In ALM, Is There Possibility To Select Frequency and Multiplier While Integrating NMD Model in Behavior Pattern Using Multiple Core Strips?
(Doc ID 3014770.1)
Last updated on APRIL 16, 2024
Applies to:
Oracle Financial Services Asset Liability Management - Version 8.1.2.2 and laterInformation in this document applies to any platform.
Oracle Financial Services Asset Liability Management (ALM)
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Enterprise Performance Management (EPM)
Modern Risk and Finance (MRF)
Goal
In ALM 8.1.2.x version, while integrating NMD Model in Behavior Pattern using Multiple Core Strips, you want to have the option to enter frequency and multiplier for desired Behavior Pattern strips to be created.
E.g - If the selected frequency and multiplier is 2 Months, then OFSAA should aggregate the decay percentages for every 2 months from the model execution date and create BP strips at 2M, 4M, 6M and remaining tenors.
Solution
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In this Document
| Goal |
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