ALM 8.1.1.1 Process Is Slow on Market Value Calculation When Using Discount IRC With Negative Rates
(Doc ID 2879826.1)
Last updated on DECEMBER 15, 2023
Applies to:
Oracle Financial Services Asset Liability Management - Version 8.1.1.1 and laterInformation in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Asset Liability Management (ALM)
Symptoms
On ALM 8.1.1.1.2, when attempting to run ALM process on FSI_D_CASA with 800 thousand rows, 1 Day maturity only, generating Market Value results for Liquidity Risk (LR)/ Interest Rate Risk (IRR) runoffs found the process is taking over two hours. User expect the process takes a few minutes.
Steps To Replicate:
1. Run ALM process on FSI_D_CASA 800 thousand rows with EUR currency, with 1Day maturity only, generating Market Value results, IRR, LR runoffs found the process is taking over 2 hours.
2. Removed Market Value, and the same process runs in 5 minutes.
3. Selected Market Value calculation, using discounting curve having positive values, the run time is 15 minutes.
Cause
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In this Document
| Symptoms |
| Cause |
| Solution |
| References |