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Oracle Financial Services
Asset Liability Management Application Pack v8.0.6.0.0 Maintenance
Level Release #6 (8.0.6.6.0)
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Description
ID 31520860: OFS ALM Application Pack 8.0.6.0.0 Maintenance Level Release #6 (8.0.6.6.0).
This Maintenance Level Release (ML) of OFS ALM is cumulative of enhancements and bug fixes since the 8.0.6.0.0 Minor Release.
Pre-installation Requirements
The minimum patch set level should be OFS ALM Application Pack 8.0.6.0.0.
How to Install This Release
For detailed instructions on installing this OFS ALM Release, see the OFS ALM Application Pack Installation and Configuration Guide 8.0.6.6.0.
Starting 8.0.0.0.0 release, OFSAA applications are packaged and released as Application Packs. OFS ALM Application Pack includes Financial Services Asset Liability Management and Asset Liability Management Analytics.
Note: In an environment consisting of
multiple OFSAA applications, if the October 2020 Critical Patch Update is
applied for any one application, it is mandatory to apply the respective
October 2020 Critical Patch Updates for all other applications on that OFSAA
instance, regardless of the application’s version. See the My Oracle Support
Doc ID 2724021.1
for details.
In case
your OFSAA environment has ERF suite of applications installed, refer to My Oracle Support - Doc ID 2869167.1 and install the appropriate compatibility patches for
Log 4J support.
Oracle Financial Services Asset Liability Management
This section includes the new enhancements, list of fixed bugs, known issues, and limitations of OFS ALM in this release.
New Features in This Release
Bugs Fixed in This Release
The following bugs are fixed, modified, or enhanced in this release.
|
Sl. No. |
Component |
Bug ID |
Bug Description |
Change Description |
|
1 |
CALCENG |
31513456 |
After upgraded
Java 1.8, ALM Static Deterministic Window keeps on showing buffer icon and
halts. |
Added Null check
in Currency array to remove buffer icon error. |
|
2 |
31588029 |
Forward port of FTP
Enh 31586943 - FP: Enh 31429485 - System must be able to handle annuity
products getting repriced before maturity. |
Enhanced Cash Flow Engine to integrate with FTP when executed
for annuity products. |
|
|
3 |
31575413 |
FP (31563275 and
31679866) - FE440 is incorrect in tease period for both adjustable types of Other Adjustable and Floating. |
Corrected FE 440
in the tease period for both adjustable types, Other
Adjustable and Floating. |
|
|
4 |
31544069 |
Forward port bug
of 31178121: Manual Interest Accrual computation does not tally with OFSAA
value when Accrual Basis Code is ACTUAL/360. |
Interest cashflow
was incorrect for payment schedule records with Compounding enabled. This is
fixed.” |
|
|
5 |
31464862 |
FP - 30653923 -
Historical Simulation process failed without useful log information. |
Added an Effective
Date filter in the inner query to fetch data from the History (FSI_IRC_RATE_HIST) table. Corrected the
engine code to generate the correct rates for term points. The root cause for
this was when rates are not defined for some term points in the History (FSI_IRC_RATE_HIST) table, the default maximum rate value was
used internally for those term points. |
|
|
6 |
31464839 |
FP – 29827731 -
Shock value for ALM surface volatility in Forecast Rates not working. |
Changed the
condition from 99 to 99999.99999 in the IRCScript.js file to correct the shock value for ALM
surface volatility in Forecast Rates. |
|
|
7 |
31459936 |
Forward port of
bug 30979885 - formula for the modified duration in case the payment
frequency is more than 1 year. |
Corrected the
calculation logic to create the correct modified duration when payment
frequency is greater than one year. |
|
|
8 |
|
31390063 |
Derivative
products in FSI_D_SWAPS and FSI_D_FX_CONTRACTS FE660<>FE661+FE662 where
EXCHG_OF_PRINCIPAL=1 |
Corrected Engine
logic to derive FE661, when Exchange Of Principal as 1 for Derivative type. |
|
9 |
DATA_MODEL |
31520858 |
Forward port for
bug 29381067 - N_TENOR _DAYS is char(5) and AMRT_TERM_MULT CHAR(1) in
T2T_STG_LC_GUARANTEES mapping. |
Mapped AMT_TERM_MULT is changed to 'D' in the FSI_D_GUARANTEES table. |
|
10 |
31520859 |
Forward port for
bug 29634945 - issues while loading instrument data from STG to FSI tables
using default T2Ts. |
Mapped HOLIDAY_ROLLING_CONVENTION_CD to FSI_CAL_ROLLING_CONVENTION_CD.CAL_ROLLING_CONVENTION_CD in the FSI_D_MM_CONTRACTS table. |
