ALM Dynamic Deterministic Process Fails When Consolidated Currency is On (Doc ID 2258541.1)

Last updated on AUGUST 15, 2017

Applies to:

Oracle Financial Services Asset Liability Management - Version 8.0.1 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)

Symptoms

On : 8.0.1 version, Calculation Engine

When attempting to run ALM Dynamic Deterministic process on Loan Contracts with a small number of  records and large number of Forecast Balance definition, the process failed with the following error.

Error:



Steps
1. Executing Dynamic deterministic process with 9 records for one single product and currency. The process has rules configured across 6000+ products among 80 active currencies
    Along with all Mandatory configuration required to compute new business, there are prepayment models and 13 scenarios.
    The process is not computing any market value, duration etc.
    The process fails after long run of 9+ hours and log generated is around 44 GB.

2. When running with no prepayment the process is successful.
3. When running with only Product in the output dimension, the process is successful.
4. When running with Consolidated Details Off, the process is successful.


Cause

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