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FTP Funding Spread Should Be Held Constant When Rate Cap or Floor is Triggered (Doc ID 2415845.1)

Last updated on JUNE 26, 2018

Applies to:

Oracle Financial Services Funds Transfer Pricing - Version 8.0.0 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Funds Transfer Pricing (FTP)

Goal

Funding spread should be held constant when rate cap or floor is triggered.

This is an enhancement request for FTP.
There should be an ability to insulate the business unit from any funding spread expansion or contraction resulting from the trigger of a rate cap or floor. Since caps and floors are hedgeable, the risk should be borne by the funding center and not the profit center. The assigned funding rate should reflect the pre-cap/floor funding spread.

Solution

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