Clarification About Fair Value Determination in Hedge Management

(Doc ID 2321706.1)

Last updated on OCTOBER 31, 2017

Applies to:

Oracle Financial Services Hedge Management and IFRS Valuations - Version 8.0.4 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)

Goal

Question 1: There are only 12 instrument types available in the Fair Value Determination Process Definition screen, but there are 34 instrument type listed in the user guide. How do you list all the 34 instruments?

Question 2: Which table are those instrument types retrieving from? It is not from FSI_INSTRUMENT_TYPE_CD and FSI_INSTRUMENT_TYPE_MLS.

Question 3: Is Bond the only instrument type that supported by proxy method in level 2? In that case, how to lookup near values in level 2 for other instrument types or is level 2 value calculation skipped for other instrument type?

Question 4: How does "Market Data Provider" (n_market_data_provider_id) link to the market data? Which tables are the lookup tables? Does n_market_data_provider_id represent interest_rate_cd?

Question 5: Is FSI_D_MARKET_QUOTE the table for lookup quotation? Is so, how to link to this table in setup?

Question 6: Is FCT_ACCOUNT_FAIR_VALUE the only result table for FV calculation? Which columns if updated to instrument tables?

 

 

Solution

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