HM Critical Terms Match in Hedge Definition

(Doc ID 2330119.1)

Last updated on DECEMBER 01, 2017

Applies to:

Oracle Financial Services Hedge Management and IFRS Valuations - Version 8.0.0 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Enterprise Performance Management (EPM)
Oracle Financial Services Hedge Management and IFRS Valuations (HM/IFRS)

Goal

Questions on "Critical Terms Match" in "Hedge Definition"

Question 1. Does HM support portfolio to portfolio critical terms match? Or only 1 account to 1 account?

Question 2. Does HM support repricing frequency, payment frequency as critical terms?

Question 3. Where is the mapping between instrument types and critical terms (attributes)?

Question 4. Does HM allow tolerances in critical terms? For example, the maturity date of the hedged account can be 0~3 days earlier than the hedging instrument's.

Solution

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