2021 Legacy Release Notes

Updated

49948

P&I Loan Doesn't Contain Payment Day Adjustment

Loan / Deposit requires Payment Day Adjustment and Payment Offset. New fields have been added to P&I Loan / Deposit to capture Payment Day Adjustment and Payment Offset.

Updated

I-1477301

After importing IRS relationship, the hypo rate does not match with IRS rate

A new field Hypothetical Rate field has been added to IR Swap Hedge Relationships. This Hypothetical Rate field would default the Hypothetical Rate in the component to Hedge Rate, Implied or User Defined.

Updated

44175

Capture a full Close-Out for an OIS Deal Type

Capture a full Close-Out for an OIS Deal Type. This will allow users to fully Close-Out their legacy OIS deals so they can be replaced with IR Swap deals that utilize OIS rates.

Updated

Multiple

Support OIS deals in hedge accounting

Capturing of Hedge relationships with overnight hedges IR Swaps, CCIRS & IR Option deal types with overnight exposure Loan/Deposit, FRN & Vanilla Bond with its respective supported combinations under IFRS 9 & US GAAP accounting standards is now supported.

Fixed

49306

Cash User Only - HomePage widgets

Fixed

49305

Cash User Only - Menu

Fixed

49304

Cash User Only - DB Changes

Fixed

48752

Event Diary - Capture Capitalized Interest Payment in DWH (I-1504603)

Fixed

48840

Rateset authorization (I-1380204)

Fixed

48354

Not able to be selected in the deal instrument - migration bug (I-1464013)

Fixed

49397

The fixing rate for an NDF appears as a percentage in the Rateset Confirmation queue (I-1511102)

Fixed

48329

Settlement Netting - Net Swap Events not able to 'Submit' (I-1497104)

Fixed

49329

BOFA API PD - Wrong Start Date in Request Message

Fixed

49027

An issue with BOFA Balance Reporting function crash

Updated

26915

Forecast Plan - 'Opening User Code' (Setup and Plan)

Currently when setting the Opening Balance on the Forecast Plan, the User Code '0015 - Closing Ledger Balance' is used. Introducing from the Forecast Plan Setup, the user has the ability to select the User Code to be used for the Opening Balance Amount.

Updated

47540

Forecast plan > tab: "display" > setting: "forward range": increase to 60 months

Increase Range for Monthly Frequency to 60. From the Forecast Plan Setup, users can set the maximum Forward Range for Monthly frequency to 60. This allows the user to view up to 5 years of forecast data in a single plan.

Fixed

46554

Forecast Hub Import Error

An error was reported with loading forecast items via Forecast Hub for a specific user code. It has been fixed.

Updated

47195

Transaction Status Workflow - Process Flow image refresh

As part of our push to modernize the look and feel of our system we have updated the Process Flow on the Transaction Status Workflow screen.

Updated

46184

Add "Create Auto Exposure" checkbox for hedge template of IR Swap in IR CFH relationship under IFRS9

Template for Interest Rate with hedge Interest Rate Swap in a Cash Flow hedge relationship under IFRS 9 standard is updated with new option Auto Exposure.

Updated

46317

Cut-off Date in App Settings for generating Settlements when Settlement Netting is turned on

A new date field has been added in the Application Settings Treasury to select the date from which the pending settlements should be generated in the system.

Updated

47691

Add Auto Exposure option for IR Swap CFH relationship under IFRS9

Interest Rate with hedge Interest Rate Swap in a Cash Flow hedge relationship under IFRS 9 standard is now enhanced with option of Auto Exposure.

Updated

48038

After importing IRS relationship, the hypo rate does not match with IRS rate

A new field has been added to IR Swap Hedge Relationships. This Hypothetical Rate field would default the Hypothetical Rate in the component to Hedge Rate, Implied or User Defined.

Updated

40110

BOFA Alerts - Create Fail Alerts

As part of enhancements to our BOFA Balance Reporting API process, we have added Alert notifications for the Alert Modal that will be generated if the job run fails for whatever reason.

Updated

41106

BOFA UX: Run on Demand

As part of the BOFA Balance Reporting API process enhancement, we have added a Run on Demand option to the Job Setup tab of the BOFA Marketplace card.

Updated

46284

[Historical Data] Introduce Expression/Formula Editor on Tickers

Ripple Treasury now supports adding a custom market data ticker to the environment. User can apply a custom formula to this ticker, if the market data is not available for it.

Updated

46422

Import/Export Definitions - Custom Fields Default Values Not Captured

A bug was reported with the custom fields in the Import/Export Definitions. They were not taking the default value set in the Import/Export definition, if no value was supplied in the import file. It has been fixed now.

