How To Fix FTBCVA048 - Laufzeitband &1 endet am &2, Geschäft &3 endet am &4

SAP Error Message - Details

• Message type: E = Error

• Message class: FTBCVA - Credit Value Adjustment

• Message number: 048

• Message text: Laufzeitband &1 endet am &2, Geschäft &3 endet am &4

Was verursacht dieses Problem?

At least one selected financial transaction ends after the end date of
the maturity band. Therefore, expected exposures for that transaction
for EE dates later than the end date of the maturity band cannot
contribute to CVA and DVA, resulting in potentially inaccurate values.

Systemantwort

Das System gibt eine Fehlermeldung aus und erlaubt Ihnen nicht, mit dieser Transaktion fortzufahren, bis der Fehler behoben ist.

Wie behebe ich diesen Fehler?

Change the maturity band definition in transaction
<DS:TRAN.JBRLZB>JBRLZB</> so that the maturity band covers the entire
term of the selected financial transactions.
Note, however, that data volume in the expected exposure table increases
with the number of maturity band grid dates. We therefore recommend that
you make the maturity band as long as necessary, but no longer. Also
consider the possibility of making the grid dates non-equidistant to
meet the requirements of the structure of your financial transactions
(example: yearly for ten years, five-yearly afterwards).

Vorgehensweise für Systemadministratoren

INCLUDE 'CUSTOMIZED_MESSAGE_INFO' OBJECT DOKU ID TX

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