2022 Legacy Release Notes

Fixed

69769

CCIRS - Principal Repayment missing from MTM Report

In some cases where the CCIRS has an OIS Leg and uses a Lookback Rateset Offset and the day immediately prior to the maturity date of the deal is a holiday in the holiday centre of the deal then the MTM report excluded the final principal movement from the market value calculation. This error has now been fixed.

Fixed

68770

CCIRS - Incorrect Holiday Centres being used when determining Overnight Ratesets

Some users received error messages with CCIRS deals which included OIS legs with a Rate Offset Type of Lookback. The Lookback period calculation should only consider the holidays in the Holiday Centre of the Currency of the OIS Rate. This has now been fixed.

Updated

61818

Add new OIS tickers for AUD and JPY

Market OIS curve for JPY and AUD extended.

Fixed

67363

Valuations not matching with Counterparties when using SONIA fixing basis

Corrected frequency for GBP OIS tickers which were causing incorrect valuations when used.

Updated

66591

Add new currency basis tickers vs SOFR

New currency basis tickers vs SOFR added for AUD (AONIA and BBSW), GBP (SONIA), JPY (TONAR), EUR (EURIBOR), HKD (HIBOR), NZD (BKBM) to be used when an OIS discount curve is used for valuation of cross currency basis swaps. Note that data references will need to be turned ON to use the new tickers in valuation.

Fixed

62491

Add Reclass as an Accounting Source in GL Processing

Add Reclass as an Accounting Source in GL Processing.

Fixed

62493

Add Reclass as an Accounting Source in Run GL Processing Task for Scheduled Jobs

Add Reclass as an Accounting Source in Run GL Processing Task for Scheduled Jobs.

Fixed

62495

Current GL Mappings for Cash and Reclass Journals for Loan/Deposit

Current GL Mappings for Cash and Reclass Journals for Loan/Deposit.

Fixed

62575

Add Reclass as a Source in General Ledger > Deal Journal Export Definitions

Add Reclass as a Source in General Ledger > Deal Journal Export Definitions.

Fixed

62188

JPMC PD API Serious Error

JPMC PD API Serious Error (I-1749701)/I-1824003.

Fixed

65924

I4CAST BUG Account Format error (Duplicate records)

I4CAST BUG Account Format error (Duplicate records).

Fixed

65928

i4CAST BUG Error saving records to database

i4CAST BUG Error saving records to database (I-1812502).

Fixed

57281

Change Account Type Error Short Term Fix

Change Account Type Error Short Term Fix (I-1763353).

Fixed

61630

BANK ACCOUNT FILE IMPORT Values should not be case sensitive

BANK ACCOUNT FILE IMPORT Values should not be case sensitive.

Fixed

62186

Creating a Bank Account with the Account Type gives a fatal error message

Creating a Bank Account with the Account Type gives a fatal error message.

Fixed

66666

Unable to untick the 'Include in Limit Validation' on the accounts in FI - Causing issues on the limit reporting

Unable to untick the 'Include in Limit Validation' on the accounts in FI - Causing issues on the limit reporting (I-1843602).

Fixed

66891

Investable Assets not appearing in Limits menu when activated

Investable Assets not appearing in Limits menu when activated (I-1853902).

Fixed

66912

Fix display of metadata + Basis1 of Ticker in Historical Data screen

Fix display of metadata + Basis1 of Ticker in Historical Data screen.

Fixed

67129

Error when saving Export Definition with Json Format

Error when saving Export Definition with Json Format.

Updated

63046

Cash accounts are showing the need for weekend SONIA rates which there aren't any

For Cash Accounts that use an Overnight Index such as SOFR or SONIA, users can now choose a Rate Offset Type of Preceding. Preceding tells the Apply Ratesets Task to use the rate from the Previous Business Day if the Rateset is required for a weekend or public holiday in the Centre that publishes the rate, i.e, London for SONIA and New York for SOFR.

Fixed

62904

BNY_CREDIT_FT PAIN duplicate transactions in extracts

BNY_CREDIT_FT PAIN duplicate transactions in extracts (I-1831858).

Fixed

65944

Positive Pay Mapping File for account CMRC_PRS1

Positive Pay Mapping File for account CMRC_PRS1 (I-1827349).

Updated

61096

Capture an In Advance P&I Loan/Deposit

Users can now capture P&I Loan / Deposits with payments in advance. For fixed rate P&I Loan / Deposits, users can have Instalment-Based, Residual-Based or Automatic calculations. For floating rate P&I Loans / Deposits only Instalment-Based calculations are supported.

Fixed

66890

Limits Dashboard face value amounts for ABS do not take into account custom schedule adjustments

Limits Dashboard - face value amounts for ABS do not take into account custom schedule adjustments (I-1843803).

Fixed

61987

Loan Deposit Floor adjustable feature

Loan Deposit Floor adjustable feature (I-1824902).

