What Table Should be Used to Model Cash Instruments for ALM? (Doc ID 1365717.1)

Last updated on OCTOBER 04, 2016

Applies to:

Oracle Financial Services Asset Liability Management - Version 5.6 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Asset Liability Management (ALM)

Goal

Currently, there is no instrument table which holds cash instruments. Ideally Cash is always capture at ledger level and not at instrument level.  However, ALM does not run on the ledger stat table.
How do you include cash data for ALM processing?

Considering the following scenario:
Balances against cash and Equity will be provided to the Ledger Stat table.  However, items are required to be included in the ALM analysis as well. ALM runs only on Instrument source data and does not refer to balances in the Ledger Stat table. Thus when a bank wants to run ALM for both Instrument and Ledger balances (like Equity and Cash not captured in Instrument data), it would not be able to run the same as Ledger balances cannot be included.

OFSAA has a FSI_D_LEDGER_STAT_INSTRUMENT table which can be used to plug variances between Ledger stat and Instrument table (variance occurs as balances against Cash and Equity will be there in the Ledger stat table but there is no corresponding Instrument table to hold their details). The FSI_D_LEDGER_STAT_INSTRUMENT table does not have a corresponding Stage Ledger Stat instrument table which the bank can use to provide information for Cash and Equity.

How can users pass information to FSI_D_LEDGER_STAT_INSTRUMENT table?

Solution

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