How To Fix FTI013 - Für parallele Bew.Bereiche werden u.U. keine Risiko-Kennzahlen ermittelt

FTI013 - Overview

• Message type: E = Error

• Message class: FTI - Treasury Information System

• Message number: 013

• Message text: Für parallele Bew.Bereiche werden u.U. keine Risiko-Kennzahlen ermittelt

Was verursacht dieses Problem?

At present, it may be the case that no risk management key figures are
calculated for securities in the parallel valuation areas. This applies
to all data from the securities module for which the position
differentiation settings for the <ZH>valuation area/accounting code</>
differ from the settings for the operative valuation area (ID
number/company code/securities account). This is because the net
present value calculator currently requires positions to be
differentiated as they are in the operative valuation area.

Systemantwort

The following key figures are only displayed for the operative
valuation area:
<ZK>Net present value in position currency</>
<ZK>Net present value in display currency</>
<ZK>Clean price in position currency</>
<ZK>Clean price in display currency</>
<ZK>Basis point value in position currency</>
<ZK>Basis point value in display currency</>
<ZK>Macaulay Duration</>
<ZK>Modified duration</>
<ZK>Convexity</>
<ZK>Delta, 1st derivation of the premium based on the price of the
underlying</>
<ZK>Gamma, 2nd derivation of the premium based on the price of the
underlying</>
<ZK>Theta, 1st derivation of the premium, time-based</>
<ZK>Vega, 1st derivation based on the volatility</>

Wie behebe ich diesen Fehler?

See the operative valuation area for these key figures.

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