NMD Modeling Documenation And Backgroung Working Methods Used In Non-Maturity Modelling (NMD)
(Doc ID 3040334.1)
Last updated on SEPTEMBER 20, 2024
Applies to:
Oracle Financial Services Funds Transfer Pricing - Version 8.1.2 and laterOracle Financial Services Asset Liability Management - Version 8.1.2 and later
Information in this document applies to any platform.
Oracle Financial Services Asset Liability Management (ALM)
Oracle Financial Services Funds Transfer Pricing (FTP)
Oracle Financial Services Analytical Applications Infrastructure (OFSAAI / AAI)
Oracle Financial Services Enterprise Performance Management (EPM)
Non-Maturity Products Data Creation Process (NMD)
Goal
1. What are the steps required for NMD Modeling?
2. Provide the background workings of Draw Down Analysis and Geometric Brownian Motion methods for calculation of stable balances,
also the background workings of Vintage Analysis, SARIMAX and Geometric Brownian Motion methods used for decay rate calculation.
Solution
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In this Document
Goal |
Solution |
References |