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Message type: E = Error
Message class: FTBCVA - Credit Value Adjustment
Message number: 016
Message text: EE-Art &1: Initiales Laufzeitband für EE-Berechnungsmethode CEA empfohlen
You have specified a maturity band for an expected exposure type with
the EE calculation method <LS>Constant Exposure Approach</>.
This is not recommended.
If you leave the <LS>Maturity Band</> field empty, the system considers
an individual time grid for each transaction and netting group.
For single transactions, the time grid consists of the grid points
evaluation date and end of term.
For netting groups, the time grid consists of the evaluation date and
the term ends of all financial transactions in the group.
This results in accurate calculations and reduced data volume and
runtime.
Leave the <LS>Maturity Band</> field empty for this calculation method.
Das System gibt eine Fehlermeldung aus und erlaubt Ihnen nicht, mit dieser Transaktion fortzufahren, bis der Fehler behoben ist.
Fehlermeldungsextrakt aus SAP-System. Copyright SAP SE
FTBCVA016
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