Fixed

47797

Settlement Advices are not populating post M5

A bug was reported with the Settlement Advices not being generated due to a recent change made in the Settlement Grid in R5 release. It has been fixed now.

Fixed

46221

Add special navigation logic for Analyse Edge in IE Mode

A change has been made to support Risk Analyse functionality in Edge Browser, when the browser is running in IE mode. This bug allowed current risk analyse users to access the Silverlight Risk Analyse functionality in Edge.

Fixed

46554

Forecast Hub Import Error (I-444822)

Fixed

42815

Forecast Plan: Commit a snapshotthat has not been taken in long time wipes out Forecast Data on Worksheet

Fixed

46143

User with Limits permissions can't change limits in the system (I-1453902)

Fixed

46422

Import/Export Definitions - Custom Fields Default Values Not Captured (I-1412833)

Fixed

46582

Not able to apply customized SSI despite having relevant permissions (1-1459406)

Fixed

46548

CCIRS hypothetical spot component does not match hedge spot(I-1341405)

Fixed

46427

Redeeming full MMF balance intra-month does not generate an accrual (I-1338002)

Fixed

46423

IR Swap - Error when selecting 'no adjustment' (I-1419912)

Fixed

45834

FX valuation for non-USD pairs with forwarding points is wrong. (I-1450903)

Fixed

45771

GSAM is unable to generate payments in the new Settlement screen (I-1374102)

Fixed

45770

Payment Model ID with Mode-locked fails to integrate FI payments to BAL explorer and Payments (I-1443110)

Fixed

45769

Reporting Currency Translation does not match rates reported and included in processing (I-1443112)

Fixed

45767

Fixing Rate for NDF does not use Rate Precision settings (I-1439807)

Fixed

45075

GSAM - no dividend logic (I-1433402)

Fixed

45073

The facility bucket reporting the dashboard is showing incorrect figures (I-1442002)

Fixed

44908

MMF Day adjustment not functioning correctly (I-1393902)

New

46317

Cut-off Date in App Settings for generating Settlements when Settlement Netting is turned on (I-1465501)

Fixed

42815

Forecast Plan: Commit a snapshot that has not been taken in a long time wipes out Forecast Data on Worksheet

A bug was reported on Forecast Plan where data from the previous commit are being wiped out from the worksheet. This has been fixed by modifying the Snapshot logic.

Updated

13484

Support Payment Day Adjustment and Payment Offset in ABS deal type (both OIS and non-OIS deals)

Payment Day Adjustment and Payment Offset fields have been added in Asset-Backed Security Deal Type so that users can enter payment adjustment details while capturing the deals.

Updated

13485

Add Payment Day Adjustment and Payment Offset for FRNs (with and without OIS Index)

This feature adds Payment Day Adjustment, Payment Offset, and Payment Offset Type fields to an FRN Deal (available in HTML 5 only) and is used to generate the Events for an FRN.

Updated

39044

Effective rate amortization of deal fees linked to FRNs to use current floating rate

A new Amortization method, "Effective Rate on ratesets", for deal fees is now available where Calculation Type = "Fixed Amount per Period" and the deal fee is linked to an FRN instrument.

Updated

43599

Support custom schedule for FRN with OIS Index

FRN deals created with Overnight Index will now support the creation of a custom schedule. Users will now be able to enter principal unwinds and upwind in the custom schedule of a deal on an overnight basis.

Fixed

44686

Transaction List excel export not functioning (I1422003)

Fixed

44685

FX Forwards - incorrect change in market value postings (I-1409805)

Fixed

44464

Rates on hypothetical derivatives (I-1399603)

Fixed

37700

Drawdown Rateset not displaying and Deals not revaluing Facility Usage Report(I-1221604)

Updated

44183

Update pre-defined rate import definition for rate file

Fixed

44005

Unable to Edit/Add with Forecast Hub & Generate Recurring without Edit Rights for User Code Maintenance (I-1338101)

New

44515

Add missing fields on the Import/Export Definition of Swaption

New

44177

Display Cumulative Interest Column in the Events Grid of an ICL/Cash Account

New

44176

Display a Principal Compounding column in the Events grid for ICL and Cash Account

Updated

44048

Default Hedge Rate as the Rate being hedged in the IR and FX hedge relationships

Fixed

44535

Poor performance for guarantees. (I-1419940)

Fixed

44438

Non-reversing GL valuation events for FX extensions are incorrect(I-1420904)

Fixed

44394

User allowed to confirm deals from deal management screen when their not allowed to (I-1406102)

Fixed

44347

Handling of"Fedwire" Settlement Method with Receipt only in single solution payments integration

Fixed

44343

GL process for cash settled FX Forward is not correct(I-1352602)

Fixed

44309

Timestamp populated in the History tab for HTML is differentfrom SL (I-1419601)

Fixed

44047

Incorrect accounting reported for time value in a Hedge Relationship created with 2 exposures and 1 swaption hedge

Fixed

44046

Validation when saving Hedge Relationship with Swaption deal in Chrome

New

44045

Additional field required in the Effectiveness Assessment section of the Hedge Relationship

Fixed

44535

Users unable to enter renegotiations on guarantee deal type

Users reported an issue where they were unable to enter renegotiations on the guarantee deal type. This issue has been resolved.

