ALM FE 210 Total Runoff Using Forecast Balance with Rollover with New Add Results Cannot be Validated

(Doc ID 1461276.1)

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

Forecast Balance

Symptoms

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.

ACTUAL BEHAVIOR
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.

STEPS
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.

Cause

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