Fixed

62489

Add Reclass Frequency to Application Settings

Add Reclass Frequency to Application Settings.

Fixed

65810

Deal Groups are deleted by scheduled job

Deal Groups are deleted by scheduled job (I-1832406) (I-1839802).

Fixed

66255

Discrepancies in Intercompany Loan YIPL/YEPL

Discrepancies in Intercompany Loan YIPL/YEPL (I-1822456).

Fixed

66524

HR Allocation Report Error with FX Swap

HR Allocation Report Error with FX Swap (I-1847468).

Fixed

65768

Izenda Mark to Market data source does not show data across all fields

Mark to Market Data Source in Izenda does not show Credit Adjustment values. The Credit Adjustment values were not appearing in the Izenda reports that use the Mark to Market Data Source because the values were not being written to the Data Warehouse. This has now been resolved.

Updated

59452

Unable to process CCIRS in MTM report and Hedge Processing

Users experienced errors when running the MTM and Hedge Processing Reports due to lack of Market Data. Additional Currency Basis Swaps Tickers have been added to support: * IBOR to LIBOR, e.g., GBP LIBOR to USD LIBOR * IBOR to SOFR, e.g., GBP LIBOR to USD SOFR * OIS to SOFR, e.g., GBP SONIA to USD SOFR. Users need to enable these in Data References in order to use them for Interest Rate Swap Curve and Overnight Indexed.

Fixed

43139

MTM report Credit Adjustment values does not flow through to DWH

MTM report Credit Adjustment values does not flow through to DWH.

Fixed

66009

Data Warehouse extract jobs overwrite each other in database

Data Warehouse extract jobs overwrite each other in database (I-1836502).

Fixed

62188

JPMC PD API Serious Error (I-1749701)/I-1824003

Fixed serious error in JPMC PD API processing that was preventing proper payment processing.

Updated

61096

Capture an In Advance P&I Loan/Deposit

Users can now capture P&I Loan / Deposits with payments in advance. For fixed-rate P&I Loan / Deposits, users can have Installment-Based, Residual-Based, or Automatic calculations. For floating rate P& Loans / Deposits only Installment-Based calculations are supported.

Updated

61347

Credit_Cap_Interest_Exp_5YR_part2 Custom Report Requires Data Source Not available and Native Report lacks dates for range (I-1796701)

Custom Report enhancement addressing data source availability and date range issues for 5-year credit cap interest expense reporting.

Fixed

65810

Deal Groups are deleted by scheduled job (I-1832406) (I-1839802)

Fixed issue where deal groups were being inadvertently deleted during scheduled job processing.

Fixed

62803

Unable to enter 2 entries on the same day on a cash account (I-1823505)

Fixed limitation preventing multiple entries on the same day for cash accounts.

Fixed

55328

BOFA API - Duplication Logic Issue

Fixed Bank of America Balance Reporting API duplication issue by adding additional criteria to the logic.

Fixed

58013

JPM API duplicating balances in test-us (I-1761102/I-1519003)

Fixed JP Morgan Balance Reporting API duplication issue by adding additional criteria to the logic.

Updated

61042

Rate Fixing Date transparency (I-1765201)

Enhanced rate fixing transparency by showing source dates for system-applied rates from market data.

Updated

61569

[Moody's ALM] Day Count for Futures Market Data

Added day count calculation for futures market data: Contract Days = Market Data Date - Expiry Date.

Updated

59322

Payment Approvals Required on Manual Mode - IPAYMENT plugin

Added functionality to properly handle payment approvals when payment is created with Manual mode.

Updated

59513

Alternate Name/Address Field – IPAYMENT

Added functionality to properly handle alternate name and address information in IPAYMENT plugin.

Updated

60890

IPAYMENT Timeout error I-1808250

Enhanced IPAYMENT plugin logging to properly record timeout errors encountered during processing.

Updated

61179

GS Payment API - Intermediary Account Number

Enhanced Goldman Sachs Transaction Banking payment API to support intermediary account numbers.

Updated

62187

GS Drawdown API - Operative Route Code

Enhanced Goldman Sachs Transaction Banking payment API to support local route codes for ACH and wire drawdown functionality.

Updated

58063

Use new System Bank Lookup API in IPAYMENT

Added functionality to properly handle system bank list in IPAYMENT plugin.

Updated

61042

Loan/Deposit Custom Schedules - Reneg ID Enhancement

Loan/Deposit Custom Schedules now have a Reneg ID for each row. The purpose is to specifically identify rows when Importing Amendments to Custom Schedules. Users can map the Reneg ID in Import Definitions to control whether to amend existing rows or add new ones.

Updated

61042

Rate Fixing Transparency

Users can now see what Ratesets were performed automatically by the system versus manually by a user. For system-performed Ratesets, users can also see which date the rate came from in the Integrated Market Data (IMD).

Updated

59588

New 360 Day Bases

Added new day count bases: 30/360 Bond Basis and 30E/360 ISDA. These bases calculate Day Counts according to ISDA 2006 Definitions methodology, standardizing calculations for deals transacted under ISDA agreements.

