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Break Funding Economic Loss Calculation Yielding Incorrect Output With No Break Funding Adjustment Amounts Output (Doc ID 2460467.1)

Last updated on AUGUST 05, 2020

Applies to:

Oracle Financial Services Funds Transfer Pricing - Version 8.0.5 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Funds Transfer Pricing (FTP)

Symptoms

On FTP 8.0.5, the Break Funding Economic Loss calculation is yielding incomplete results:

ACTUAL BEHAVIOR
When running the economic loss adjustment rule on the loan portfolio, the following incomplete results are observed:

1. False Negatives: Select instruments identified by the break id process are not updated with break_funding_amt_chg, break_funding_amt, or break_funding_mv. However, there are other instruments in the data set that are being updated by this process.
2. Job Failure: The job is failing on specific instruments. Of a sample set of three instruments, when running using a data filter against two of the instruments, the job completes. When running against the third instrument, the job fails. In previous runs, the job completes against whatever was the complete data set at that point in time in the FSI_D_BREAK_FUNDING_CHARGES table.
3. No Cash Flow Detail: The process cash flows table has not been updated with any cash flow details. This includes runs when the economic loss process did output results and did complete successfully.
Note that the standard cash flow edits were run against the break funding charges table prior to running the economic loss process.

The issue can be reproduced at will with the following steps:
1. Load instrument records
2. Truncate table fsi_d_break_funding_charges;
commit;
3. Run BREAK_FUNDING ID BATCH
4. Run BF CFE May
5. Run BF CFE June
6. Run FTP Standard Process

Cause

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In this Document
Symptoms
Cause
Solution
References


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