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Is it Possible to Change ALM GAP Bucketing for a Repricing Instrument to Maturity Date Instead of Repricing (Doc ID 2934843.1)

Last updated on MARCH 28, 2023

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)
Oracle Financial Services Enterprise Performance Management (EPM)
Financial Element (FE)
Net Interest Income (NII)
Market Value (MV)
Liquidity Risk (LR)
Income Simulation (IS) Buckets (also known as Modeling Buckets)

Goal

Interest Rate Swap (IRS) reports are supposed to be bucketed on the basis of Repricing and Liquidity Risk on Maturity Date. For instrument records which are repricing instrument, is there a way to change FE 1660 (Liquidity Gap Runoff) to bucket at Maturity instead of at Next Repricing besides changing the instrument record attributes?

For example:

Solution

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In this Document
Goal
Solution


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