Fixed

60360

Issue on amortising IRS schedules - Interest calculations for partial close-out (I-1805703)

Fixed IR Swap deals with Overnight Index leg where partial close-outs were not showing as partial interest. Custom schedule rows created by system for partial close-out now have Interest type set to Partial on both legs and Rate Set checkbox unchecked on floating leg.

Fixed

59588

30/360 and 30E/360 returning incorrect number of days and incorrect interest (I-1800103)

Fixed day count calculation issues with 30/360 and 30E/360 day count bases that were resulting in incorrect interest calculations.

Updated

60519

Add Issuer to Accruals Report and DWH table (I-1704901)

Added Issuer field to Accruals Report UI and Data Warehouse datasource. Users can now see the Issuer (Counterparty) for Money Market Deals.

Updated

61677

Event diary Start Date field for scheduled jobs (I-1817310)

Added Start Date field to Scheduled Jobs for Event Diary reports with options: Previous Month, Previous Week, Previous Weekday, Today, Yesterday. Existing jobs migrated with Start Date = Yesterday.

Fixed

61883

In IR Risk turning on/off auto rolls in Analyse screen has no impact on forecast exposures (I-1823106)

Fixed modern browser IR Risk Analysis where Prevent Auto-Rolls parameter was not impacting the charts as expected.

Fixed

60284

GL Cumulative Change in Hedge Accounting (I-1316804)

Fixed issue with GL cumulative changes in hedge accounting calculations.

Fixed

55488

Unexplained MMF historic Dividend Receipt Change and Rate Sets Error (I-1549123)

Fixed issue with Money Market Fund dividend receipt calculations and rate set errors.

Fixed

56671

Autorolled exposures not working correctly for generation of hypothetical derivative (I-1756902)

Fixed issue where auto-rolled exposures were not generating hypothetical derivatives correctly.

Fixed

59450

Users are unable to unwind close outs (I-1798101)

Fixed issue preventing users from unwinding close-out transactions.

Fixed

60817

Further processed in Cash does not set the deal as out of sync

Fixed synchronization issue where deals processed in Cash were not marked as out of sync in Risk.

Fixed

60822

Updating the settlement dates of Kyos Deals with past events that are Actual (isForecast = false) creates new events

Fixed issue with Kyos deals where updating settlement dates was creating duplicate events.

Fixed

61678

Premium Event incorrect mapping in DB [EventTypeCode]

Fixed database mapping issue for premium events in the EventTypeCode field.

Updated

60519

Add Issuer to Accruals Report and DWH table (I-1704901)

Enhancement to add Issuer field to the Accruals Report and Data Warehouse table.

Fixed

58247

Deletion of BANKS in Cash is not synching with FI and turning them inactive (I-1766505)

Fixed issue where deletion of banks was not syncing between Cash and FI modules. Resolved through cleanup script.

Fixed

58934

SONIA rates ignored when multiple holiday centers selected (I-1789401)

Fixed issue where SONIA rates were ignored when multiple holiday centers were selected on deals. Users may need to unwind, resave, or re-enter rates for existing deals.

Updated

57523

Bulk Status Plugin - pass command timeout

Added limiter to Command Timeout for BULKSTS plugin to stop processing after specified time.

Fixed

57518

Import definition filter "is greater than" not working (I-1685602)

Fixed Import Definitions using numeric field filters. Note: This fix may cause some imports to produce different results from R4 onwards.

Updated

N/A

Hedge Trackers Single-Sign On (SSO)

Following Ripple Treasury's acquisition of Hedge Trackers, SSO technology is now enabled for seamless access to Capella FX without multiple log-ins. Provides simple workflow to manage foreign currency hedging relationships, track risk exposures, create automated designation documentation, and generate journal entries and disclosure reports.

Updated

52843

Enhance IPAYMENT - Bulk Payment Create to include new account lookup standard

Enhanced IPAYMENT plugin with improved account lookup logic, mirroring functionality already available in IBALANCE plugin.

Updated

58268

IPAYMENT Model ID Error Logging

Updated error handling for IPAYMENT plugin to display more specific error messages explaining issues encountered during processing.

Updated

N/A

Internal Deals Enhancement

Added ability to add Free-form Internal Templates on Business Unit SSIs. This allows control of Internal Deals payment methods (BOOK, ACH, Fedwire, etc.) with the same flexibility as external deals.

Fixed

54442

FX Spot Event not able to Submit in Settlement Netting (I-1508509)

Fixed issue where users couldn't submit FX Spot events in Settlement Netting due to missing market rates.

Fixed

56648

Close-out calculations for Custom Schedules (I-1757202)

Fixed issue where close-out calculations didn't consider movements applied in Custom Schedule. Applied to Asset Backed Securities, FRN, and IR Swap deals.

