Clarification on Rules for instrument classification (SPPI test)
(Doc ID 2572957.1)
Last updated on SEPTEMBER 02, 2020
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.
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:
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