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Effectiveness Test Failed With Errors If "Hedged Items" Defined By "Hedge Segment" (Doc ID 2511547.1)

Last updated on OCTOBER 28, 2019

Applies to:

Oracle Financial Services Hedge Management and IFRS Valuations - Version 8.0.0 and later
Information in this document applies to any platform.
Oracle Financial Services Hedge Management (HM)
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Enterprise Performance Management (EPM)

Symptoms

Effectiveness test failed with errors when selecting "Hedge Segments" value as Definition Type within the "Hedged Items" block from the "Hedge Definition" screen.

All segments whose segment type is "IFRS9 - ECL" (also the only one available in HM) were selected.

 

ERROR

20065 - Please select hedged item(s) for Interest Rate Swap
20062 - Retrospective methodology cannot be calculated due to unavailability of fair value for previous dates

 

STEPS TO REPRODUCE

The issue can be reproduced at will with the following steps:
1. Login to OFSAA -> Hedge Management
2. Define an Effectiveness test while selecting "Hedge Segments" value as Definition Type within the "Hedged Items" block from the "Hedge Definition" screen
3. Select all segments of type IFRS9 - ECL
4. Run effectiveness test.

Changes

 

Cause

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In this Document
Symptoms
Changes
Cause
Solution


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