Fixed

56665

Cannot designate swap with one fixed coupon left when maturity date is weekend (I-1739901)

Fixed issue preventing swap designation when maturity date falls on a weekend.

Fixed

59458

Loan/Dep: Rateset not cascading when using BOECASH basis

Fixed issue where ratesets weren't populating correctly when BOECASH was used as basis for Loan/Deposit deals.

Fixed

58618

Run unified GL Job - missing 'API' delivery method

Fixed missing API delivery method option in unified GL job configuration.

Fixed

58383

GL Extract - Service bus function GLExtractServiceBusTrigger fails on triggering InforGLExtractServiceBusTrigger function

Fixed service bus trigger failure in GL Extract processing.

Fixed

58362

GL Extract - Service bus function InforGLExtractServiceBusTrigger fails on applying mapping

Fixed mapping application failure in Infor GL Extract service bus function.

Fixed

57536

Connector setup - Connector table status for Infor is not current

Fixed status display issue for Infor connectors in setup table.

Fixed

57130

GL Extract - Infor API response with 400

Fixed HTTP 400 error responses from Infor API during GL Extract operations.

Fixed

57129

GL Extract - Job fails on inability to upload file to blob storage

Fixed file upload failures to blob storage during GL Extract jobs.

Fixed

55200

GL Extract - Missing info on deal records

Fixed issue with missing information on deal records during GL Extract.

Fixed

55029

GL Extract - Mark As Extracted internal API does not correctly set PreJobRunId

Fixed issue with PreJobRunId not being set correctly in Mark As Extracted API.

Fixed

58273

Forecast Plan > Smart Predictions UI

Fixed user interface issues in the Smart Predictions feature of Forecast Plan.

Fixed

57510

Error when attempting to save a limit in a new limit set (I-1534906)

Fixed error that occurred when saving limits in newly created limit sets.

Fixed

56770

Intercompany Loan: Principal Movement inconsistency when Movement type is a combination of None and Payfirst

Fixed inconsistency in principal movement calculations for Intercompany Loans with mixed movement types.

Fixed

56659

Ability to allow the Reset Frequency to be different to the frequency NEED MORE AC (I-1637202)

Enhanced capability to support different reset frequencies from payment frequencies.

Fixed

55824

Intercompany Loan workflow is corrupt - Renegotiation > Events > GL Processing (I-1691503)

Fixed workflow corruption issue in Intercompany Loan renegotiation and GL processing.

Fixed

54857

On a partial IRS Closeout - a payment is made - this payment contains a portion of interest and a fee - the interest amount needs to be offset against the interest being calculated (I-1681402)

Fixed issue with interest calculation offsetting in partial IRS closeouts.

Fixed

54776

Intercompany Loan mirrored deal showing different events than main deal (I-1689502)

Fixed synchronization issue between mirrored Intercompany Loan deals and main deals.

Fixed

54441

Usage Fee calculation period error (I-1684343)

Fixed error in usage fee calculation period logic.

Fixed

54427

Azure Function not outputting records

Fixed issue with Azure Function not producing expected output records.

Fixed

53102

Principal and events constantly changing when confirming or submitting movements

Fixed issue where principal amounts and events were fluctuating during movement confirmation.

Fixed

58413

Sev-2 Incorrect Accrual Report (I-1775033)

Fixed critical issue with incorrect accrual calculations in the Accrual Report.

Fixed

58384

Market place connector page is not loading frequently

Fixed issue with marketplace connector page loading failures.

Fixed

58035

Unable to Export Market to Market Report (I-1767803)

Fixed issue preventing export functionality for Market to Market reports.

Fixed

51813

BofA API - Float Amount Error (I-1597005)

Fixed BOFA processing issue with floats rounded by the bank by adding tolerance of 1 to the balance calculation.

Fixed

55640

Counterparty SSI not populating with payment template (I-1735602)

Fixed error where Counterparty SSI wasn't populating when selecting template due to numeric Model ID field.

Fixed

56162

Unable to change "Required Authorizations" setting (I-1640219)

Fixed issue where changes to Required Authorisations field in Application Settings (Treasury) weren't taking effect after saving.

Fixed

55204

Balance API description field population

Fixed Description field population on Actual and Estimated Balance records. Now uses provided description when available, otherwise uses User Code description.

Updated

55502

Market data date modification (I-1610524)

Fixed issue preventing users from modifying Market Data Date in Securities Report.

Fixed

55798

Add XOF and BAM as new currencies

Added XOF (West African CFA franc) and BAM (Moroccan dirham) as new supported currencies.

Fixed

52636

Asset-Backed Security negative rate input issue (I-1643301)

Fixed bug preventing users from inputting negative rates in Previous Rateset and Settlement Rate fields for Asset Backed Securities.

Fixed

55208

File import performance improvement (I-1626701)

Improved import performance for large files. Sample data of 25,389 records now processes 30-40% faster, reducing processing time from 6 hours.

