1. Asset Liability Management User Guide
  2. OFSAA Rate Management
  3. Currency Rates

5.4 Currency Rates

OFSAA Rate Management's Currency Rates module uses the currencies defined and activated in the Currency module to support the creation and maintenance of historical exchange rates. Currency exchange rates are utilized in:

  • OFS Funds Transfer Pricing (OFS FTP) Ledger Migration processes
  • OFS Asset Liability Management (OFS ALM) Currency Consolidation process (see the OFS Asset Liability Management User Guide)
  • OFS Profitability Management multi-currency allocations.
  • OFS Hedge Management and IFRS Valuations (see the Oracle Hedge Management and IFRS Valuations User Guide)

To view the Currency Rate, navigate to Common Object Maintenance, select Rate Management, and then select Currency Rates. In this window, you can manage historical exchange rates between currencies.

For ALM, FTP, and PFT, From Currency defaults to the Initial Currency selection from the Assumption Management defaults in the active Application Preferences window. You can select another From Currency from the drop-down list that displays all Active currencies.