ALM Cashflow Questions On Data Specifications for Cash Flow for Bonds

(Doc ID 2320867.1)

Last updated on NOVEMBER 21, 2017

Applies to:

Oracle Financial Services Asset Liability Management - Version 8.0.0 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Asset Liability Management (ALM)

Goal

While using ALM for generating contractual cash flow only, there are several questions on how to populate the data fields for bonds:

Question 1: The interest in bonds is usually calculated on a simple interest basis. In such case, what should be the value for n_compounding_freq? Can this be left NULL?
Question 2: What should the value be for n_amrt_term (Amortization Term) for non-amortizing instruments?
Question 3: What is the difference between product code and product type code?
Question 4: Is the n_cur_payment field in stage investments a mandatory field? Is this the last payment amount received?  If this field is not populated, will it break the cash flow calculations?
Question 5: Is the N_AMOUNT_P field required for cash flow generation?
Question 6: What is the maturity date for non-term instruments? Is it FIC MIS Date + 1?
Question 7: How is the v_repayment_type different from amrt_type_cd? Is this field required for contractual cash flow generation?
Question 8: How is the Account Closed Indicator (f_closed_ind) field used in contractual cash flow generation?
Question 9: Can the V_NET_MARGIN_CD (Loan table) field be left NULL or should a default value of 0 be used?
Question 10: Current plans are to model the forecasted Euribor on the fixing date. How is the fixing date captured in STG_IRC_RATE_HIST table?
Question 11: What is the purpose of effective date in STG_IRC_RATE_HIST table? Is it mandatory field?

Solution

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