How To Fix FTBCVA016 - EE type &1: Initial maturity band recommended for EE calc. meth. CEA

FTBCVA016 - Overview

• Message type: E = Error

• Message class: FTBCVA - Credit Value Adjustment

• Message number: 016

• Message text: EE type &1: Initial maturity band recommended for EE calc. meth. CEA

What causes this issue?

You have specified a maturity band for an expected exposure type with
the EE calculation method <LS>Constant Exposure Approach</>.
This is not recommended.

System Response

If you leave the <LS>Maturity Band</> field empty, the system considers
an individual time grid for each transaction and netting group.
For single transactions, the time grid consists of the grid points
evaluation date and end of term.
For netting groups, the time grid consists of the evaluation date and
the term ends of all financial transactions in the group.
This results in accurate calculations and reduced data volume and
runtime.

How to fix this error?

Leave the <LS>Maturity Band</> field empty for this calculation method.

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 FTBCVA016 - EE type &1: Initial maturity band recommended for EE calc. meth. CEA ?

  The SAP error message FTBCVA016 typically relates to issues in the configuration of the maturity bands for the calculation of expected earnings (EE) in the context of financial instruments, particularly when using the CEA (Cash Flow Engine) calculation method. This error indicates that the system is unable to determine the initial maturity band for the specified financial instrument.
  
  Cause:
  
  Missing Configuration: The maturity bands for the financial instrument may not be properly configured in the system. This can happen if the necessary settings for the maturity bands are not defined in the relevant customizing settings.
  Incorrect Calculation Method: The calculation method (CEA in this case) may not be correctly set up to handle the specific financial instrument or transaction type.
  Data Issues: There may be missing or incorrect data related to the financial instrument that prevents the system from determining the appropriate maturity band.
  
  
  Solution:
  
  
  Check Maturity Band Configuration:
  
  Navigate to the relevant customizing settings in SAP