Fixed

44579

Potential Future Exposure (PFE) Method credit calculations incorrect

Users reported an issue where the Potential Future Exposure (PFE) Method credit calculations were incorrect in the Valuations Journal that was generated in GL processing for the IR Swaps and Cross Currency IR Swaps deal types. This has been resolved.

Fixed

42429

Forecast Plan - User Codes (Sum as Debit) not reflected correctly under User Code Tree (Sum as Credit)

Summing of Actual and Forecast transactions within a User Code Tree will be based on the 'Sum As' value of the User Code. The calculation used will net User Codes that are marked as debit and credits within a User Code Tree.

Fixed

42449

Forecast Plan: Taking Snapshot of Forecast Plan with limited access to Accounts sets non-access Accounts to zero on snapshot

A bug was reported on Forecast Plan where a User with access to all accounts was not able to view amounts on a snapshot taken by another User with limited account access. After this fix, Users with full accounts access will be able to view all amounts associated with their accounts.

New

42879

More flexibility when capturing Tiered Rates in Facility Fees

Users of modern browsers such as Chrome or Edge will now be able to add rows to their Rate Tier schedule as either ">" or ">=" a percentage of the used or unused limit.

Updated

42391

Add new fields and Overnight ratesets tab on CCIRS capture to support OIS index

Continuing the effort on readiness for Libor Transition, Ripple Treasury has enhanced the Cross Currency IR Swap, Cash Account and Intercompany Loan Deal tickets, and associated analytics along with settlements, reporting, and accounting to support Overnight Index.

Fixed

39043

Effectiveness sensitivity report incorrect with credit for IR swap relationships

A bug was reported with the credit calculations using the PFE method for IR Swap Hedge Relationships in the Effectiveness Sensitivity Report. It has been fixed now.

NEW

42979

Liability movement events missing for valuation events (I1339702)

Fixed

43010

SSI Pay To Template dropdown not displaying all of the semi-repetitive paymenttemplates (I-1349601)

Fixed

42313

Handling of"Fedwire" Settlement Method with Receipt only in single solution payments integration

Fixed

42311

Handling of "Direct" settlement method in single solution payments integration

Fixed

43058

Add Brent AUD as a new commodity

Fixed

43009

Forward Starting IR Swap Closeout Workflow Fails (I-1361001)

Fixed

40891

MMF deals are not creating GL entries from the FI module (I-1318007)

NEW

41057

FX Spot, Forward, and Outright Rates should be formatted as a decimal

Fixed

43013

Forecast Version data source: Using Value Date (or any date) as a filter is not returning the full data set(I-1362001)

Fixed

43012

Operator data source to add missing fields (I-1285901)

Fixed

43011

Forecast Version data source - Add new fields Forecast Plan ID, Forecast Plan Description (I-1354203)

Fixed

42789

Credit adjustment not working for commodity forwards

Fixed

42314

Provision of a new Izenda data source that calculates the Correlation Matrix across a user-defined date range and currency pairs

Fixed

40058

Need to report values for both legs of an FX forward in the MTM report

Fixed

CommBiz extract from Financial Instruments Settlement screen

Users were noting an issue within the CommBiz extract from the Financial Instruments Settlement screen. We have added a new OCI Release Report Export Definition which has resolved the issue.

Fixed

40079

GL Processing cannot find data from GL FX Rate Sets

Fixed

41047

GL Mapping Non Cash "Amortized premium" missing (I1285007)

Updated

40048, 40049, 40539, 41303, and 41421

Custom Attribute for SWIFT MFA SSO

As a part of this change, Ripple Treasury will accept additional parameters as a part of the SAML assertion. Ripple Treasury can now absorb details regarding a client’s use of multi-factor authentication (MFA) prior to their SSO login into the Ripple Treasury application.

Fixed

38910

User Groups and Permissions - Unable to fully remove Fiscal calendar access (I-1269503)

Fixed

41009

[Common and Market Data] User Group Permissions UI Issues for Common Data Screens

Fixed

41134

IBALANCE does not store records for high-volume files

Improved functionality on the IBALANCE plugin to be able to process high-volume files.

