Financial Elements 710, 1710, 1715, and 1716 Not Output to RES_DTL When 'Mature At Repricing' is Selected (Doc ID 2353806.1)

Last updated on MAY 07, 2023

Applies to:

Symptoms

In Oracle Financial Services Asset Liability Management (ALM) 8.0.x, when running a Market Value ALM process that has:

1. "Mature at Repricing" is selected in the Discount Method
and
2. NEXT_REPRICE_DATE < NEXT_PAYMENT_DATE

The following Financial Elements (FEs) are not output to the RES_DTL_xxxxx table:

• 710 - Market Value
• 1710 - Liquidity Gap Present Value of Cash Flows
• 1715 - Liquidity Gap Present Value of Principal Cash Flows
• 1716 - Liquidity Gap Present Value of Interest Cash Flows

If you edit the Discount Method rule and un-select "Mature at Repricing", the FEs are output.  Or, if you keep "Mature at Repricing" selected and process a record with NEXT_REPRICE_DATE = NEXT_PAYMENT_DATE or NEXT_REPRICE_DATE > NEXT_PAYMENT_DATE, the FEs are output successfully.

Note: Market Value is output to FSI_O_RESULT_MASTER is all cases even when FE 710 is not created.

Cause

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