Difference In Modified Duration Calculation Between FSI_O_PROCESS_CASH_FLOWS & FSI_O_RESULT_MASTER
(Doc ID 3074544.1)
Last updated on MARCH 24, 2025
Applies to:
Oracle Financial Services Asset Liability Management - Version 8.0.7 and laterInformation 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)
Modern Risk and Finance (MRF)
FE 710 - Market Value
FE 725 - Modified Duration
Goal
On ALM 8.0.7.x version, there is difference in Modified Duration calculation between fsi_o_process_cash_flows & fsi_o_result_master
fsi_o_process_cash_flows shows account-wise details and fsi_o_result_master shows alm_coa_id wise details. Financial element ID 710 & 725 represents Market Value and Modified duration respectively.
You found there is a difference in calculation of Modified duration between fsi_o_process_cash_flows & fsi_o_result_master. While you sum up alm_coa_id wise in fsi_o_process_cash_flows, it does not match with fsi_o_result_master.
Solution
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In this Document
| Goal |
| Solution |
| References |