Fixed

41543

Permission to 'Snapshot' doesn't work if permission to 'Commit' is not checked

A bug on Forecast was reported where "Snapshot" does not work without the "Commit" permission. This has been fixed by separating the two. Users with Snapshot will now be able to "Take a Snapshot" regardless if he has "Commit" permission.

Fixed

41544

Editing Working Forecast- Date changes back to T-1 day

A bug was reported where editing Working Forecast changes Value and Transaction Dates to T-1 day. This was caused by the time zone difference. The issue was fixed by removing the time on these date fields.

Fixed

39457

Forecast Plan - Monthly Position not populating correctly

Fixed

39507

[Dev Only] - Smart Predictions: Exclude SSA as winning model based on data points

Fixed

40886

Forecast Plan - Weekly Position not populating correctly

Fixed

41066

Forecast Plan: Taking a Snapshot Ignores Forecast Plan and Only Allows for One/Day

Fixed

42337

Update stored procedure that finds the account

Updated

35464

Account Company - New Fields Company Name and Statement Description

Two new elds have been added to an Account under the Account Company section. The elds are Company Name (optional and length of 16) and Statement Description (optional and length of 10). These same elds are visible on a Payment under the Operative Account area when a Company ID has been selected.

Fixed

41062

An issue on deleting counterparty groups

A bug was reported where amendments on Deal Counterparty Group(s) were not being captured on reports. Validation was implemented where users are not allowed to delete Counterparty Groups that are already associated with deals. In addition, a mechanism was added to automatically update the deal's Counterparty Group details upon successful re-assignment.

Fixed

41367

Marketplace > JPMC card > Connection step 1 - Common Name eld does not accept spaces and underscores and does not show a proper error message

Added better error handling for illegal characters on the JPM Marketplace Card.

Fixed

40936

Marketplace - API Setup History - Changing values on many items causes no history to be saved

Fixed

41237

Marketplace History Stamp table - cannot filter by date and other columns

Updated

38050

Add new commodities - Dubai crude oil and Diesel 10ppm - and market data

The new commodities Gasoil 10ppm, Dubai crude oil, and Natural Gas were added.

Updated

40199

ISO enhancement request

A minor enhancement was made to support payments for CITI bank Israel.

Updated

41095

Add EUR Vol tickers and Update MTF CDS Ticker Codes

EUR Cap Volatility surface was added.

Updated

41097

Add MXN Reference Rates and its tickers

MXN TIIE term rates were added as overnight rates.

Updated

42440

Add XDR and XUA currencies to GT

Three new currencies have been added - special drawing rights (XDR), ADB unit of account (XUA), and Sao Tome & Principe Dobra (STN).

Updated

42463

Fix valuation of USD IR caps

Valuations for USD IR caps have been enhanced to use a full Normal Volatility surface.

Updated

42464

Add new FX pairs

Added a range of new FX pairs to the historical data ticker list.

Fixed

40197

Signature Service Timeout Issues (I-883103)

Fixed

40672

Inactive users (I-1298408)

Fixed

41008

[Permissions] HTML Migrated Screens

Fixed

41292

Dev-qacurrent menu is not behaving properly

Fixed

41293

Navigating from RISK page back to CASH page results in a call to Sandbox-Au, instead of dev-qainterim/staging-au

Fixed

41552

Failing automation tests 2021-03-29

Updated

38510 and 38526

Navigate from alert modal to payments for a single transaction

With the Goldman Sachs Payment API, Ripple Treasury introduced an Alert Model that displays Goldman Sachs API payment alerts. In order to make it convenient for the user, clicking on the alert will now take the user to the view payment screen of the payment if the alert is for a single payment or the transaction workflow screen with filters preset if the alert is for a group of payments, allowing the user to review the payments if necessary

Fixed

34365

IPAYMENT Script and Value Date Issue

A bug was reported on the IPAYMENT script where the import was allowing payments that are greater than the Value Date Maximum Offset. The API was updated to only import and process payments with Value Dates that are greater than or equal to Min Offset and less than or equal to Max Offset. Additionally, this change includes Calendar and Business Days consideration.