|
|
11 |
UI |
31573315 |
Backport of bug
31356938 - Object migration - getting failed for payment pattern, Prepayment
and CFE. |
Changed script to
include the Online object migration-related latest APIs and also corrected
the Payment pattern related changes. |
|
12 |
31692881 |
The system is not
allowing to define products for Forecast Balance when '#' is mentioned in
Name or Description. |
Updated to define
the products for Forecast Balance when #
is mentioned in the Name or Description fields. |
|
|
13 |
31673543 |
Backport of bug
31673501 - cannot select forecast balances due to "unknown error
occurred during processing" error. |
Removed the
exception during the Saving of the Forecast Balances. |
|
|
14 |
31636919 |
Backport bug for
8066 bug 31625133 - System is not allowing to create behavior pattern with
'#' in the name. |
Updated to create
a Behavior Pattern with # in the
Name field. |
|
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15 |
31619262 |
Backport of bug
31593994 - wrong validation message is displayed on the copying behavior
pattern with same code. |
Corrected the
wrong validation message displayed when copying the Behavior Pattern with the
same code. |
|
|
16 |
31619206 |
Backport of bug
31583502 - Historical Simulation process: the output preferences not getting
saved. |
Updated Output Preferences, which was not getting saved during the
Historical Simulation Process. |
|
|
17 |
31692906 |
The system is not
allowing to define products for maturity mix when '#' is mentioned in name or
description. |
Updated to define
the products for Maturity Mix when #
is mentioned in Name or Description fields. |
|
|
18 |
31677805 |
Backport of bug
31676128 - 99.99999999 cannot sum up to 100 in Behavior Patterns. |
Removed extra
precision from the Tenor field to fix this issue. |
|
|
19 |
31671179 |
BP for bug
31605204 - Interest Rate Curves UI issue: effective date cannot be greater
than the current date. |
Changed
code to fix when Effective Date cannot be greater than the current date |
|
|
20 |
31636869 |
Description of
Prepayment Model window is getting blank after saving the window in Edit
mode. |
Changed the code
to reflect the description of Prepayment Model window after saving the window
in Edit mode. |
|
|
21 |
31619232 |
Backport of bug
31594455 - Description for Transaction Strategy is getting blank after saving
the window. |
Changed the code
to reflect description of Transaction Strategy after clicking Save. |
|
|
22 |
31599010 |
Look and feel
issue of show numeric code assumption browser value in multiple pages. |
Resolved the
display issues with numeric code values in multiple pages. |
|
|
23 |
31594713 |
Data mismatch
after modifying data in edit mode. |
Corrected the data
mismatch after modifying data in Edit mode. |
|
|
24 |
31593697 |
Backport of bug
31184413 - IRC term is not coming in sorted order. |
Implemented
sorting order in IRC Term. |
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25 |
31577239 |
Backport of bug
31576987 - fields are not getting disabled in prodchar edit mode. |
Updated to display
fields in the Product Characteristics window in Edit
mode. |
|
|
26 |
31576759 |
Backport bug of
bug 31335927 - WebSphere: not able to create ALM process. |
Updated to create
a new ALM process (Static and Dynamic) in WebSphere. |
|
|
27 |
31576061 |
Backport of bug
31329671 - Product Characteristics: Delete is not possible without saving. |
Corrected the code
for Delete function to work in the Product
Characteristics window, without saving the rule. |
|
|
28 |
31576039 |
Backport of bug
31382773 - Maturity Mix: Name and Description becomes the same after saving. |
Updated
the code to reflect the correct Name and Description details. |
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|
29 |
31576017 |
Backport of bug
31302998 - Maturity Mix window issues. |
Updated the
message to be displayed when defining the product and clicking Save. If the
description is modified, then it will be saved. |
|
|
30 |
31576005 |
Backport of bug
31121712 - in Behavior Pattern child window Delete and Add multiple rows icon
is getting overlapped. |
Corrected the code
to display the Delete and Add multiple
rows icon in the Behavior Pattern child window. |
|
|
31 |
31573350 |
Backport of bug
31412580 - Forecast Rate window: IRC forecast method is not getting
overridden. |
Updated to
