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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