuarantorsIn Collaterals, Guarantor is now linked to D_Party
#855CRD Audit LogAddition of CRMEligible and CRD ExposureClass
#860Collateral TableAddition of column Group2 to be used for COREP formulas
#859CCF LabelsSetting of labels to 100%, 50%, 20% and 0%
#881Open / Generate BRS FileInterest Rate column.
If I have 0.000001 it displays and saves as Exponent
#798BRS 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)
#879Interest Rate MinimumInclusion of IRMINIncZero measure
#867Convert to Pivot - CubesetCubeset is now supported as part of ‘Convert to Pivot’
#858CCF Rename in PivotRenamed in pivot Credit Conversion Factor to CCF Credit Conversion Factor
#795Stop Processing CubeAs 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.

#868Crash 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:

#882GL WarningIf 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.StructureDescription
BRSCoAAddition of:
P0104010800 Equity / Shares Based Payments to Employees
P0104010900 Other Compensation to Employees

Changes in BR06 / FINREP Formula File

INC No.ScheduleDescription
-F_04.04Column E – Should read Gross Carrying amount
Column H – Collective impairments are not impaired (Change on Impaired Asset to read NO)
-F_07.00Column 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_08.01Column G – Change in Households Sector to include NPISH
-F_13.01Column H – Error in formula
-F_18.00Column X – Collaterals Group
-F_20.01F53 – Error in formula
-F_20.04, F_20.05, F_20.06In ALL Sheets change sector Households to include NPISH
-F_02.00Other operating expenses should be reported as a positive figure (added *-1)
F_18.00Added Cash and Cash Balances> Other Demand Deposits to column 030 Loans and Advances (as per appears in F_05)
F_20.03Absolute value used to ensure a positive value in row 060 and 150.
F_20.04Column 030, Inclusion of brCreditRiskFVChanges
F_20.04Column 010 – Loans and Advances, addition of Cash and Cash Balances (as per appears in F_05)
Fixes to Section 1.2 and 4.2
MIR1Fixes in N76..78 change in sector from NFC to brSectorREM_CPT_LND
AL1Added IFERRORs in Memo1 1.1 and 1.2
PL6.2.1.1 Fix to SubCategories
LS1Fix in Column W to deduct EURO
PLMemo 10, 11, 12, 13, 14 changed measure to Real Balance
CEFix in variable month for starting value of previous year
PLFix in Memo Items 4,4.3, 15, 16, 17, 18, 19
AL12Addition of IFERRORs
FlowloansAddition of several IFERRORs for ACCS.Convenience
PL5.1.2, 5.1.4
CEFormulae 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)
MIR1Rows 49-86, Sections 3 and 4 – include both loans and deposits
F_20.04Fix in duplicate Row240
F_22.02Addition of IFERRORs and Ns
PLFix in E290, E295
FDCell G44 should link to assets (not liabilities)
LD2Fix in E147 and F147
AL10F60, fix in formula due to extra
FDCol H, Rows 58-64
Flows4Row 46,47 & 48
F_10.00Column I to accept Notional Amounts
AL11Fix in FIXED loans to report all type of FIXED loans
MIR2Fix in 4.1 to include "[Accounts And Contracts].[Revolving].[All].[NO]"