812 Break Identification Process Producing Different Results Than 805 for Adjustable Rate Instruments
(Doc ID 2902682.1)
Last updated on JANUARY 24, 2024
Applies to:
Oracle Financial Services Funds Transfer Pricing - Version 8.1.2 and laterInformation in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Analytical Applications Infrastructure (OFSAAI / AAI)
Oracle Financial Services Funds Transfer Pricing (FTP)
Oracle Financial Services Enterprise Performance Management (EPM)
Symptoms
On FTP 8.1.2, the Break Identification process is producing different results than 805. The Last Reprice Date and the Next Reprice Date are being updated differently in the fsi_d_break_funding_charges for 812 vs 805. In 805 the dates are updating by 30 day increments in 805 however in 812 they are advancing to the current period. This is causing discrepancies in the results and not able to determine why there is this change and which results are correct.
Specific example:
812: FSI_D_BREAK_FUNDING_CHARGES
LAST_REPRICE_DATE NEXT_REPRICE_DATE BREAK_FUNDING_AMT BREAK_FUNDING_AMT_CHG BREAK_FUNDING_MV BREAK_FUNDING_RATE
5-Jul-22 4-Aug-22 -19.132 -19.13 313824.362 -0.006097
805: FSI_D_BREAK_FUNDING_CHARGES
LAST_REPRICE_DATE NEXT_REPRICE_DATE BREAK_FUNDING_AMT BREAK_FUNDING_AMT_CHG BREAK_FUNDING_MV BREAK_FUNDING_RATE
6-May-22 5-Jun-22 313823.542 0 -18.312 100.005836
Changes
Cause
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In this Document
| Symptoms |
| Changes |
| Cause |
| Solution |
| References |