Getting Negative YTM in FSI_O_RESULT_MASTER from ALM Process
(Doc ID 2208652.1)
Last updated on MARCH 12, 2021
Applies to:
Oracle Financial Services Asset Liability Management - Version 8.0.0 and laterInformation in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
Symptoms
In Oracle Financial Services Asset Liability Management (ALM) 8.0, when you run an ALM Process that includes Market Value and Yield to Maturity, you get negative values output to the YTM column in FSI_O_RESULT_MASTER. For example, for one Product / Currency, the following data exists:
RESULT_SYS_ID | CUR_PAR_BAL | MARKET_VALUE | YTM |
---|---|---|---|
200211 | 53,464,410,207 | 62,104,696,514 | -286.5 |
You expect the YTM value to be positive.
Cause
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In this Document
Symptoms |
Cause |
Solution |
References |