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Calculation of Forex Forward Instrument General Risk Charge Issue using Maturity Method (Doc ID 2587408.1)

Last updated on SEPTEMBER 17, 2019

Applies to:

Oracle Financial Services Basel Regulatory Capital Basic - Version 8.0.0 and later
Information in this document applies to any platform.

Goal

How system is calculating General Risk Charge for forex forward instrument specific to short and long legs of instrument type IRSPOTZSRS.

Solution

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In this Document
Goal
Solution


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