Fixed

55481

Close out of Forward Start Cross Currency Swap (I-1732701)

Fixed error preventing close-out submission prior to Original Date where OIS Index is applied for CCIRS deals. (IRSwap fix was released in R1 2022.)

Fixed

55496

Settlement button not available on modern browser (I-1618501, I-1763213)

Fixed issue where users couldn't settle deals on Settlements screen despite having proper permissions.

Fixed

55503

Rateset Confirmations - Missing View Advice button (I-1562910)

Fixed missing View Advice button in Rateset Confirmations screen.

Fixed

55626

Reneg on Previously Partially Settled Guarantee Unable to Unwind (I-1713701)

Enhanced to allow unwinding renegotiations dated after settlements on previously partially settled Guarantee deals.

Fixed

56168

ABS close-out error and missing events (I-1746501)

Fixed error when adding close-out on Asset-Backed Security deals and resolved missing events for created close-outs.

Fixed

56648

Close-out calculations for Custom Schedule deals (I-1757202)

Fixed close-out calculations that didn't consider Custom Schedule movements. Applied to Asset-Backed Securities, FRN, and IR Swap deals.

Fixed

55203

Audit Report - Detailed not available prior 13 Dec 2021 (I-1604120)

Fixed issue where Detailed Audit report using modern browser returned blank results for dates prior to December 13, 2021.

Fixed

55492

Forward Points Value display issue (I-1729202)

Fixed bug where Spot Value and Forward Points Value displayed "No Data" in MTM Report grid but showed values when copying to Excel.

Fixed

55495

Cannot subtotal columns in MTM reports in modern browsers (I-1729201)

Fixed issue preventing sub-totaling of Current/Non-Current columns in MTM Reports on modern browsers.

Fixed

55501

Import/Export Definition loading issues (1714802, 1552304, 1610740)

Fixed loading issues and blank pages when accessing Import/Export definitions.

Fixed

57014

Scheduled Jobs settings not saving (I-1701603, I-1728001, I-1745501, I-1736513)

Fixed issue where changes to Scheduled Jobs settings were not being saved properly.

Updated

N/A

Single Factor FX Analysis

Modern browsers now support Single Factor (1 currency pair) FX Analysis in RISK > General menu. Takes advantage of Reference Data (Reporting Buckets, Hedge Ratios, Target Rates) for faster setup and reduced input errors. Includes 10 pre-loaded customizable chart templates with faster data recall.

Updated

N/A

Single Factor FX Analysis 1.5 Charts

FX Analyses generate standard chart sets when deals are selected, reporting buckets saved, and scenarios created. Four chart controls available at upper left of Analyse screen for enhanced visualization.

Fixed

56688

Hedge Relationship loading error (1759901, 1757125, 1758106)

Fixed MTM loading failure when source was set to Hedge Relationship using modern browser.

Fixed

54440

User disappears when saved without a user group (I-1680702, I-1700903, I-1684552)

A bug was raised where inactivate users not added in any group membership are missing in the Risk module. To address this issue, all deactivated users with no group membership will be added to a new group called "User without Group Membership".

Fixed

54003

Trying to add a portfolio to a fileshare scheduled job - we save it shows as added and then it unticks itself (I-1683801)

A bug was raised on Scheduled jobs where applying changes in the task's portfolio field does not reflect. This has been fixed.

Fixed

55071

Drawdown Payment - Wrong Company ID

A bug was raised on GS API Drawdowns where it shows incorrect Company ID as the logic pulls it from the Offset account instead of the Operative Account. This has been fixed.

Fixed

54014

Payment offset on an IRS being ignored when a closeout is being done (I-1681502)

A bug was raised where events for the payment offset does not populate when user perform close-out on an IR Swap deal. This has been fixed.

Fixed

54450

FX Swap Far Leg Missing Deal Details in the Balance Description (I-1693201)

A bug was reported where the Deal Name, Business Unit and Counterparty of FX Swap's far leg is missing in the FX Balance Description. This has been fixed.

Updated

54851

When using the SIMPLE option on the interest calculation the day lag is not available to be used BUT is needed (I-1687601)

A minor enhancement has been made, allowing users to modify the Rateset Offset Type and Rateset Offset fields when Interest Method is Simple. This change has been applied on both Pay and Receive leg of an IR Swap deal.

Updated

39119

FX Collar, FX Options to be included in Hedge Allocation Report (I-1274515)

A minor enhancement has been made to include FX Collar in the list of FX deal types available when running the Hedge Allocation Report.

Fixed

54856

Coupon amount on securities report is incorrect (I-1700501)

A bug was reported where a deal populates the correct coupon amount in the events tab but shows different values in the Securities Report. This has been fixed.

Fixed

54337

Opening accrual balance not populating in Borrow/Invest report for certain Interco loans (I-1688401)

A bug was raised on Borrow / Invest report where the Opening accrual balance are not populating for ICL deals. This has been fixed.

