Message type: E = Error
Message class: FTBCVA - Credit Value Adjustment
Message number: 005
Message text: Hedging relationship &1: Evaluation parameters are incomplete
A unique set of evaluation parameters (evaluation type, CVA/DVA type
(optional),
and price/NPV type) must be derived from the position management
procedures of the hedging instruments involved. At least one of the
mandatory evaluation parameters is not maintained.
Hedging relationship &V1& is not processed.
Check the evaluation parameters maintained in the related position
management procedures.
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.
FTBCVA005
- Hedging relationship &1: Evaluation parameters are incomplete ?The SAP error message FTBCVA005 indicates that there is an issue with the evaluation parameters for a hedging relationship in the context of financial instruments and risk management. This error typically arises when the system is unable to find all the necessary parameters required to evaluate the hedging relationship.
Cause: The error can be caused by several factors, including: Incomplete Configuration: The hedging relationship may not have been fully configured. This includes missing parameters such as the hedged item, hedging instrument, or the evaluation criteria. Missing Data: Required data for the hedging relationship might be missing or incorrectly entered. This could include missing valuation data, market data, or other relevant parameters. Incorrect Settings: The settings for the hedging relationship may not align with the requirements of the evaluation process. This could involve incorrect accounting settings or valuation methods. System Issues: There may be issues with the SAP system itself, such as bugs or inconsistencies in the
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