Search Results xtr_rm_md_sets




Overview
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Overview

The XTR_RM_MD_SETS table is a core data repository within the Oracle E-Business Suite (EBS) Treasury (XTR) module, specifically in versions 12.1.1 and 12.2.2. It functions as the master definition table for market data sets. In the context of treasury risk management, a market data set is a logical grouping of financial market rates, prices, and volatilities (e.g., interest rate curves, foreign exchange rates, commodity prices) used for valuation, simulation, and risk analysis. This table stores the high-level attributes and metadata for these sets, enabling the system to organize and reference complex market data required for sophisticated treasury operations, including portfolio valuation, Value at Risk (VaR) calculations, and stress testing.

Key Information Stored

While the provided ETRM excerpt does not list individual columns, the table's description as containing "Market data set attributes" and its primary key structure indicate its core data. The primary key is the SET_CODE column, which uniquely identifies each market data set. Other attributes stored in this table likely include descriptive fields such as the set name (SET_NAME), its status (e.g., ACTIVE, HISTORICAL), the base currency, the valuation date for which the data is valid, creation date, and last update information. These attributes define the purpose, validity, and administrative context of each curated collection of market data used by the QRM (Quantitative Risk Management) and other analytical engines within Oracle Treasury.

Common Use Cases and Queries

This table is central to configuring and executing risk management analyses. A common operational use case is retrieving a list of all active market data sets available for running a portfolio risk report. Database administrators or technical consultants may query this table to audit setup or troubleshoot data issues. Sample SQL patterns include fetching basic set information or joining with related tables to understand the full data structure.

  • Listing Active Market Data Sets: SELECT set_code, set_name FROM xtr.xtr_rm_md_sets WHERE status = 'ACTIVE' ORDER BY set_code;
  • Finding Sets Used by a Specific Analysis: SELECT s.set_code, s.set_name FROM xtr.xtr_rm_md_sets s, xtr.qrm_analysis_settings a WHERE a.md_set_code = s.set_code AND a.analysis_name = 'MY_STRESS_TEST';

Related Objects

The XTR_RM_MD_SETS table has defined foreign key relationships with other critical treasury tables, as documented in the ETRM metadata. These relationships illustrate how market data set definitions are utilized within the application.

  • QRM_ANALYSIS_SETTINGS: This table references XTR_RM_MD_SETS via the column QRM_ANALYSIS_SETTINGS.MD_SET_CODE, which joins to XTR_RM_MD_SETS.SET_CODE. This links a configured risk analysis (e.g., a VaR simulation) to the specific market data set it should use for calculations.
  • XTR_RM_MD_SET_CURVES: This child table references XTR_RM_MD_SETS via the column XTR_RM_MD_SET_CURVES.SET_CODE, which joins to XTR_RM_MD_SETS.SET_CODE. This relationship stores the detailed composition of a market data set, listing the individual yield curves, surfaces, or rate points that belong to it.