Fixed

53522

Accrual Report shows incorrect 4-4-5 dates (I-1677002)

A bug was reported where Accruals report using the 4-4-5 accounting period shows incorrect dates. Fix has been applied in Chrome as this is working as expected when using IE.

Fixed

54437

Termination report not generating (I-1635502)

An issue was reported where the client encountered an error when running the Hedge Termination Report. This has been fixed.

Updated

48560

Add existing parameters for unified GL extract

Service bus message now populates charts of account and currency code.

Updated

52192

Unable to pull latest Current Rate across date range (I-1524801)

Added new field to Currency Rate Data Source for better rate retrieval.

Fixed

I-1630010

Interest 'Pay First' Duplicate error message

Fixed error preventing clients from confirming renegotiation movement when Interest is set to PayFirst.

Updated

52656

Import/Export Definition - Average Rate FX Exposure

Added functionality to re-certify expiring JPM API connections.

Updated

53756

Goldman Sachs API enhancement (I-1642501)

Enhanced Goldman Sachs Payment API to output new tags required for LATAM and APAC currencies.

Updated

53081

Forward rates visibility in MTM report market data grid (I-1631303)

Fixed issue where forward points weren't displayed in MTM data grid when ticker base currency differed from forward points currency.

Updated

52832

Bulk Create Payment from IPAYMENT Performance Improvements

Enhanced IPAYMENT payment import with performance improvements for faster processing of bulk payment creation.

Fixed

53156

Business Unit address not captured in VR Payments (I-1654301)

Fixed bug where business unit address set as payment recipient was not reflecting in the payment file.

Updated

50681

Expand Limits Concentration % to 2 decimal places (I-1570901)

Enhanced Counterparty Concentration Limits and Counterpart Group Concentration Limits to display percentages with 2 decimal places precision.

Fixed

54329

Rounding for support of reference rate incorrect (I-1498211)

Corrected rounding to 5 decimal places for reference rate support.

Fixed

53770

Missing deal (instrument) when running event diary (I-1622114)

Fixed error in Events Diary caused by missing deal instrument.

Fixed

53139

Unable to submit extensions (I-1615501)

Fixed bug preventing users from submitting FX Forward Extensions.

Fixed

52059

Borrow and Invest detailed report doubles notional of ICL when renegotiation is PayFirst (I-1626101)

Fixed incorrect Opening and Closing Balance amounts in Borrow Investment Statement when ICL renegotiation is PayFirst.

Fixed

51714

Deal limits validation not working for FX deal (I-1606106)

Fixed deal limits validation for back-dated FX Forward deals (applied to FX Forward only).

Updated

54339

Adding hedge relationship Mark to Market breakdown to Data Warehouse (I-1634001)

Enhanced Data Warehouse and custom reporting by adding Mark-to-Market Source = Hedge Relationship.

Updated

N/A

Single Factor IR Analysis in Modern Browsers

Users can now create new Single Factor IR Analyses in modern browsers (Chrome, Edge). Features faster server-side processing, HTML5 technology, Reference Data template integration, 10 pre-loaded customizable chart templates, and improved performance through data recall instead of recalculation.

Updated

51865

Counterparty discounting curve takes higher priority than Currency setting (I-1576608)

An enhancement has been made to extend the use of counterparty discount curve settings on derivatives to discounting of Fair Value Hedge Exposures.

Updated

51755

Amortisation numbers not included in accounting journals (I-1581405)

A bug was raised where there are missing fields in GL Mappings for amortized Hedge Relationships. This was fixed by adding the following fields (8) Non-Reversing: Increase in Equity Amortisation, Decrease in Equity Amortisation, Increase in Amortisation and Decrease in Amortisation, Reversing: Equity Amortisation Profit, Equity Amortisation Loss, Amortisation Profit, and Amortisation Loss

Bug

51869

Hypo has a small value on day 1 (using implied rate)– can't set to zero in this scenario. (I-1581406)

A bug has been reported where the inception value of a hypothetical derivative displays the incorrect value in the Hedge Inception and End of Period Report.

Bug

53146

Bank Account issue with data synch

A bug was reported where Bank Accounts do not sync correctly between the Cash and Risk system. This has been fixed.

Bug

53398

[Homepage] Missing Show/Hide panel in Cash Standalone

A bug was reported where the Show / Hide Widget does not load properly and displays a blank dialog box. This has been fixed.

Bug

53132

Integration between Market Data 'Historical Data' and 'Interest Rate' tables not working (I-1587833)

A bug was reported where there are missing market data rates due to Market Data between Risk and Cash does not sync. This has been fixed.

Bug

53081

JPY forward rates are not visible in the market data grid of the MTM Report (I-1631303)

A bug was reported where forward points are not displayed in the MTM data grid. The issue occurs when the ticker base currency does not correspond to the currency of the forward points. This has been fixed.

Updated

53200

Add Abu Dhabi Holiday Centre and Holidays

An update has been done in the Holiday Centres and Holidays screen to add Abu Dhabi under UAE.

