Convexity Calculation of FSI_O_CONSOLIDATED_MASTER on Table FSI_D_FX_CONTRACTS Incorrect Along With Overflow Error ORA-01438 in ALM 8.0.1

(Doc ID 2349993.1)

Last updated on JANUARY 19, 2018

Applies to:

Oracle Financial Services Asset Liability Management - Version 8.0.1 to 8.0.1 [Release 8]
Oracle Financial Services Analytical Applications Infrastructure - Version 8.0.1 to 8.0.1 [Release 8]
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications Infrastructure (OFSAAI)
Oracle Financial Services Asset Liability Management (ALM)

Symptoms

In ALM 8.0.1, the convexity of FSI_O_CONSOLIDATED_MASTER on FSI_D_FX_CONTRACTS is wrongly calculated and is NOT calculated based on below concept as expected:

Convexity of FSI_O_CONSOLIDATED_MASTER = Convexity of FSI_O_RESULT_MASTER *(1/Exchange Rate)

Also overflow error occurred in FSI_O_CONSOLIDATED_ MASTER as below:

ERROR

ORA- 01438: value larger than specified precision allowed

Cause

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