ALM Process Does Not Output "Inflation Indexed" Financial Elements (178, 179, 665, 669, 1665, 1669)

(Doc ID 2400639.1)

Last updated on MAY 22, 2018

Applies to:

Oracle Financial Services Asset Liability Management - Version 8.0.4 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)

Symptoms

In Oracle Financial Services Asset Liability Management (ALM) 8.0.4, when running an ALM Process with columns populated for Inflation Index Instruments, no inflation adjusted Financial Elements are output to the RES_DTL_xxxxx table for current business (result_type_cd = 0).

You expect to see the following Financial Elements:

178 - Inflation Adjustment to Principal
179 - Inflation Adjustment to Interest
665 - Gap Inflation Adjustment to Principal
669 - Gap Inflation Adjustment to interest
1665 - Liquidity Gap Inflation Adjustment to Principal
1669 - Liquidity Gap Inflation Adjustment to Interest

On the source table (ex. FSI_D_LOAN_CONTRACTS), you populated the required columns listed in the Oracle Financial Services Cash Flow Engine Reference Guide, Chapter 18 "Inflation Indexed Instrument":

BASE_INDEX_VALUE
INDEX_ID
INDEX_ADJ_TYPE
CAP_PROTECTION_CATEGORY

You created an Economic Indicator in Rate Management.

Rows exists in FSI_ECO_IND_HIST_RATES matching the INDEX_ID value on the instrument record.  For example:

select * from FSI_ECO_IND_HIST_RATES where economic_indicator_sys_id in (select index_id from fsi_d_loan_contracts
where id_number = 3000004);

Finally, you updated the Forecast Rates rule to set a definition for the Economic Indicator.

However, you still do not get the Inflation Adjustment Financial Elements output.

Cause

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