1.23 Process Risk Percentage Details

This topic describes the systematic instruction to process risk percent details to track the risk weighted amount for FX, Derivatives, and Options products by attaching a risk percent to it.

1. On Home page, specify CSDTRRPM in the text box, and click next arrow.
   The Treasury Limits Risk Percentage Maintenance screen is displayed.

   Figure 1-26 Treasury Limits Risk Percentage Maintenance

   
   Description of "Figure 1-26 Treasury Limits Risk Percentage Maintenance"
2. On the Treasury Limits Risk Percentage Maintenance screen, specify the fields.

   For more information on fields, refer to the below table.

   Table 1-26 Treasury Limits Risk Percentage Maintenance- Field Description

   Field	Description
   Risk Category	Select the Risk Category for which you are defining the risk percent from the option list provided. The list displays all open and authorized Risk categories.
   Module	Select the module for which you are defining the risk percent from the option list provided. The list displays only FX, DV, and OT modules.
   Product	Select the product code for which you want to apply this Risk maintenance from the option list provided. The list displays only FX, DV, and OT products. Additionally there is a product code ALL which you can select if you want the risk maintenance to be applicable for all the products.
   Tenor From	Specify the starting tenor or the minimum tenor for which the risk percent is applicable. By default the value of this field is 0 or the Tenor To of the previous record.
   Tenor To	Specify the ending tenor or the maximum tenor for which the risk percent is applicable.
   Risk Percent	Specify the Risk percent that is applicable to the Tenor defined. Oracle Treasury carries out the following validations on Risk Percent maintenance: Checks that Tenor To field is not negative Checks whether the Tenor To is earlier than Tenor From Checks if the Risk percent is negative Checks that Tenor To and Tenor From are not the same While inputting FX, Options or Derivatives contracts, the risk percent is derived from the risk category maintenance screen and the risk weighted amount is computed by the system.