Bug

53504

Account ID being capped at 16 characters

An error was reported on External Payment API where Account ID is capping at 16 characters. The limit was removed and this has been fixed.

Bug

53156

Business Unit address not getting captured in VR Payments (I-1654301)

A bug was raised where the address of the business unit set as the recipient of the payment, does not reflect in the payment's file. This has been fixed.

Bug

52962

Serious Error when Account Length exceeds 35 characters

Enhanced error handling to the IPAYMENT plugin to error on an individual payment instead of the whole file

Bug

53139

1615501 – DIF renegs

A bug was raised where users encounter an error when submitting FX Forward Extensions. This has been fixed.

Bug

52587

Payfirst not updating when deleting previous movements

a bug has been reported when deleting previous movements, the Payfirst amount does not calculate the remaining movements correctly.

Bug

51761

Calculation of accrued interest on loans incorrect in some cases - using a wrong principal (I-1558001)

A bug was reported where the principal is incorrectly calculated when the interest is paid/capitalized in an ICL deal.

Updated

51121

Average Rate FX Exposure

FX Exposures have a new option that allows users to select an Average Spot Rate that is fixed and marked to market based on a simple average of FX rates over a user-defined period.

Bug

53531

Event diary exporting to Data Warehouse failed (I-1626901)

An error was reported where exporting of Event diary to Data Warehouse are failing. This has been fixed.

Bug

52886

Timeout on Status & Control Screen when using Show Only Items User Can Approve checkbox

A bug was reported where users get an SQL timeout error if Show Only Items User Can approve tickbox is enabled when approving transactions.

Updated

51755

Amortisation numbers not included in accounting journals (I-1581405)

A bug was raised where there are missing fields in GL Mappings for amortized Hedge Relationships. This was fixed by adding the following fields (8): Non-Reversing: Increase in Equity Amortisation, Decrease in Equity Amortisation, Increase in Amortisation and Decrease in Amortisation Reversing: Equity Amortisation Profit, Equity Amortisation Loss, Amortisation Profit and Amortisation Loss

Updated

51987

CO Forward Fixing Rate should update via the apply ratesets job (I-1425201)

An enhancement has been done on Commodity Forward to auto-populate Fixing Rates via Apply Ratesets Job.

Fixed

50660

IC Loan - Cannot enter movement with deferred payment dates (I-1567516)

A bug was reported where users were not able to see events updated with the principal movement in the Intercompany Loan, if a previous event on the deal had a deferred payment date. It has been fixed now.

Fixed

51201

Syndicated tranche not saving because of rounding issues (I-1553001)

A bug was reported where users were not able to save syndicated tranches. It has been fixed now by decreasing the precision of decimal numbers to 2 decimal places.

Fixed

51758

Net FX Spot Event not able to submit settlement: Settlement Netting (I-1508508)

A bug was raised where users cannot submit settlement for a spot event having a net amount of 0. This has been fixed now.

Fixed

51767

GL balances User interface - missing scrolling and filtering features (I-1560402)

A bug was reported on GL Balances where the sorting function, vertical and horizontal scrollbars are missing. This has been fixed.

Fixed

51790

Fixed Loan Deposit Draw on Multiccy Facility/Tranche Errors upon Save for Selected Reference Rate is not active (I-1535901)

An error was reported where user cannot save a Loan Deposit deal when Facility and Tranche in use have different currency. This has been fixed.

Fixed

51882

IC Loan import renegotiations error (I-1496310)

A bug was reported where renegotiations are not generated when importing ICL. This has been fixed.

Updated

50661

Hedge Accounting - predelivery not possible due to recognition date validation (I-1552205)

A bug was reported where users cannot Pre-deliver an exposure due to the recognition date validation. It has been fixed by adding Recognition Date field in the Pre-delivery screen, allowing users to update the recognition date without changing the original recognition date set for the exposure.

Fixed

51189

Import HR relationship error for late designation (I-1561801)

An error was reported relating to Premium and First Roll date when importing forward starting hedge relationships. This has been fixed now, by adding Start Date field to the field mappings section in the Hedge Relationship Import Definition.

Updated

51878

End-of-Period Summary Report to include the regression result (I-1532106)

An enhancement has been made to show the regression test results of IFRS9 Hedge Relationships in the Prospective Test section when generating the End-of-Period Summary Report.

Fixed

50214

Facility Usage Report shows incorrect usage when Guarantees are renegotiated

A bug was raised when renegotiating a Guarantee deal with an increasing and decreasing principal, it displays an incorrect usage details in the Facility Usage Report. This has been fixed.

Fixed

50912

Mark to Market Report failing to run (I-1583605)

A bug was reported relating to Mark to Market Report failing to run and causing errors in the data warehouse extract. It was caused by deals with zero implied rates and it has been fixed now

Fixed

52361

TMS Risk module slowness (I-1621914)

A bug was reported where users were unable to run the Analyse Report and an error occurs when generating the chart. This has been fixed now.

