Table of Contents
- Title and Copyright Information
- 1 About This Content
- 2 What is New in This Release for ALM Application
-
3
Introduction to Oracle Asset
Liability Management
-
3.1
Overview of Oracle Financial
Services Asset Liability Management
- 3.1.1 Oracle Asset Liability Management Key Benefits
- 3.1.2 Oracle Asset Liability Management and Other Oracle Financial Services Applications
-
3.1.3
Oracle Financial Services
Enterprise Performance Management
- 3.1.3.1 OFSAA Data Model
- 3.1.3.2 OFSAA Infrastructure
- 3.1.3.3 OFS Funds Transfer Pricing
- 3.1.3.4 OFS Profitability Management
- 3.1.3.5 OFS Pricing Management, Transfer Pricing Component
- 3.1.3.6 OFS ALM
- 3.1.3.7 OFS BSP
- 3.1.3.8 OFSAA Business Intelligence Applications
- 3.1.3.9 Oracle Asset Liability Management Integrations
- 3.1.3.10 Oracle Financial Services Analytical Overview
-
3.1
Overview of Oracle Financial
Services Asset Liability Management
-
4
Overview of OFSAA Infrastructure
- 4.1 Overview of Dimensionality in OFSAA
- 4.2 Referential Integrity
- 4.3 Dimension Attributes
- 4.4 Hierarchies
- 4.5 Rollup Members for Dimensions Supporting HierarĀchies
- 4.6 Dimension Types
- 4.7 Attributes
- 4.8 Overview of OFSAA Rules
- 4.9 OFSAA Filters
- 4.10 OFSAA Expressions
- 4.11 Folders
- 4.12 Visibility of Rules
- 4.13 Access Type
- 4.14 Application Preferences
- 4.15 Global Preferences
- 4.16 System Configuration
-
5
OFSAA Rate Management
- 5.1 Interest Rates
-
5.2
Interest Rates Details
- 5.2.1 Creating an Interest Rate Code
-
5.2.2
Interest Rate Code Tabs
-
5.2.2.1
Navigating Between Interest Rate Code
Tabs
- 5.2.2.1.1 Attributes Tab
- 5.2.2.1.2 Terms Tab
- 5.2.2.1.3 Historical Rates Tab
- 5.2.2.1.4 Historical Rates Tab on Interest Rate Code window
- 5.2.2.1.5 Add Historical Rates
- 5.2.2.1.6 Rate Lookup Behavior between Term Points
- 5.2.2.1.7 Rate Lookup Behavior Beyond Term Points
- 5.2.2.1.8 Rate Lookup Behavior between Effective Dates
- 5.2.2.1.9 Deletion of Historical Rates
- 5.2.2.1.10 Generate Graph
- 5.2.2.1.11 Excel Import or Export
- 5.2.2.2 Parameters Tab
- 5.2.2.3 Hybrid Term Structure Tab
-
5.2.2.1
Navigating Between Interest Rate Code
Tabs
- 5.2.3 Batch Creation
- 5.3 Currency
- 5.4 Currency Rates
- 5.5 Currency Exchange Rate Validation
- 5.6 Economic Indicators Summary Page
- 6 Simplified Batches
- 7 Holiday Calendar
-
8
Oracle Asset Liability Management
Process
- 8.1 Overview of the Process
- 8.2 Key Operational Concepts
- 8.3 Reconciling the Data
- 8.4 Cleansing the Data by performing Cash Flow Edits
- 8.5 Setting Application Preferences
- 8.6 Activating Currencies and Loading Exchange Rates
- 8.7 (Mandatory) Deciding on Historical Rate Information and Managing by Creating Interest Rate Codes
- 8.8 Defining Economic Indicators
- 8.9 Capturing Instrument Behavior for Non-standard Instruments
- 8.10 (Mandatory) Defining Time Buckets
- 8.11 (Mandatory) Defining Product Characteristics
- 8.12 (Mandatory - Deterministic) Defining Forecast Rate Scenarios
- 8.13 Defining Prepayments
- 8.14 Prepayment Model Method
- 8.15 Defining Discounting Methods
- 8.16 Defining Forecast Assumptions
- 8.17 Defining Transfer Pricing Rules
- 8.18 Transfer Pricing Methodologies and Rules
- 8.19 Defining Transfer Pricing Methodologies Using Node Level Assumptions
- 8.20 Defining Adjustment Rules
- 8.21 Defining Transaction Strategies
- 8.22 Defining Formula Results
- 8.23 (Mandatory – Stochastic) Defining Stochastic Rate Indexing Rules
- 8.24 (Mandatory) Defining and Running the Asset Liability Management Process
- 8.25 Reviewing Processing Errors
