Last updated on AUGUST 03, 2015
Applies to:Oracle Financial Services Asset Liability Management - Version 6.1.1 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
For Oracle Financial Services Asset Liability Management (ALM) 6.1.1, after installing Patch 20673483 "ALM Deterministic Process Generates the Same Results for Different Scenarios", when you run the ALM Process with a Discount Method to calculate Market Value, the Market Value results are the same for all Interest Rate scenarios.
Also, after validating the Market Value result, ALM appears to be using a 0% discount rate in the calculation.
The Discount Rate rule used in the ALM Process has a Discount Method of "Forecast Remaining Term". You expect ALM to use the rate from the Discount Method and to generate different Market Value balances for the different Interest Rate scenarios.
Sign In with your My Oracle Support account
Don't have a My Oracle Support account? Click to get started
My Oracle Support provides customers with access to over a
Million Knowledge Articles and hundreds of Community platforms