How To Validate Changes To The Rate Index For Stochastic Processing In Risk Manager? (Doc ID 276375.1)

Last updated on AUGUST 15, 2008

Applies to:

Oracle Financial Services Applications (OFSA) - Version: 4.5
Oracle Risk Manager - Version: 4.5.39
RM Stochastic Process ID
Rate Index ID
Information in this document applies to any platform.

Goal

You are attempting to validate your Risk Manager (RM) stochastic processing results. After making changes to the Rate Index parameters, you notice that neither your VaR nor EaR results seem to be affected by the change.

Your question: Why do VaR and EaR values not change when rate index parameters are changed?

Solution

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