overridde the IRC forecast method in the Forecast Rate
window. |
|
|
32 |
31573343 |
Backport of bug
31412419 - ALM process: Effective interest rate is not populating output
preferences correctly. |
Updated the code
to populate the Effective Interest Rate in the Output
Preferences block correctly in the ALM Process window. |
|
|
33 |
31573325 |
Backport of bug
31412442 - Description fields are not consistent in ALM windows. |
Updated to have
consistent description in the Rate Dependency Pattern,
Transactional Strategies, Stochastic
Rate Index windows. |
|
|
34 |
31573289 |
Backport of bug
31304885 - Default Currency not populated as per Application Preference in
ALM windows. |
Updated the ALM
Assumption window Currency drop-down list to populate
as per the selected Currency in the Application Preferences window, instead of
Default Currency value. |
|
|
35 |
31573196 |
Backport of bug
31073163 - IRC selection from Forecast Rates does not appear correctly in the
ALM 8.0.7.2 UI. |
Updated the
display of the IRC in the Forecast Rates window in Edit mode. |
|
|
36 |
31573175 |
Backport of bug
30536868 - unable to use the same term in multiple rows of prepayment rule
user-defined tenors. |
Modified the code
to use the same term multiple times in rows of Prepayment
Rule (user-defined tenors) window. |
|
|
37 |
31573146 |
Backport of bug
31016205 - Forecast Rate window - UI issues when switching between scenarios. |
Updated for smooth
scenario switching between two scenarios of the Interest Rate Codes pane
during the second time in Edit mode. |
|
|
38 |
31573134 |
Backport of bug
30754381 - unable to define prepayment using conditional assumptions. Invalid request
error received in UI. |
Updated to define
Prepayment using Conditional Assumptions in ALM User Interface (UI). |
|
|
39 |
31573057 |
Backport of bug
30556959 - While defining multiple currencies for different scenarios. |
Updated the Apply Method To All Currencies option in the Forecast Rate window. Corrected window’s
restriction when more number of scenarios are created. |
|
|
40 |
31573047 |
Backport of bug
30048616 - 8072 - ORA errors observed in Behavior Patterns UI. |
Updated the
Behavior Pattern rule creating process for the reported ORA errors. |
|
|
41 |
|
31573021 |
Backport of bug
30060110 - Prepayment definition saved is not coming up in Summary window -
Spanish |
When UI is opened
in Spanish and a definition is created and saved for Prepayment rule, it is
not displaying in the summary window. This same definition
comes up when English is selected. Changes are done
to fix the issue. |
|
42 |
|
31573005 |
Backport of bug
30262974 - In Forecast Rates window if more than 100 IRCs are present then
pagination will not load |
In the Forecast
Rates window, if more than 100 IRCs are present, then pagination in the IRC
block was not working after 5 to 6 clicks. Changes are done
to fix the issue. |
|
43 |
|
31572977 |
Backport of bug
30556912 - Forecast Rates change from the base only previews flat base
scenario |
Change from Base
forecast method should preview the Actual rates from the Base scenario
regardless of the base's forecast method. Only the Flat
method was showing for the base object even if it is another method (for
example, Implied Forward). |
|
44 |
|
31572953 |
Backport of bug
30564160 - Prepayments rule crashes when assigning EUR currency |
In Prepayments
rule, after selecting EUR currency and assigning a prepayment rule to a
product node, after save, any attempt to edit this node will result in an
incomplete window without any of the previously designated information (that
is, constant prepayment amounts will be gone). If clicking Cancel
at this point, the Application will automatically log the user out and
default to the login screen. |
|
45 |
|
31572917 |
Backport of bug
30564555 - Compilation of UI issues |
Multiple display
issues related to ALM windows. |
|
46 |
|
31572838 |
Backport of bug
30568699 - Forecast Rates error: No reference volatility curves available for
the selected currency |
A warning message No Reference Volatility Curves available for the selected
Currency whenever currency is changed. Changes are done
to fix the issue. |
|
47 |
|
31572812 |
Backport of bug
30640084 - IRRBB Forecast Rates rule does n't save on incomplete warning |
After creating a
Forecast Rates rule for IRRBB scenarios, if you do not add all available
standardized or enhanced approach scenarios, a warning message is displayed.
