No Liquidity Gap or Market Value Records Output for New Business (Doc ID 1315841.1)

Last updated on JULY 28, 2017

Applies to:

Oracle Financial Services Asset Liability Management - Version 5.2 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)

Symptoms

In Oracle Financial Services Asset Liability Management (ALM), when running an ALM Process that calculates Market Value and creates New Business records, you do not see any market value records in FSI_O_RESULT_MASTER with RESULT_TYPE_CD = 1.  (New business records have RESULT_TYPE_CD = 1.)  FSI_O_RESULT_MASTER does have rows with RESULT_TYPE_CD = 0 for the instrument table data.

Additionally, in the RES_DTL_xxxxxx table, you do not see any Liquidity Gap Financial Elements for RESULT_TYPE_CD = 1.  For example, Financial Element 1672 (Liquidity GAP Interest Cash Flow Net) exists for RESULT_TYPE_CD = 0 (current business) but not for RESULT_TYPE_CD = 1 (new business).

Steps to Reproduce:

  1. Go to Asset Liability Management
  2. Go to ALM Processing > Dynamic Process > Dynamic Deterministic
  3. Create a Dynamic Deterministic process with "Market Value" selected in Calculation Methods and a Discount Methods Rule defined as well as a Forecast Balance and Maturity Mix rule selected.
  4. Execute the process

There are no rows in FSI_O_RESULT_MASTER with RESULT_TYPE_CD = 1 for New Business.

Cause

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