How To Fix AFWGO_MESSAGES232 - MR key figure set &2 does not support the value-at-risk type &1

SAP Error Message - Details

• Message type: E = Error

• Message class: AFWGO_MESSAGES - Messages for Development Class AFWGO

• Message number: 232

• Message text: MR key figure set &2 does not support the value-at-risk type &1

What causes this issue?

You have activated value-at-risk calculation for the market risk key
figure set &V2&. However, value-at-risk type &V1& that you have chosen
cannot be applied.
For the VaR category <LS>Simulation</>, the VaR method must be <LS>VaR
Determination Based on Profit and Loss</>.
For more information, see also
<DS:DE.JBRVARMETH>Simulation: VaR Method</>.
For the VaR category <LS>Variance/Covariance</>, item calculation must
be <LS>Delta Positions</> or the <LS>Calculate for Delta Position</>
indicator must be set.
For more information, see also
<DS:DE.JBRPSCALCP>Variance/Covariance: Item Calculation</> and
<DS:DE.JBR_VAR_COVAR_DELTAONLY>Apply Covariance Approach to Delta
Positions Only</>.

System Response

The market risk key figure set cannot be saved.

How to fix this error?

Specify a valid value-at-risk type or deactivate value-at-risk
calculation.

Procedure for System Administrators

The system issues an error message and will not allow you to continue with this transaction until the error is resolved.

Error message extract from SAP system. Copyright SAP SE.

Smart SAP Assistant

• What is the cause and solution for SAP error message AFWGO_MESSAGES232 - MR key figure set &2 does not support the value-at-risk type &1 ?

  The SAP error message AFWGO_MESSAGES232 indicates that there is an issue with the configuration of a key figure set in the context of Value-at-Risk (VaR) calculations. Specifically, it states that the key figure set (identified by &2) does not support the specified VaR type (identified by &1). 
  Cause:
  
  Incompatible Key Figure Set: The key figure set you are trying to use is not configured to handle the type of Value-at-Risk calculation you are attempting to perform. This could be due to the key figure set not being designed for that specific VaR type.
  Configuration Issues: There may be a misconfiguration in the settings of the key figure set or the VaR type, leading to this incompatibility.
  Missing or Incorrect Settings: The necessary settings for the key figure set to support the specified VaR type may be missing or incorrectly defined.
  
  Solution:
  
  Check Key Figure Set Configuration: Review the configuration of the key figure set (identified by &2) to ensure that it is set up to support the specified VaR type (identified by &1). You may need to consult the documentation or configuration guides for the specific key figure set.
  Adjust VaR Type: If the key figure set cannot support the specified VaR type, consider using a different VaR type that is compatible with the key figure set.
  Consult SAP Notes: Look for any relevant SAP Notes that may address this specific error or provide guidance on configuring key figure sets and VaR types.
  Testing: After making any changes, perform tests to ensure that the key figure set now works correctly with the specified VaR type.
  
  Related Information:
  
  SAP Documentation: Refer to the official SAP documentation for detailed information on configuring key figure sets and Value-at-Risk calculations.
  SAP Community: Engage with the SAP Community forums to see if other users have encountered similar issues and what solutions they have found.
  Support: If the issue persists, consider reaching out to SAP Support for assistance, providing them with the error message details and the context in which it occurs.
  
  By following these steps, you should be able to identify the cause of the error and implement a solution to resolve it.