Fixed

42337

Update stored proc that finds account

Improvement to the balance and payment imports to properly process account format-specific functionality

Fixed

34365

NEW - BUG - IPAYMENT Script and Value Date Issue (Stemming off previous Bug #1141802) (I-1173904)

Fixed

35903

IPAYMENTS plugin isn't finding the Account ID when importing using Route Code and Account Number (I1196603)

Fixed

40584

Payment Approvals Page is Slow or Times Out (I-1308702)

Fixed

42515

Payment API - Create - Value Date error when not sending Value Date (not required)

Fixed

42555

Payment API - Create - 500 Internal Server Error when attempting to create a payment with Held Mode & no Operative Account

Updated

39708

FX Forward, Swap, and Spot confirmations should include SSIs for both base and terms currencies

Currently, FX Spot, Forward and Swap Deal confirmations only display either Base or Term currency SSIs. With this implementation, both SSIs of both currencies will be displayed.

Updated

39767

Include previous balances on FX Pre-Delivery Confirmations

Capture remaining balance on FX contract pre-delivery deal confirmation by changing "Original Terms" & "Original Base" to "Previous / Remaining Terms" & "Previous / Remaining Base", where "Previous" is the balance of the deal prior to the pre-delivery and "Remaining" is the balance of the deal after the predelivery.

Fixed

40037

Unable to save the unconfirmed deal after updating then saving deal

A bug was reported where the user was unable to save the FRN deal, after unsubmitting a confirmed deal and making the necessary changes. This has been resolved.

Fixed

41047

GL Mapping Non-Cash "Amortized premium" missing

A bug was reported where amortized premium events on FRN and Bond deals are not being captured on GL. To address this, four new GL events were added:

• "Coupon Date Amortized Premium Payment"

• "Coupon Date Amortized Premium Receipt"

• "Coupon Date Accreted Discount Payment"

• "Coupon Date Accreted Discount Receipt"

This was also implemented on Asset Backed Securities.

Fixed

37402

In HTML, rates are editable for settled events when the "Enable Settlement Authorization" setting is turned off

Fixed

37927

Rate-sets not being updated on deals (I-1224201)

Fixed

38433

Error FI Module New Netting Settlement. Unsubmitted and does not appear (I-1246001)

Fixed

38780

Unable to Unconfirm Deal After Submitting then Unsubmitting Settlement (I-1252602)

Fixed

38890

Duplication of counterparties on the Facilities Dashboard when using a non-IE browser (I-1268301)

Fixed

40037

[FRN] Unable to save the unconfirmed deal after updating then saving deal

Fixed

40143

Equal coupons should be enabled when Act/Act ISDA is chosen as the daily basis for loan/deposits

Fixed

40200

[Html5] Facility Fee: Unable to create Facility Fee for a facility with no tranche

Fixed

40201

[Html5] Tranche Fee: Rate schedule should not be editable for Tranche Fee Renegotiation

Fixed

40463

MMF: can't see event price and units in a custom report (I1163901)

Fixed

40765

Deal Confirmations: Deal Confirmations items/results are not loaded back in the system when the user clicks the back button from View Advice in HTML

Fixed

41060

Tranche Syndication Proportion total not rounding correctly

Fixed

41211

[User Group Permission] Portfolio: Console Error on Deal Management > Portfolio when the user has no permission in Portfolio Data

Fixed

41546

Valuations on the facility report are not calculating as expected as the rate being used cannot be found in the system. (I-1322504)

Fixed

42327

RTE when Business Unit is not matching on a deal

Fixed

42371

Duplicate Error for Cash Account with OIS basis

Fixed

42372

Asterisk (*) on IR Option when creating new Deals

Fixed

42567

Valuation of commodity forwards incorrect when there is a rate-fixing on or before the valuation date

New

40593

OCI Release Report Export Definition

New functionality has been added to OCI Release Report, were using the Export button, the default view of the report can be exported in CSV format. This functionality allows a user to export the report, without needing to create an export definition. This function will be enhanced for other reports in the future.

Updated

40856

Enabled stored procedure as a data source in custom reporting

A change has been made to enable using stored procedures as a data source in Custom Reporting.

Fixed

40336

Alter Silverlight reports to run on Worker URL

A technical change has been made to move running reports to a new app server, so that performance issues reported relating to running reports or slowness in navigating on the month-end, can be solved.

Fixed

40465

Clean market value with credit current/non-current breakdown: MTM vs. GL output

A bug was reported due to differences seen in the Clean Market Value with credit between MTM and GL. It has been fixed now.

Fixed

41379

Job scheduler - search operator window does not filter

Fixed

42466

[Accruals] Grouping/Aggregation doesn't reflect when saving Layout

Fixed

42495

[MTM Sensitivity Report] Missing displayed columns when switching layouts

Fixed

41063

Limits Counterparty Group does not show what group the counterparty belongs to

A bug was reported where Counterparty Group's "Limits Counterparty Group" column does not show the group to which the Counterparty belongs. Logic has been updated to return and display the correct data.

