Last updated on DECEMBER 08, 2016
Applies to:Oracle Risk Manager - Version 4.5.39 and later
Oracle Financial Services Asset Liability Management - Version 5.1 and later
Information in this document applies to any platform.
Oracle Financial Services Applications (OFSA) - Version 4.5
Oracle Financial Services Analytical Applications (OFSAA)
In Oracle Risk Manager (RM), attempting to set up scenarios to view the movement in market value which gets calculated when duration is set up. The scenarios are set up in the Forecast Rates ID and Spot IRC (Interest Rate Code) method is used in the Discount Rate, but there seems to no impact on the market values in any of the scenarios.
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