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CPRs Not Being Recognized When Using Prepayments With Adjustment Rules and Cash Flow Transfer Pricing Methodology (Doc ID 2711168.1)

Last updated on SEPTEMBER 16, 2020

Applies to:

Oracle Financial Services Funds Transfer Pricing - Version 8.0.7 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Funds Transfer Pricing (FTP)
Oracle Financial Services Enterprise Performance Management (EPM)


On FTP, it appears that the conditional prepayment rate (CPR)s are not being recognized when using Adjustment Rules and Cash flow methodology. The output values for liquidity premium adjustments and other adjustments are not reflecting the CPRs assigned to the underlying products. Both of the adjustments utilize a cash flow methodology. This is resulting in values for those components being too high relative to expectations.

This has not previously been tested to be working.


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