ALM 5.2 Process Does Not Output Market Value Results to FSI_O_RESULT_MASTER But Results Exist in RES_DTL_xxxxx and ORA-00904 Errors (Doc ID 1350527.1)

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 you run an ALM process that calculates Market Value, you get rows in the Result Detail table (RES_DTL_xxxxxx) but no rows in FSI_O_RESULT_MASTER.  You have defined a Discount Methods rule and Dynamic Start Dates in the Time Buckets.  If you turn on logging in Application Preferences, the ofsrm.xxxxxx.log in $FIC_DB_HOME/log/FusionApps contains the following ORA-00904 error:

Module Logging OFS errors: (203105) Oracle drv_oci error: OCI Function: [4] - oexec(),
oexn() SQL Function: [0] - SQL function not found! Oracle Error:
ORA- 00904: "MODIFIED_DURATION_C": invalid identifier Driver
Function: drv_oci::Execute() SQL Statement:
update FSI_D_CASA a
set market_value_c = :market_value_c, market_value_clean_c =
:market_value_clean_c, Duration_c = :Duration_c,
Modified_Duration_c = :Modified_Duration_c
where a.rowid = :0

After adding the column MODIFIED_DURATION_C to the instrument table, you then get a new error:

Module Logging OFS errors: (203105) Oracle drv_oci error: OCI Function: [4] - oexec(),
oexn() SQL Function: [0] - SQL function not found! Oracle Error:
ORA- 00904: "CUR_OTH_ADJ_RATE": invalid identifier Driver
Function: drv_oci::Execute() SQL Statement:
insert into FSI_O_RESULT_MASTER(result_sys_id, ORG_UNIT_ID,
GL_ACCOUNT_ID, COMMON_COA_ID, PRODUCT_ID, iso_currency_cd,
scenario_num, start_date_index, result_type_cd, leg_type,
financial_rollup, cur_par_bal, cur_net_par_bal, cur_defer_bal_c,
cur_net_rate_w, cur_transfer_rate, cur_warm, cur_intr_rec_accr,
new_gross_balance, new_net_balance, market_value, duration,
convexity, modified_duration, ytm, average_life,
market_value_clean, CUR_LIQ_PREM_RATE, CUR_BAS_RISK_COST_RATE,
CUR_PRIC_INCENT_RATE, CUR_OTH_ADJ_RATE)
values (:result_sys_id, :ORG_UNIT_ID, :GL_ACCOUNT_ID,
:COMMON_COA_ID, :PRODUCT_ID, :iso_currency_cd, :scenario_num,
:start_date_index, :result_type_cd, :leg_type, :financial_rollup,
:cur_par_bal, :cur_net_par_bal, :cur_defer_bal_c,
:cur_net_rate_w, :cur_transfer_rate, :cur_warm,
:cur_intr_rec_accr, :new_gross_balance, :new_net_balance,
:market_value, :duration, :convexity, :modified_duration, :ytm,
:average_life, :market_value_clean, :CUR_LIQ_PREM_RATE,
:CUR_BAS_RISK_COST_RATE, :CUR_PRIC_INCENT_RATE, :CUR_OTH_ADJ_RATE
)

This prevents ALM from outputting Market Value in FSI_O_RESULT_MASTER.

Cause

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