Fixed

41063

Limits Counterparty Group does not show what group the counterparty belongs to (I-1322503)

Fixed

41442

Unable to Delete Effective Date Counterparty Group (I1337533)

Fixed

38910

User Groups and Permissions unable to fully remove Fiscal Calendar access (I-1269503)

Updated

41097

Add MXN Reference Rates and its tickers

Updated

38050

Add EUR voltickers and update MTF CDS ticker codes

New

41095

Add two new commodities: Dubai crude oil and Diesel 10ppm, as well as market data

Fixed

40465

Clean market value with credit current/non-current breakdown: MTM vs. GL output(I1303703)

Fixed

40463

MMF: can't see event price and units in custom report(I-1163901)

Fixed

40147

Rate resets seem to have generated and duplicated payments/cashows and also some duplicated principal payments have been produced (I-1303101)

Fixed

38890

Duplication of counterparties on the Facilities Dashboard when using a non-IE browser (I-1268301)

Fixed

31585

FX deals not getting updated post matching with Settlement Center (I-1032301)

Updated

N/A

Individual FBAR Report

Fixed

Deal Management Widget Performance

This hotfix changes the deal management widget to be feature driven. It will be dependent on the status of "Disable ExpensiveWidgetsFeature" feature flag. This hotfix is specifically aimed at clients hosted in PROD-AU.

Fixed

37925

GL Export Files from Chrome (I-1224802)

Updated

33461

Forecast Hub - Working Forecast Detail Enhancements

For forecast transactions created as a result of SmartPredictions™, the information captured in the History area will include the prediction model, accuracy score, frequency, and the historical, "actual", and future range. The historical and future range are inputs when running SmartPredictions but the 'actual' is the range of historical data that was captured. For example, if the historical range is 6 months and the future range is 6 months, it is possible that only 4 months of historical balances exist.

Fixed

38927

IBALANCE Logic for TA_IS_FURTHER_PROCESSED to consider incremental files via REPLACE RECORDS: F on User Codes: DETAIL (I-1266701)

Fixed

39084

IBALANCE: Backout Logic not working if there are errors in import

Fixed

39683

Fix failing shared UI Components builds for Cash

Fixed

37511

Cannot delete counterparty group (I-1210002)

Fixed

39218

System Bank List - Pressing Enter to initiate search causes Daily Update button to activate

Fixed

39312

Remove Day 2021 and 2027 from VR1 holidays

Fixed

39471

Holiday Updates for 2021 to 2050

Fixed

39401

Connectivity - API onboarding - Marketplace - Operator with no VIEW rights is not limited on viewing and editing the cards

Fixed

39653

API Onboarding Screen broken in IE11

Updated

38502

Eurodollar USD_LIBOR 3M CME futures data restriction

Effective Jan 23,2021, the subscription to CME-Eurodollar futures (USD 3M LIBOR futures) will be deactivated due to associated exchange fees. USD 3M LIBOR futures is used for USD 3M LIBOR zero curve construction and impacts the short-end of the curve. A new curve definition in the data references will be effective to exclude the futures.

Clients will continue to have flexibility to enable access and continue to use it in the zero curve with acknowledgement of the incremental costs associated to the subscription. Once acknowledged, clients can re-enable subscription and enable the new definition in the data reference section to re-use the futures by navigating to Market Data > General > Data References > Curves > USD > Swap.

Please reach out to your Account Manager for details.

Updated

38652

GBP cap volatility reference type update to be normal as of 1/23/2021

Due to a low interest rate environment, an enhancement was made to the GBP cap volatility surface definition to use normal volatility instead of lognormal volatility by creating a new definition in Market Data>General>Data References>Volatilities, effective January 23,2021. The definition will have the Normal Volatility Calculation flag enabled for cap/floor volatilities for GBP.

Use of normal volatility will provide comparable valuations for your Interest Rate option derivatives against your counterparties. Along with the enhancement, Ripple Treasury will switch market data sourcing to use normal volatilities.

If you currently import your own volatility data and want to continue to use lognormal volatilities instead, we recommend updating the latest data reference and unchecking the Normal Volatility Calculation flag for GBP cap/floor volatility data.

