How To Fix FTBCVA048 - Maturity band &1 ends on &2, transaction &3 ends on &4

SAP Error Message - Details

• Message type: E = Error

• Message class: FTBCVA - Credit Value Adjustment

• Message number: 048

• Message text: Maturity band &1 ends on &2, transaction &3 ends on &4

What causes this issue?

At least one selected financial transaction ends after the end date of
the maturity band. Therefore, expected exposures for that transaction
for EE dates later than the end date of the maturity band cannot
contribute to CVA and DVA, resulting in potentially inaccurate values.

System Response

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

How to fix this error?

Change the maturity band definition in transaction
<DS:TRAN.JBRLZB>JBRLZB</> so that the maturity band covers the entire
term of the selected financial transactions.
Note, however, that data volume in the expected exposure table increases
with the number of maturity band grid dates. We therefore recommend that
you make the maturity band as long as necessary, but no longer. Also
consider the possibility of making the grid dates non-equidistant to
meet the requirements of the structure of your financial transactions
(example: yearly for ten years, five-yearly afterwards).

Procedure for System Administrators

INCLUDE 'CUSTOMIZED_MESSAGE_INFO' OBJECT DOKU ID TX

Error message extract from SAP system. Copyright SAP SE.

Smart SAP Assistant

• What is the cause and solution for SAP error message FTBCVA048 - Maturity band &1 ends on &2, transaction &3 ends on &4 ?

  The SAP error message FTBCVA048 indicates a mismatch between the maturity date of a financial transaction and the expected maturity date based on the maturity band configuration. This error typically arises in the context of financial instruments, such as bonds or loans, where maturity bands are used to categorize transactions based on their maturity dates.
  Cause:
  
  Maturity Band Configuration: The maturity band defined in the system does not align with the maturity date of the transaction. Specifically, the maturity band is set to end on a certain date, but the transaction in question has a maturity date that extends beyond this limit.
  Transaction Data: The transaction may have been entered incorrectly, with an incorrect maturity date that does not fit within the defined maturity bands.
  Changes in Maturity Bands: If maturity bands were recently modified or updated, existing transactions may no longer comply with the new configurations.
  
  Solution:
  
  Review Maturity Bands: Check the configuration of the maturity bands in the system. Ensure that the maturity band settings are correct and that they cover the range of maturity dates for the transactions being processed.
  Adjust Transaction Dates: If the transaction date is incorrect, update the transaction to ensure that its maturity date falls within the defined maturity bands.
  Reconfigure Maturity Bands: If necessary, adjust the maturity band settings to accommodate the transactions that are causing the error. This may involve extending the end date of the maturity band or creating new bands as needed.
  Consult Documentation: Refer to SAP documentation or consult with your SAP support team for specific guidance on how to manage maturity bands and resolve related errors.
  
  Related Information:
  
  Transaction Codes: You may need to use transaction codes like OB52 (for fiscal year variant) or FTB1 (for financial transactions) to review or adjust settings.
  SAP Notes: Check for any relevant SAP Notes that may address this specific error or provide additional troubleshooting steps.
  Testing: After making changes, test the transactions again to ensure that the error is resolved and that the system behaves as expected.
  
  If the issue persists after following these steps, it may be beneficial to engage with SAP support or a consultant who specializes in financial transactions within SAP.