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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 NOVEMBER 19, 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.

Goal

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?


Example:

  1. Exclusion Item on 13008 is none
  2. Exclusion Item 13007 is set to time value
DEAL_NO DEAL_TYPE AMOUNT_TYPE UNREALISED_PL FAIR_VALUE PERIOD_FROM PERIOD_TO
 
13007 HEDGE CCYUNRL
0.00 -100000.00 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 -5240.50 -5240.50 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



Solution

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In this Document
Goal
Solution
References


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