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ALM Not Generating Output for Runoff Financial Elements (FE)s 195, 210 and 212 for Swaps / Cap Floors (Doc ID 2115191.1)

Last updated on MARCH 04, 2019

Applies to:

Oracle Financial Services Asset Liability Management - Version 8.0.0 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)


Oracle Financial Services Asset Liability Management (ALM) 8.0 is not generating financial element output for runoff for FE 195 (Maturity Runoff), FE 210 (Total Principal Runoff) and FE 212 (Total Runoff Negative) for Swap or Cap Floor instruments.  Other instruments are properly generating expected runoffs.


There are no FE 195, FE 210 and 212 rows generated to the RES_DTL table for these products.


Expect proper runoff rows to be generated for all instruments with correct account type.

The issue can be reproduced at will with the following steps:

1. Setup Deterministic Dynamic ALM Process as below

Group Filter: SWAPS_TEST
Source Selection:Swaps

CE: checked the below check box:
Liquidity Gap
Repricing Balances and Rates

Runoff Components
Tease,Cap,Floor and Negative Amortization Details
New Origination Balances and Rates
Standard Financial Elements

Output Preferences:
Output Dimension:Product/Currency

2. Run the Deterministic Dynamic ALM Process


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