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R12:XTR: When Exclusion Item NONE Revaluation UNREALIZED GAIN LOSS Incorrect and Retro Test Fails (Doc ID 1273212.1)

Last updated on MARCH 12, 2021

Applies to:

Oracle Treasury - Version 12.0.0 to 12.2.8 [Release 12 to 12.2]
Information in this document applies to any platform.


When exclusion item: NONE revaluation appears to be incorrect: UNREALIZED GAIN/LOSS is incorrect and Retrospective Effectiveness Test FAILS? Basically:
1. When exclusion item is NONE revaluation appears to be incorrect: UNREALIZED GAIN/LOSS is incorrect And Retrospective Effectiveness Test FAILS?
2. What is the calculation for the Unrealized Gain or Loss for hedges?

a. Exclusion Item on 13008 is none
b. Exclusion Item 13007 is set to time value

13007 HEDGE CCYUNRL       0       -100000 01-NOV-10 30-NOV-10
13008 HEDGE UNREAL   -5092.03 -320840.61 01-NOV-10 30-NOV-10
14065 FX        UNREAL   -101.65       -101.65 01-NOV-10 30-NOV-10
14066 FX        UNREAL  -5240.5    -5240.5 01-NOV-10 30-NOV-10

Step 1: Create FX Forward (Deal = 14068) > Create Hedge Attributes > Effectiveness Testing tab (See Screenshots) > Assign Hedge Items and Hedge Instruments (Deal 14068) > Set Status of Hedge = Current

Step 2: Treasury > Accounting > Hedge Effectiveness Testing > Prospective > Enter Prospective Test for 01-NOV-2010 with STatus = Pass. Next test is not required until 01-DEC-2010 as defined in the Hedge Attributes

Step 3: Treasury > Accounting > Revalatuions > Create Revaluation Batch (01-NOV-2010 thru 15-NOV-2010) > Capture Rates > Create Revaluations > Authorize


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