HM Clarifications of the Metdata Tables for Fair Value Calculation

(Doc ID 2396426.1)

Last updated on MAY 10, 2018

Applies to:

Oracle Financial Services Hedge Management and IFRS Valuations - Version 8.0.5 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Hedge Management and IFRS Valuations (HM/IFRS)

Goal

Require clarification about some metadata tables used in fair value calculations.

The following are questions on that need clarification:
  Question 1. Based on the instrument types specified in "Fair Value Determination Definition" (FSI_FAIR_VALUE_INST_TYPE_MAP.N_INSTR_TYPE_SKEY), does FSI_HM_INST_TYPE_TABLE_MAP.N_INSTRUMENT_TYPE_CD define the instrument tables (FSI_D tables) to be calculated for fair values?
  Question 2. If yes in question 1, will all accounts in specified instrument tables be calculated for fair value, or only those accounts whose FSI_D_XXX.INSTRUMENT_TYPE_CD=FSI_HM_INST_TYPE_TABLE_MAP.N_INSTRUMENT_TYPE_CD?
  Question 3. Is STG_MKT_CENTER_QUOTE the table for storing both market data (including quotation data)?
  Question 4. For table FSI_HM_INST_TYPE_LEVEL_MAP, what 'D' stands for in those index columns (xxx_ind)?

Solution

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