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Hedge Effectiveness Testing Is Failing When Currency Is Different From The Reporting Currency (Doc ID 2859613.1)

Last updated on OCTOBER 31, 2023

Applies to:

Oracle Financial Services Hedge Management and IFRS Valuations - Version 8.0.7 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Hedge Management (HM) and IFRS

Symptoms

When doing Hedge Effectiveness testing, you are getting a pop up window with the following error message:

"Prospective methodology cannot be calculated due to unavailability of fair value for multiple Start Date Indexes".



In this case, you are processing a currency that is different from the reporting currency.  The data from FCT_ACCOUNT_FAIR_VALUE is not getting loaded into the target tables, FSI_M_HEDGED_INS_ET_REC and FSI_M_HEDGING_INS_ET_REC.

Cause

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In this Document
Symptoms
Cause
Solution
References


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