Fixed

39990

EXACH_InitialTestDataStatus_Low_Volume

Fixed

38919

Goldman Sachs Balances error on NuGet package

Fixed

39536

Goldman Sachs Payments - Checkboxes not displayed in the grid

Fixed

39825

History stamp is not created on removing destination from account

Fixed

39925

Alerts modal pagination

Fixed

39942

Alert modal - incorrect message, and distorted icon (IE 11 only)

Fixed

39986

Marketplace - GS TxB payment tab - cannot save changes

Fixed

39989

SIGNOUT_INFO record REC_INC value changed from 4 to 3 for GS and from 3 to 2 for JPMC

New

24353

Introduce new method: Shift in observation period

Continuing our changes for benchmark rate reform, Ripple Treasury has enhanced the deal types (FRN, Loan/Deposit, OIS) with overnight features to support the interest rate convention, "Shift in observation period", alongside the existing "Lookback" interest rate convention. Users will be able to toggle between the choices using a new parameter, "Rateset Lag Type" in the trade ticket. The new parameter when used in conjunction with existing "Ratesetlag" value will dictate the appropriate method and generate correct accruals/settlements for trades.

Securities Report, Deal Report and Deal Confirmation Advice has also been enhanced to display the convention selected and the rateset lag value.

Browser compatibility note: the new features are only accessible in modern browsers and not Internet Explorer(IE).

New

31537

New GL events required for FX Swaps to post each leg separately to GL

New GL mappings have been added for FX Swap deals, so that the market value of individual legs of an FX swap can be accounted for separately.

New

38834

New unit added to Commodities for NZU Carbon deals

An NZU unit has been added to Commodities so that NZU Carbon Commodity deals can be entered in the application.

Updated

37685

Addition of new fields Rateset Floor and Rateset Floor Rate to Import/Export definition for Loan/Deposit and FRN

The Import/Export Utility has been enhanced to support Loan/Deposit and FRN deal types if Rateset Floor is enabled and set. In addition to Import/Export, users can also pre-define products for these deal types with a set floor value.

Browser compatibility note: the new features are only accessible in modern browsers and not Internet Explorer(IE).

Fixed

37869

Syndicated Tranches with 100% syndication will not save and show incorrect error message

A bug was reported related to an incorrect error message shown on the save of syndicated tranches. The error message was asking the user to set the syndicated proportion to 100%, even though it was already set to 100%. It has been fixed now.

Fixed

5810

Effective Yield Amortization of Deal Fees calculation defect

Fixed

5908*

Bond / FRN Close Out (ex Interest)

Fixed

35179

Incorrect accrued interest generated on FRN trade input (I-1020942)

Fixed

35184

Inconsistent behaviour amongst the Prime/AONIA/EONIA/SONIA - "Reset Frequency" and "Frequency" (I-877902)

Fixed

35901

FX Spot rates not getting updated to Cash module's "Currency Spot Rate" screen (I-1195301)

Fixed

37346

Deal discount error (I-1202851)

Fixed

37510*

Money Market deal balance is not correct (I-1210003)

Fixed

37702

Managed fund rates are not updating the Ratesets tab (I-1221502)

Fixed

37911*

Facility Margin Not Saving Correctly (I-1161763)

Fixed

37918

Tranche Fee GL not Processing (I-1230201)

Fixed

38103

Set correct flag for overnight reference bases

Fixed

38182

Unable to unwind Renegotiation (I-1233335)

Fixed

38240

Fix Events tab for Commodity Forwards - Quantity and Units are always displaying "n/a"

Fixed

38364

FX rates not importing - error (I-1238636)

Fixed

38372

Error when unwinding amendment on a Loan/Deposit deal(I-1233502)

Fixed

38658

MMF - Incorrect options for Transaction Type in Movements: Borrow (HTML)

Fixed

38797

Deal - Unable to save changes on Holiday Centre in HTML

Fixed

38874

Wrong message prompt on deal version in advance date

Fixed

38896

FinancialEventWorkqueue missing column

Fixed

38983

HTML issue in Chrome - Guarantee Deal type (I-1269705)

Fixed

38985

Chrome creating wrong dates in deal entry (I-1258504)

Fixed

39039*

FX Deal has been Submitted (I-1273602)

Fixed

39113

Cannot Close IRS with 'No Adjustment' as basis

Fixed

39114*

Rate sets appearing on fixed rate deals - Interco loan (I-1273402)

Fixed

39120

In Silverlight, Loan Deposit with Overnight Index basis is modifiable

Fixed

39182

Valuation is not working as tickers have incorrect properties

Fixed

39214

Rateset not applied by reset process for trades with custom basis

Fixed

39391

Unable to change Rateset Lag value in Loan/Deposit

Fixed

39567

Product/Import Export Definition allows to capture Legacy Overnight Index Basis

Fixed

39568

Product/Import Export Definition allows to capture Overnight Index Basis with Advance and Capitalize Interest

Fixed

39648

Please delete Transaction 142170 - incorrectly displaying in the cash module (I-1292312)

Updated

33868

Add FX Spot Rate and FX Forward Points to Standard Risk Report

The Deal Report and FX Dealing Report have been enhanced to show Spot Rate and Forward Points for the FX Forward Deal Type.