After clicking Yes, the Application closes the rule
without saving and navigates to the Forecast Rates menu without saving the
new rule. Changes are done
to fix the issue. |
|
49 |
|
31571504 |
Backport of bug
31137845 - Apply button is stuck for ALM stochastic or historical simulation
process at processing parameters step |
In ALM Stochastic or Historical Simulation
Process window, when 2000 is entered in the Number of
Rate Paths field, the window is stuck after clicking Apply.
If a maximum value of 10 is entered, the window works fine. Changes are done
to fix the issue. |
|
50 |
|
31571437 |
Backport of bug 30595753
- Stochastic Rate Index UI displays NON-IRC objects |
In the Stochastic Rate Indexing window, Index
Definition for Currency option displays a list of IRC objects which
also includes FTP rate lock volatility and ALM volatility surface objects.
This is incorrect and leads to inconsistent results and processing errors. Changes are done
to fix the issue. |
|
51 |
|
31571283 |
Backport of bug
30064546 - Behavior Pattern rule | all types of behavior patterns are not
available for selection |
Devolvement
and Recovery and Non-performing options were not displaying in the Behavior Patterns drop-down list while creating behavior
pattern rules. Changes are done
to fix the issue. |
|
52 |
|
31571063 |
Backport of bug 30262881
- look and feel issues in Formula Results Coefficient window |
In the Formula Results window, extra lines were coming up in the
coefficients window next to the tabs. Changes are done
to fix the issue. |
|
53 |
|
31568848 |
Backport of bug
31437918 - Product Profile seeded data should have only view access from the
summary |
In the Product Profile window, after selecting seeded data, other
icons were also enabled. Now, only View icon is enabled. |
|
54 |
|
31678148 |
Forecast Rate
window has an issue when go next page, the interest rates rows disappears. |
Corrrected the code to display
the interest rates rows in Forecast Rate window. |
Known Issues or Limitations in this Release
There are no known issues and limitations in this release.
Oracle Financial Services Asset Liability Management Analytics
This section includes the new enhancements, list of fixed bugs, known issues, and limitations of OFS ALMBI in this release.
New Features in this Release
The Oracle Database 19c Server and Client is now supported in
addition to the continued support on Oracle Database 12c.
Bugs
Fixed in This Release
The following bugs are fixed, modified, or enhanced in this release.
|
Sl. No. |
Component |
Bug ID |
Bug Description |
Change Description |
|
1 |
PLSQL Scripts |
31526655 |
Forward port of bug 31442822 - ALM_BI_TRANSFORMATION failed insert failed for FCT_AGG_BASE_CCY_CASHFLOWS ORA-00904 TP_COA_ID: invalid identifier |
Corrected the dimension logic where ALMBI transformation package was failing in case of custom key dimensions which are not part of ALM processing present in environment. |
Known Issues/Limitations in this Release
There are no known issues and limitations in this release.
Oracle Financial Services Analytical Applications Infrastructure
See the Oracle Financial Services Advanced Analytical Applications Infrastructure Application Pack Readme for the details on the new features, list of bugs fixed, known issues, and limitations.
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| www.oracle.com/industries/financial-services/index.html