Search Results qrm_tb_calculations




Overview
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Overview

The QRM_TB_CALCULATIONS table is a core data object within the Oracle E-Business Suite (EBS) Risk Management (QRM) module, present in versions 12.1.1 and 12.2.2. It functions as a historical repository for calculated time-based (TB) attributes associated with financial deals or instruments. As its description states, it stores "Calculated deal attributes that can change over time," indicating its role in capturing the evolution of key risk metrics, valuations, or cash flow projections for a deal under specific market conditions. This temporal storage is critical for audit trails, historical analysis, and regulatory reporting within the enterprise risk management framework.

Key Information Stored

The table's structure is designed to uniquely identify a specific calculation instance for a deal at a point in time. The primary key (QRM_TB_CALCULATIONS_UK1) reveals the essential dimensions of the data: DEAL_NO identifies the financial instrument, TRANSACTION_NO links to the calculation transaction, and MARKET_DATA_SET specifies the scenario or market data used. The START_DATE and END_DATE columns define the effective period for which the calculated attributes are valid, enabling time-series analysis. While the specific calculated attribute columns are not detailed in the provided metadata, they would typically hold numeric results such as present value, sensitivity measures (e.g., Greeks), or simulated future exposures derived from QRM's pricing engines.

Common Use Cases and Queries

This table is primarily accessed for historical reporting and reconciliation. A common use case is tracing the change in a deal's mark-to-market valuation over time under a specific market data scenario. Analysts may query it to compare calculated values between different simulation runs or to verify the values used in end-of-day risk reports. A typical analytical query would join this table to master deal tables and filter by deal identifier and date range.

Sample Query Pattern:
SELECT deal_no, start_date, end_date, [calculated_attribute]
FROM qrm.qrm_tb_calculations
WHERE deal_no = '&deal_number'
AND market_data_set = '&scenario_name'
ORDER BY start_date;

Related Objects

The primary documented relationship for QRM_TB_CALCULATIONS is through a foreign key to the QRM_DEAL_CALCULATIONS table. This link suggests that QRM_TB_CALCULATIONS stores the time-based component or child records of a broader calculation header or transaction managed in QRM_DEAL_CALCULATIONS. The foreign key columns (TRANSACTION_NO, DEAL_NO, MARKET_DATA_SET) indicate that these three values together reference the parent record. This table is central to the QRM calculation engine's output and is therefore likely referenced by various risk summary views and internal APIs within the QRM product for generating risk dashboards, limit monitoring reports, and capital calculation feeds.