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Clarification on Rules for instrument classification (SPPI test) (Doc ID 2572957.1)

Last updated on AUGUST 16, 2019

Applies to:

Oracle Financial Services Loan Loss Forecasting and Provisioning - Version 8.0.0 to 8.0.0 [Release 8.0]
Information in this document applies to any platform.

Goal

 This KM clarifies on below three rules for instrument classification (SPPI test).

1) Rule IFRS9 - SPPI Test Based on Product type and Mitigant:

2) Rule IFRS9 - SPPI Test Based on Adjustable Type and Float Spread:

3) Rule IFRS9 - SPPI Test based on Behaviour Type:

 

Solution

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In this Document
Goal
Solution

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