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Stochastic Rate Index (Doc ID 1475197.1)

Last updated on JANUARY 23, 2020

Applies to:

Oracle Financial Services Asset Liability Management - Version 6.0 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)

Goal

The following are questions and answers on Stochastic Rate Indexing.
 

Solution

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In this Document
Goal
Solution
 Question 1: Is scenario specific attribution applicable in Stochastic Rate Indexing?
 Question 2: Is Stochastic Rate Indexing input at each term point or IRC level?
 Question 3: Can you mark the valuation curve during the creation process to a risk-free yield by checking the check box in the IRC creation screen?
 Question 4: Stochastidc Rate Index Defintion Question


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