Last updated on JUNE 23, 2017
Applies to:Oracle Financial Services Asset Liability Management - Version 8.0.4 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Asset Liability Management (ALM)
On ALM 8.0.4, consolidated results tables appear to end early at the end of the income simulation buckets instead of expected definition Liquidity Rate Risk (LRR) and Interest Rate Risk (IRR) bucket end.
The Consolidated Results Table appears to end at the end of the income simulation bucket end instead of defined LRR and IRR buckets only in the Consolidated Results Table:
The following financial elements (FEs) after the 5 Year Mark:
Res_Dtl table results seem to be expected.
Time Buckets: Income Simulation Buckets 5Y
Liquidity Buckets 20Y + 99Y Bucket
Deal processed has a maturity which surpasses by almost 10 years the as of date.
In the Res_dtl table FE 430 is calculated up to bucket 44 (the 5Y from the IS Buckets). FE 1672 is calculated up to bucket 63 (the 10Y mark from the Liq Buckets). Also FEs 1660,1661 and 1668 show up correctly.
When checking Cons_Dtl table for the same deal the situation changes. FE 430 is again calculated up to bucket 44 (the 5Y from the IS Buckets) as it should. But now the FE 1672 is calculated only up to bucket 44 (the 5Y mark also for the Liquidity Buckets), after this point we get only 0 as results. FEs 1660, 1661 and 1668 do not appear at all in this case.
The curious case is that FEs 1710, 1715 and 1716 (related to Market Value) appear for both Res and Cons.
Expect all FEs to be have the same bucket outputs between the Res and Cons table.
If the Time Bucket definition is updated for the Income Simulation buckets to be extended, then the Cons Dtl output is as expected.
The issue can be reproduced at will with the following steps:
1. Define Time Bucket definition with Income Simulation shorter than LRR and IR buckets.
2. Run ALM process with output as Prod/Org/Currency
3. Check RES_DTL and CONS_DTL output for the following FEs:
The following FEs after the 5 Year Mark:
4. Update the Time Bucket to add additional Income Simulation Bucket to extend to same as LRR and IR buckets.
5. Rerun and check the res_dtl and cons_dtl tables output past the 5 year mark.
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