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Interest Cash Flow (FE 430) Incorrectly Output for 1st Rate Tier When Rate Dependency Pattern Used in Maturity Mix (Doc ID 2372387.1)

Last updated on MARCH 17, 2019

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)


For Oracle Financial Services Asset Liability Management (ALM) 8.0.2, for a Dynamic Deterministic process with New Business, when you add a Rate Dependency Pattern to the Maturity Mix, the cash flow engine is outputting Interest Cash Flow (FE 430) for the wrong Maturity term.

In this case, in the Product Characteristic definition, Payment Frequency = 0 so, for new business, all payments and interest should be output at maturity.

The Maturity Mix with the Rate Dependency Pattern contains the following:

Rate TierMaturity Term
0.1 6 Months
2 9 Months
5 12 Months

In this case, based on the Rate Dependency pattern, the cash flow engine should be using the 12 Month maturity term.  Maturity Runoff (FE 195) does occurs in the correct bucket after 12 Months.

The problem is that Interest Cash Flow (FE 430) is output to the RES_DTL_xxxxx table in the 6 Months bucket.

You do not understand why FE 430 in output using the 1st rate tier from the rate dependency pattern (6 months) when you expect it to mature at 12 months using the 3rd tier.


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