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Receive Leg of Swaps Missing in FSI_D_SWAPS Due to Missing N_RCV_LEG_ACCT_SKEY in DIM_ACCOUNT After Running SCD (Doc ID 2377602.1)

Last updated on MAY 14, 2018

Applies to:

Oracle Financial Services Asset Liability Management - Version 8.0.5 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Asset Liability Management (ALM)

Symptoms

On ALM 8.0.5, DIM_ACCOUNT scd population in OFSAA is creating new SKEY for pay leg of swap however not populating receiving leg SKEY. The is causing receive side swap entry is missing in FSI% resulting in inaccurate valuation of impacted instruments.

ACTUAL BEHAVIOR
Receive leg of Swap missing in FSI_D_SWAPS due to missing N_RCV_LEG_ACCT_SKEY in DIM_ACCOUNT.

EXPECTED BEHAVIOR
Expect that N_RCV_LEG_ACCT_SKEY is properly updated after running DIM_ACCOUNT scd.

The issue can be reproduced at will with the following steps:
1. Swap instrument contracts are loaded in to STG_SWAPS_CONTRACTS.
2. DIM_ACCOUNT slowly changing dimension (scd) is run next.
3. Swap Pay and Rcv T2Ts are run finally that load FSI%.
4. ALM process is run for Swaps.

Cause

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