ALM FE 210 Total Runoff Using Forecast Balance with Rollover with New Add Results Cannot be Validated
Last updated on SEPTEMBER 18, 2017
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 Infrastructure (OFSAAI) - Version 7.2
Oracle Financial Services Analytical Applications (OFSAA) - Version 5.x
On Oracle Financial Services Asset Liability Management (ALM) 5.6, when attempting to validate FE 210 Total Runoff results using Rollover with New Add, the results do not match the expected calculation.
The new business's maturity and amortization are 7 days defined in Maturity Mix. The FE 210 do not appear to match manual validation calculations.
The issue can be reproduced at will with the following steps:
1. Enter instrument records
2. Enter all ALM Dynamic Assumptions
3. Run ALM Dynamic assumptions and check results.
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