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Incorrect Values Computed in ALM 8.0.4 for FE720 and FE725 when Market Value is Selected (Doc ID 2521752.1)

Last updated on JUNE 30, 2021

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 Asset Liability Management (ALM)
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Enterprise Performance Management (EPM)

Symptoms

On 8.0.4 version, the values provided in the RES_DTL_XXXXX for FE720 (Duration) and FE725 (Modified Duration) are incorrect when Market Value is selected.

The values being provided are logical sum of Duration of All Accounts falling in the bucket.

 

STEPS TO REPRODUCE

The issue can be reproduced at will with the following steps:
1. Run ALM Process with Market Value selected.
2. Duration populated to res_dtl table via FE720 is SUM of Duration for each event, for all accounts (records), falling under a particular output dimension, and falling within that particular time bucket.
3. Duration populated in result table is SUM of Duration weighted by Market value (respectively) for all accounts (record) falling under a output dimension.

Changes

 

Cause

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In this Document
Symptoms
Changes
Cause
Solution
References


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