FE660(Gap Runoff) Generated Is Not Equal to FE661(Gap Principal Runoff) Plus FE662(Gap Reprice Runoff) for Derivative Products Where EXCHG_OF_PRINCIPAL As 1
(Doc ID 2718558.1)
Last updated on OCTOBER 15, 2020
Applies to:Oracle Financial Services Asset Liability Management - Version 8.0.5 to 126.96.36.199.0 [Release 8]
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)
Financial Element (FE)
For derivative products where EXCHG_OF_PRINCIPAL as 1, Financial Element 661 (Gap Principal Runoff) and Financial Element 662 (Gap Reprice Runoff) are either not computed or incorrectly computed for most records. As a result FE660 (Gap Runoff) is not equal to FE661 plus FE662.
Steps to reproduce:
1. Run ALM process for derivative products with EXCHG_OF_PRINCIPAL as 1.
2. Check the FE660, FE661, FE662 generated for same products in table RES_DTL_xxxxxx, FE660<>FE661+FE662.
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