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How to Use Equity Index As Proxy To Market Price For Equity Spot Valuation (Doc ID 3050955.1)

Last updated on OCTOBER 07, 2024

Applies to:

Oracle Financial Services Market Risk Measurement and Management - Version 8.0.6 and later
Information in this document applies to any platform.

Goal

Can the proxy indices be registered as a risk factor and subsequently, allow the unquoted equity spot positions to reference them (ie. market data price) during the daily re-valuation and historical simulation runs?

Business Use case  : Client's equity investments consists of Quoted equity and Unquoted equity positions. For Quoted equities, position and equity market price are refreshed on a monthly basis. For Unquoted equities, position and proxy index value are used to derive the market value. There are 5 known proxy indices - Healthcare, Finance, Real Estate, Telecom, Mixture. These monthly updates are provided by a third-party vendor.
 

Solution

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In this Document
Goal
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