Questions on Market Value Calculations for ALM
Last updated on OCTOBER 04, 2017
Applies to:Oracle Financial Services Asset Liability Management - Version 5.2 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications Infrastructure (OFSAAI) - Version 7.2
Oracle Financial Services Analytical Applications (OFSAA) - Version 5.2
Question 1: What does market_value_clean represent in fsi_o_result_master?
Question 2: Why keep dirty price (market_value) if calculating clean price (market_value_clean)?
Question 3: What is the weighting factor for duration?
Question 4: In fsi_o_result_master, does the modified_duration represent the so-called modified duration (duration weighted by market value)?
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