2 Introduction to Oracle Financial Services Cash Flow Engine Reference Guide
The Oracle Financial Services Cash Flow Engine Reference Guide emphasizes business analysis and provides definitions, analytical concepts, processes, and calculations used in the processing of the Oracle Asset Liability Management and Oracle Funds Transfer Pricing Applications. The information provided includes:
- Cash Flow Engine Data Requirements, Cash Flow, and Repricing Event Logic, Formula Calculations, and required rate formats, and conversion methodologies used to produce Cash Flows for both Asset Liability Management and Funds Transfer Pricing.
- Detailed concepts, processes, and formulas used in the generation of Option Costs in Transfer Pricing and Monte Carlo based projections in Asset Liability Management, including Rate Generator Computations, Analytical Calculations, and Term Structure Parameters.
- Instructions for generating detailed Cash Flow Output for review and audit purposes and for consolidating the results of multiple ALM Processes.
- The Oracle Financial Services Analytical Applications Suite of Products, particularly Oracle Asset Liability Management and Oracle Funds Transfer Pricing.
- Associated Analytic Theory and Concepts.
Related Topics
- Boundaries and Limitations
- Consolidation of Results
- Detail Cash Flow Audit Options
- Cash Flow Calculations
- Cash Flow Dictionary
- Distributed Originations
- Rate Conversion
- Transfer Pricing Option Costs
- Monte Carlo Analytics
- Forecast Rate Calculations
- Autobalancing
- Forward Starting Instruments
- Historical Simulation
- Derivatives in Stochastic Processes
- Embedded Options Valuation
- Bonds with Embedded Options
- Inflation-Indexed Instrument
- Financial Elements
- IRRBB