How To Fix FTBCVA065 - Auswertungsart &1: Keine Ableitungs-ID für Buchungskreis

SAP Error Message - Details

• Message type: E = Error

• Message class: FTBCVA - Credit Value Adjustment

• Message number: 065

• Message text: Auswertungsart &1: Keine Ableitungs-ID für Buchungskreis

Was verursacht dieses Problem?

You have not maintained a credit spread curve derivation ID for your own
company in the settings of evaluation type &V1&. Consequently, the
system cannot derive a reference entity for your own company . As a
result, no credit spread curve can be found. The credit spread curve is
required for calculating the product of the probability of default and
loss given default.

Systemantwort

The system calculates DVA using credit spreads of value zero.

Wie behebe ich diesen Fehler?

If you want to consider the credit spreads of your own company and
thereby the corresponding product of the probability of default and loss
given default, then you must maintain the credit spread curve derivation
ID in the evaluation type (transaction <DS:TRAN.JBREVAL>JBREVAL</>).

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

INCLUDE 'CUSTOMIZED_MESSAGE_INFO' OBJECT DOKU ID TX

Fehlermeldungsextrakt aus SAP-System. Copyright SAP SE