Updated

51553

Plugin ID: EDI820E Command Timeout Functionality & Ability Handle Future Growth (I-1593104)

The EDI820 payment extract plugin was enhanced to reduce the total run time for larger payment run. The enhancement updated logic on how the plugin behaved when there are more payments that the setting for max records.

Updated

51593

API - User Groups & Permissions - Permissions Tab

Permissions should load correctly on the right panel based on the selected permission tree function.

Updated

51330

Change Password page - Current Password autocompletes

The change password field will no longer autocomplete your passwords for security purposes.

Updated

51764

Need an extra field on their payments file (I-1579004)

A minor enhancement was done to add a blank field for MT103 file, allowing users to input additional details.

Fixed

50993

Account Unification- Pending update request on Account should not allow any update to main table

Fixed issue where pending update requests incorrectly allowed modifications to main account table.

Fixed

50970

Account Unification- Incorrect CreatedDate

Fixed incorrect CreatedDate values in Account Unification.

Fixed

50544

Account Type screen- Require Approval Non- Bank Check box should not be available when workflow turned off

Fixed availability of "Require Approval Non-Bank" checkbox when workflow is disabled.

Fixed

50850

Bank Letter - Cloning account from existing account with bank letter

Fixed issue when cloning bank accounts that have associated bank letters.

Fixed

50750

Bank Letter - Translation does not happen on bank letter in edit mode

Fixed translation functionality for bank letters in edit mode.

Fixed

50655

Bank Letter - Cannot update an account when generated bank letter with specific document type

Fixed issue preventing account updates when bank letters with specific document types were generated.

Fixed

50654

Bank Letter - account bank letter does not have history stamp when saved in documents

Fixed missing history stamps when bank letters are saved in documents.

Fixed

50256

Bank Account - exclude documents & bank letters from require approval

Fixed approval requirement exclusion for bank account documents and letters.

Updated

50891

Account Unification: Add primary key to bank letter table (for replication)

Added primary key to bank letter table to support replication in Account Unification.

Updated

50491

Account Workflow: Generate Bank Letters - enforce unique document for open/close purpose

Enhanced bank letter generation to enforce unique documents for account opening and closing purposes.

Updated

50257

Account Workflow: Generate Bank Letters -update request letters without workflow

Updated bank letter generation to handle request letter updates without requiring workflow approval.

Updated

35400

Account Workflow: Generate Bank Letters

Enhanced the bank letter generation workflow functionality.

Fixed

50070

Forecast Freeze is executing scripts in Description Field

Fixed issue where Forecast Freeze was incorrectly executing scripts found in Description fields.

Fixed

50673

BofA API Issues (I-1567004)

Fixed various issues with Bank of America API integration.

Fixed

49778

Multiple accounting periods not using end dates (I-1552201)

Fixed issue where multiple accounting periods were not properly utilizing end dates.

Fixed

50834

Add missing procs to Database project

Added missing stored procedures to the Database project.

Updated

50782

allow to specify different interpolation methods for both discounting and forecasting curve

Enhanced system to allow specification of different interpolation methods for both discounting and forecasting curves.

Updated

50801

Add field to Operator Listing (I-1519402)

Added new field to the Operator Listing functionality.

Updated

50741

PAIN001 enhancement

Enhanced PAIN001 payment format functionality.

Updated

50671

Remove 401 error logic from BofA API

Removed 401 error handling logic from Bank of America API integration.

Updated

50999

Add Commodities (AUP, MJP, RDP, FO180, & A9N)

Added new commodity market data tickers: AUP, MJP, RDP, FO180, and A9N.

Updated

50756

Add NZD deposit rates to historical market data

Added New Zealand Dollar deposit rates to the historical market data service.

Updated

49636

IPAYMENT: PLUGIN OPTION - TRUSTED SOURCE (I-1516502)

Added trusted source plugin option for IPAYMENT functionality.

Fixed

50917

When importing IRS with maturity date on holiday, the final cashflow date is not adjusted (I-1524802)

Fixed issue where final cashflow dates were not properly adjusted when IRS maturity dates fell on holidays during import.

Fixed

50914

After importing IRS relationship, the hypo rate does not match with IRS rate (I-1477301)

Fixed mismatch between hypothetical rates and IRS rates after importing IRS relationships.

Fixed

50790

MMF not importing two movements on the same day (I-1549302)

Fixed issue preventing Money Market Fund from importing multiple movements occurring on the same day.

Fixed

50758

Rate Type dropdown disabled for Hypothetical Components of HR's with no Hypothetical Rate

Fixed issue where Rate Type dropdown was incorrectly disabled for Hypothetical Components in Hedge Relationships.

Fixed

50670

User in group with no permissions able to make changes in Risk (I-1526002)

Fixed issue where users without proper permissions were able to make unauthorized changes in the Risk module.