- 8.26 Accessing Asset Liability Management, Detail Cash Flow Results for Audit Purposes
- 8.27 Accessing Asset Liability Management, Interest Rate Audit Results
- 8.28 Analyzing Results
- 8.29 Reprocessing Erroneous Accounts
- 8.30 Consolidation of Results
- 9 Common Rule Management Tasks
- 10 Application Preferences
- 11 Cash Flow Edits
-
12
User Defined Behavior
Patterns
- 12.1 Creating Behavior Patterns
- 12.2 Viewing and Editing Behavior Patterns
- 12.3 Copying Behavior Patterns
- 12.4 Deleting Behavior Patterns
- 13 User Defined Payment Patterns
- 14 User Defined Repricing Patterns
- 15 Behavior Pattern Rule
- 16 Time Buckets
- 17 Default Product Profiles
-
18
Product Characteristics
- 18.1 Creating Product Characteristic Rules
-
18.2
Defining Product Characteristic Rules
- 18.2.1 Using Assumptions
- 18.2.2 All Business Tab
-
18.2.3
New Business Tab
- 18.2.3.1 Core Product Attributes Secondary Tab
- 18.2.3.2 Payment Attributes Secondary Tab
- 18.2.3.3 Adjustable Rate Attributes Secondary Tab
- 18.2.3.4 Negative Amortization Attributes Secondary Tab
- 18.2.3.5 Define Other Mortgage Attributes Secondary Tab
- 18.2.3.6 The Model Integration Secondary Tab
- 18.2.3.7 Define Inflation Adjustment Attributes Secondary Tab
- 18.3 Copying Assumptions Across Currencies and Products
- 19 Forecast Rates
- 20 Prepayment Rules
- 21 Prepayment Models
- 22 Prepayment Model Analysis
-
23
Prepayment Rate Calculation
Process
- 23.1 Creating a Prepayment Rate Calculation Process
- 23.2 Viewing Prepayment Rate Calculation Process
- 23.3 Editing Prepayment Rate Calculation Process
- 23.4 Copying Prepayment Rate Calculation Process
- 23.5 Deleting Prepayment Rate Calculation Process
- 23.6 Performance Tuning Prepayment Rate Calculation Processes
- 23.7 Executing a Prepayment Rate Calculation Process
- 24 Non Maturity Products Model Analysis
- 25 Non-Maturity Products Data Creation Process
- 26 Discount Methods
- 27 Rate Dependency Patterns
- 28 Forecast Balance Rules
- 29 Forecast - Pricing Margins
- 30 Forecast – Maturity Mix
-
31
Transfer Pricing Rules
- 31.1 Creating Transfer Pricing Rules
- 31.2 Defining the Redemption Curve Methodology
- 31.3 Associating Conditional Assumptions with Assumption Rules
- 31.4 Cash Flow: Average Life
- 31.5 Cash Flow: Duration
- 31.6 Cash Flow: Weighted Term
- 31.7 Cash Flow: Zero Discount Factors
- 31.8 Caterpillar
- 31.9 Copying Assumptions across Currencies
- 31.10 Defining Unpriced Account Methodology
- 31.11 Defining Tractor Methodology
- 31.12 Defining Transfer Pricing Methodologies Using Node Level Assumptions
- 31.13 Exceptions to Typical Calculations
- 31.14 Mid-Period Repricing Computations
- 31.15 Moving Averages
- 31.16 Overview of Transfer Pricing Methodologies and Rules
- 31.17 Redemption Curve
- 31.18 Spread from Interest Rate Code
- 31.19 Spread from Note Rate
- 31.20 Straight Term
- 31.21 Tractor Method
- 31.22 Transfer Pricing Methods and the Mid-Period Repricing Option
- 31.23 Transfer Pricing Rule Pane
- 31.24 Typical Calculations
- 31.25 Unpriced Account
- 31.26 Weighted Average Perpetual
- 31.27 Working with Transfer Pricing Rules
- 32 Adjustment Rules
- 33 Transaction Strategies
- 34 Formula Results
- 35 Stochastic Rate Indexing
- 36 ALM Processing
- 37 Andrew Davidson and Company (ADCo) Prepayment Method
- 38 Moody's WSA Integration with OFS ALM
- 39 Data Aggregation and Stratification
- 40 Metadata Browser
- 41 Performance Tuning
- 42 Multi-Language Support
- 43 Archive-Restore
- 44 Interest Rate Risk in the Banking Book (IRRBB)
- 45 Common Utilities and Scripts
- 46 Standard Navigation Paths
- 47 Oracle ALM Error Messages
- 48 Glossary