My Oracle Support Banner

Can Volatile Tenor Be Changed When Replicating Portfolio Is Selected in Behavior Pattern? (Doc ID 2747325.1)

Last updated on FEBRUARY 01, 2021

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 Funds Transfer Pricing (FTP)
Oracle Financial Services Asset Liability Management (ALM)
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Enterprise Performance Management (EPM)

Goal

Question 1: When creating a Behavior Pattern for ALM and FTP and selecting the Replicating Portfolio option, tenors and percentages can only be assigned to Core type, all the rest of the amount is added automatically to 1 day tenor for Volatile type.

Is there any option to assign multiple tenors and percentages to Volatile type as well?
 
Question 2: As per answer no. 1, it is understood that only one strip for Volatile will be available, but can that strip's tenor be changed from 1 Day to some other tenor like 1 Month or 2 Months?

Solution

To view full details, sign in with your My Oracle Support account.

Don't have a My Oracle Support account? Click to get started!


In this Document
Goal
Solution


My Oracle Support provides customers with access to over a million knowledge articles and a vibrant support community of peers and Oracle experts.