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Daily Cash Flows Generated After Enabling Market Value with a Repricing Frequency of 1 Day (Doc ID 2583048.1)

Last updated on SEPTEMBER 13, 2019

Applies to:

Oracle Financial Services Asset Liability Management - Version 8.0.0 and later
Oracle Financial Services Liquidity Risk Management - Version 8.0.0 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.x, when running the Cash Flow Engine to populate FSI_O_PROCESS_CASH_FLOWS, you find that daily cash flows for Financial Element (FE) 430 are output after selecting "Market Value" in Calculation Elements.

The source records have a REPRICE_FREQ = 1 Day (with PMT_FREQ = 1M).  You see values like the following output to FSI_O_PROCESS_CASH_FLOWS:

 

If you un-select "Market Value" and re-run the Process, FE 430 is output as expected only on the payment dates (once a month) in FSI_O_PROCESS_CASH_FLOWS.

If using ALM to generate data for Liquidity Risk Management (LRM), this issue impacts your ability to get the correct data to transfer from FSI_O_PROCESS_CASH_FLOWS into LRM.

Cause

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In this Document
Symptoms
Cause
Solution
References


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