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Oracle Financial
Services Market Risk Measurement and Management Application Pack v8.1.0.0.0
Maintenance Level Release #1 (8.1.0.1.0)
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Description
ID 31527626: OFS MRMM
Application Pack 8.1.0.0.0 Maintenance Level Release #1
This Maintenance
Level Release (ML) of OFS MRMM is cumulative of enhancements and bug fixes done
since the 8.1.0.0.0 Major Release.
Pre-installation Requirements
� The minimum patch set level should be OFS MRMM Pack 8.1.0.0.0.
How to Install this Release
See OFS MRMM Installation Guide 8.1.0.1.0 on OHC Documentation Library, for detailed instructions on installing this Maintenance Level release.
New Features
The new features/enhancements introduced in this release are:
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Calculation of
Component VaR.
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Hybrid model and Monte
Carlo VaR using Monte Carlo Simulation.
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Equity Spot and FX
Spot instruments are supported.
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FX Option cash flows
migration from MRMM to ALM is supported.
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New Dashboard Reports
are introduced for Monte Carlo VaR and Component VaR.
Known Issues in this Release
The following are the known issues in this release.
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Bug ID |
Issue� |
Issue Description |
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32005908 |
PMF IS NOT WORKING AFTER
APPLYING 8101 PATCH IN WEB SPHERE SERVER |
PMF is not working on Websphere webserver. |
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32003731 |
INSTRUMENT VALUATION:
DESCRIPTION IS NOT DISPLAYED/SAVED |
In the Instrument
Valuation UI, the description is not displayed or saved during Submit or
Approval process. |
Oracle Financial
Services Software | Copyright � 2021, Oracle and/or its
affiliates. All rights reserved. | Phone:
+1.650.506.7000 | Fax: +1.650.506.7200
| www.oracle.com/industries/financial-services/index.html