How To Fix FTI014 - Unplausible Konvexität &1 für Bestand &2 aus der Vertragsart &3

FTI014 - Overview

• Message type: E = Error

• Message class: FTI - Treasury Information System

• Message number: 014

• Message text: Unplausible Konvexität &1 für Bestand &2 aus der Vertragsart &3

Was verursacht dieses Problem?

The convexity for position &V2& has the value &V1& (greater than 100 or
less than -100). This is invalid.
The position with the error belongs to the contract type &V3&.
For loans, the combination of company code/loan number is &V2&.
For securities, the combination of company code/ID number/securities
account is &V2&.
For MM/FX/DE, the combination of company code/transaction is &V2&.

Systemantwort

All the market data transferred from the risk management component is
set to zero. Apart from this, the system continues with the selection.

Wie behebe ich diesen Fehler?

Check the data used as a basis for calculating the market data, such as
the yield curves defined in the system.

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