Currency conversion and third-party aggregation
Beginning with Digital Operational Resilience Management (sn_dora_accel), version 22.x.x, currency conversion and third-party aggregation capabilities are supported for DORA reporting of third-party expenses. As a DORA application user, you can convert and aggregate contractual expenses from multiple currencies to a regulator-required designated base currency using automated daily exchange rates.
Supported capabilities
When creating an Excel download and upload request for DORA reporting, you can configure currency conversion and third-party aggregation settings to generate consolidated reports. Third-party aggregation consolidates expenses across multiple contracts associated with the same third-party provider. You can enable both currency conversion and aggregation features independently as optional features, providing flexibility based on DORA reporting requirements.
Report outputs
The application generates two types of reports to support regulatory compliance. The Master download report provides Microsoft Excel based analysis, while the CSV package is designed for regulatory submission and includes Level 3 validation. Summary reports generated with both types display conversion and aggregation success or failure details with explanatory messages when issues occur. Currency conversion and aggregation apply to generated report outputs and do not modify underlying contract or third-party records.
Currency rates and validation rules
Once you activate the instance, currency rates populate automatically via a daily scheduled job. Administrators or DORA administrators can update currency rates and validation rules to align with regulator requirements.
If specific date rates aren’t available, the system uses fallback default rates. The validation rules table must be maintained to stay current with regulatory requirements.
The following examples show the business validation rules and system currency conversion rates.
Related documentation
For information on creating a Microsoft Excel download and upload request and generating the reports, see Create Microsoft Excel download and upload request.
For steps on converting and aggregating contractual expenses to regulator-required currencies, see Convert and aggregate contractual expenses to regulator-required currencies.