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How to Calculate the Implied Forward Forecasted Rates in Risk Manager (Doc ID 262485.1)

Last updated on NOVEMBER 28, 2016

Applies to:

Oracle Risk Manager - Version 4.5 to 4.5.39 [Release 4.5]
Oracle Financial Services Asset Liability Management - Version 6.1 and later
Information in this document applies to any platform.
Oracle Financial Services Applications (OFSA) 4.5
Oracle Financial Services Analytical Applications (OFSAA)

Goal

How to calculate the implied forward Forecasted Rates generated by Risk Manager (RM) 4.5 or Asset Liability Management (ALM)? What date in the modeling bucket does RM/ALM use in its calculation?

Solution

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