Updated

39100

Display Rateset Floor in reporting

As part of our December 2020 release, FRN and Loan/Deposit deal types were enhanced to support Floors. In this release, we have expanded the reporting to display the floor value set if enabled on trades booked across these deal types. The Deal Confirmation Advice, Securities Report and Deal Report have been enhanced to display the values.

Updated

39221

Data Warehouse updated to report for Facilities denominated in currencies other than reporting currency

Data Warehouse has been updated for Facility Usage Tranche so that the system can report for facilities denominated in currencies other than reporting currency appropriately. The Data Warehouse job will respect the reporting currency value in Application Settings>Treasury to run the Facility Usage Report and translate the alternate currency denominated facility values for reporting.

Fixed

39034

Deal Report showing incorrect balances for Amend/Renegotiated Loan/Deposits and Cash Accounts

A bug was found with the Deal Report showing incorrect balances for Loan/Deposit or Cash Account deals which are renegotiated. It has been fixed now, and the deal report shows the correct balances for these deals.

Fixed

33833*

Inconsistency in Deal Data in Deal Report (I-1142407)

Fixed

35172

Accrual Report does not reflect Facility Fees using Effective Rate Amortization methodology (I-1155504)

Fixed

35980

Grid export data missing - Chrome (I-1186409)

Fixed

37498

Issues with Event Diary Report - Customized View (I-1213924)

Fixed

37707

Securities Report is not running (I-1214024)

Fixed

38260

Event Diary - interest amount changes after confirming the deal - OIS Rates issue

Fixed

38499

Delay on running event diary since last friday (I-1248302)

Fixed

27183

Inception entries for Interest Rate Option hedging are incorrect

The inception and end of period hedge accounting entries were incorrect with Interest Rate Options used as a hedge. This issue is resolved now, with the appropriate classification to Time Value OCI and Intrinsic OCI conforming to IFRS 9 and ASC 815 accounting guidelines.

Fixed

35533

Error when saving Hedge Relationships for Interest Rate Cap deals with custom premiums

An issue was fixed when trying to save a hedge relationship where the hedge type is Interest Rate Cap with a custom premium type. Users will now be able to capture the hedge and process it across its lifecycle to generate the hedge accounting entries.

Fixed

37496

Unable to import hedge relationship when designation date is same as trade date

Ripple Treasury has fixed an issue where due to technical issue around time stamp, specific hedges with a designation date the same as trade date were not getting imported. This issue has been resolved and users should be able to import hedges successfully.

Browser compatibility note: Hedge Templates and import of hedge relationships can be accessible in a modern browser and not in Internet Explorer(IE).

Fixed

39200

In chrome, unable to select Hedge Type in GL Mapping when hedge relationship is Net Investment

A bug was found with the Hedge Type not displaying when the hedge relationship Net Investment is selected in GL Mappings. It has been fixed now.

Fixed

38904

Log maintenance job stop clients download

Fixed

38940

IFRS9 Actual vs Aligned rule for Swaption hedge accounting to review at inception for OCI and P&L determination for time value

Fixed

39287

Export Definitions for Run GL Processing Job is not showing Export Definitions for Hedge Relationship

Fixed

39569

FX Dashboard not loading correctly in chrome - working in IE (I-1283603)

Updated

19127

Worksheet Setup - Show/Hide Columns and Rows

Updated

37518

J.P. Morgan API - Transaction Details - Add tag for Description

Fixed

38535

Update Transaction stuck in getting Instrument Type

Updated

30838 & 30840

Settlement Netting integration - Payment is further processed or voided in Cash

Fixed

39114

Rate sets appearing on fixed rate deals - NZ Interco loan (I-1273402)

Fixed

39039

FX Deal remains in Submitted state (I-1273602)

Fixed

38126

Allow Settlement Offset to be more than 32 days for Commodity Forwards (I-1235103)

Fixed

37911

Facility Margin not saving correctly (I-1161763)

Fixed

37510

Money Market Deal Balance is not correct (I-1210003)

Fixed

5908

Bond/FRN Close Out (ex interest)

Updated

34587

Prepay on Loan/Deposit with OIS index

Updated

34474

Add new fields and Overnight Ratesets tab on Loan/Deposit capture to support OIS index

Updated

30494

Enable Act/Act ISDA Day Basis

Updated

21761

Support of OIS Index on Loan/Deposit deals

Fixed

33833

Inconsistency in Deal data in Deal Report (I-1142407)