ALM Static Process Not Outputing All Financial Elements (FEs) For All the Dynamic Start Dates (Doc ID 2280079.1)

Last updated on JUNE 23, 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)

Symptoms

On ALM 8.0.2, when using a time bucket definition which is containing 26 dynamic start dates. Have noticed that the output for certain dynamic start dates (DSD) 15 up to 26, all within the Liquidity Risk (LR) Buckets contain only one single financial element while DSD 14 (which is the 1st DSD from the LR Buckets) contains multiple ones.

ACTUAL BEHAVIOR
Missing financial element output for LR dynamic start dates from 15-26.

EXPECTED BEHAVIOR
As per the user guide: Liquidity GAP Buckets are similar to Interest Rate GAP buckets. The only difference is that Liquidity Bucket definitions impact only the Liquidity Runoff financial elements, which range from FE 1660 to 1717. Expect to see LRR FEs for all LRR defined start dates.

The issue can be reproduced at will with the following steps:
1. The deal on which the test was done and the bucket structure.  Have used a simple Static Process (with Repricing and Liquidity Gap checked in the Calculation Elements Screen) with the standard unchanged definition for Product Characteristics, a simple Flat definition for Forecast Scenario (this doesn't impact us at all as the deal is a fixed one) and for Discounting Methods a plain Spot Input of 1%.

Cause

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