Actual Day Count convention for Time Bucket generation
(Doc ID 2609835.1)
Last updated on NOVEMBER 14, 2019
Applies to:
Oracle Financial Services Liquidity Risk Management - Version 8.0.0 and laterInformation in this document applies to any platform.
Symptoms
LRM application creates time buckets of 30-day length when Month is selected as the multiplier and 365-day length when Year is selected as the multiplier, which needs to be changed to the actual number of days for the purpose of EBA ALM reporting and NSFR reporting.
Changes
Cause
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In this Document
Symptoms |
Changes |
Cause |
Solution |
References |