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How to Create Discount Rates Used for Duration at the Instrument Level or Based on Balances (Doc ID 2597280.1)

Last updated on OCTOBER 24, 2019

Applies to:

Oracle Financial Services Asset Liability Management - Version 8.0.0 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Asset Liability Management (ALM)

Goal

How can you create Discount Rates used in the calculation of duration in ALM that meet the following requirements:

1. Different curves are assigned based on the rating of the customer/instrument record
2. Different curves are assigned based on the available balance

Solution

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In this Document
Goal
Solution
References


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