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PD Term Structure - Interpolation (Doc ID 2575101.1)

Last updated on AUGUST 14, 2019

Applies to:

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


The PD and LGD models are hosted in the Enterprise Modeling Framework, if the equation gives a monthly PD term structure can user disable the interpolation feature in the OFSAA LLFP application.  It is a marginal PD equation with monthly frequency bucket.


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