No Gap Financial Elements Output for New Business Records with a Dynamic Start Date = 1 Day
Last updated on DECEMBER 19, 2012
Applies to:Oracle Financial Services Asset Liability Management - Version 6.0 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
In Oracle Financial Services Asset Liability Management (ALM), when you run a Dynamic Deterministic process, the new business output (with RESULT_TYPE_CD = 1) has Total Runoff (FE 210) rows but no Gap Runoff (FE 660) or Liquidity Gap Runoff (FE 1660) rows. For current position data (with RESULT_TYPE_CD = 0), Total Runoff, Gap Runoff, and Liquidity Gap Runoff all exist. In the Time Bucket definition, for the Interest Rate and Liquidity Gap Buckets, you use a Dynamic Start Date = 1 Day for new business. As a result, you expect to see Gap Runoff calculated for the new business records.
Steps to Reproduce:
- Go to Asset Liability Management
- Go to ALM Processing > Dynamic Process > Dynamic Deterministic
- Create a new Process, selecting Repricing Gap and Liquidity Gap in the Calculation Elements
- Run the ALM process
Financial Elements 660 and 1660 do not get output for new business (RESULT_TYPE_CD = 1).
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