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Message type: E = Error
Message class: RY - Messages for RM Basis
Message number: 504
Message text: Kein Volashift für Währungskurs &/&
No volatility could be found for the &V1&/&V2& exchange rate which
could be used as a risk factor shift.
No VaR can be calculated for the relevant node.
Maintain the volatility for &V1&/&V2&.
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RY504
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RY503
Nicht ausreichende historische Währungskurse für &/& Kurstyp &
Was verursacht dieses Problem? The historical time period for the &V1&/&V2& exchange in exchange rate category &V3& has not...
RY502
Kein Volashift für Zinsreferenz & in Zinskurve & &
Was verursacht dieses Problem? No volatility could be found for reference interest rate &V1& that could be used as a standard deviation for...
RY505
Nicht ausreichende historische Indexwerte für & Indexart &
Was verursacht dieses Problem? The historical time period for index &V1& (price type &V2&) has not been provided with enough data. ...
RY506
Kein Volashift für Index & Indexart &
Was verursacht dieses Problem? No volatility could be found for the index &V1&(&V2&) that could be used as a risk factor shift.Syst...
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