11.6.2 Transfer Pricing Process and Audit Options

Transfer Pricing Processes provide you with three audit options: Detailed Cash Flow, Forward Rates, and 1 Month Rates. While the Detailed Cash Flow audit option applies to both Standard and Stochastic TP Processes, the Forward Rates and 1 Month Rates audit options are applicable only to Stochastic TP processing. From Release 8.1.1, FTP Audit will also capture the prepayment method used, IRC, Model along with other details like TP method, adjustment method, and so on.

By selecting the Detail Cash Flow option in the Transfer Pricing Process Audit block, you can audit daily cash flow results generated by the Oracle Funds Transfer Pricing application. Selecting this option writes out all cash flow and repricing events that occur for processed records. The user, based on the value input for the Number of Records, determines the number of records written.

The relevant financial elements for each instrument record and the cash flow results are stored in the FSI_O_PROCESS_CASH_FLOWS table.

Note:

Propagation plus Detail Cash Flow output should not be checked in the same process, as this may result in less than the expected number of instrument records being output.

After processing cash flows from Transfer Pricing, follow these steps to view the audit results:

• Determine the value of the ID Numbers for the instruments that you want to process.
• View data by querying the FSI_O_PROCESS_CASH_FLOWS table with Oracle SQL Developer, SQL Plus, Toad, or an equivalent SQL query tool.