OFSAA ALM 8.0.2.0.0 Maturity Mix Hierarchical Inheritance Not Working (Doc ID 2264525.1)

Last updated on MAY 10, 2017

Applies to:

Oracle Financial Services Asset Liability Management - Version 8.0.2 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Asset Liability Management (ALM)
New Business
Forecast Balance

Symptoms

On ALM 8.0.2, the maturity mix Hierarchical Inheritance not working.

ACTUAL BEHAVIOR
When running an ALM dynamic deterministic with forecast assumptions (FBAL, Pricing Margin, Maturity Mix), unless maturity mix assumptions are held at the leaf level, the specified maturity for new business (as defined in the maturity mix) is not referenced by the engine. The forecast balance results in the RES_DTL table (RESULT_TYPE_CD = 1), has output consistent with a default maturity mix of 1 month.

EXPECTED BEHAVIOR
Expect correct maturity mix to be inherited as defined.

The issue can be reproduced at will with the following steps:
1. Define all New Business Assumptions
2. Create new ALM Dynamic Deterministic process
3. Run and check results.

Cause

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