How To Fix FTBCVA063 - Evaluation type &1 (val. rule &2): No derivation ID for company code

FTBCVA063 - Overview

• Message type: E = Error

• Message class: FTBCVA - Credit Value Adjustment

• Message number: 063

• Message text: Evaluation type &1 (val. rule &2): No derivation ID for company code

What causes this issue?

You have not maintained a credit spread curve derivation ID for your own
company in the settings of evaluation type &V1& (valuation rule &V2&
). Consequently, the system cannot derive a reference entity for your
own company. As a result, no credit spread curve can be found. The
credit spread curve is required for calculating the product of the
probability of default and loss given default.

System Response

The system calculates DVA using credit spreads of value zero.

How to fix this error?

If you want to consider the credit spreads of your own company and
thereby the corresponding product of the probability of default and loss
given default, then you must maintain the credit spread curve derivation
ID in the evaluation type/valuation rule (transaction
<DS:TRAN.JBREVAL>JBREVAL</>).

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

INCLUDE 'CUSTOMIZED_MESSAGE_INFO' OBJECT DOKU ID TX
STYLE S_DOCUS1

Error message extract from SAP system. Copyright SAP SE.

Smart SAP Assistant

• What is the cause and solution for SAP error message FTBCVA063 - Evaluation type &1 (val. rule &2): No derivation ID for company code ?

  The SAP error message FTBCVA063 indicates that there is an issue with the evaluation type and valuation rule in the context of financial accounting, specifically related to the derivation of certain values for a company code. This error typically arises in the context of the Financial Accounting (FI) module, particularly when dealing with valuation and derivation strategies.
  
  Cause:
  The error message "No derivation ID for company code" suggests that the system is unable to find a derivation ID that corresponds to the specified evaluation type and valuation rule for the given company code. This can occur due to several reasons:
  
  Missing Configuration: The derivation ID may not have been set up in the configuration for the specific company code.
  Incorrect Evaluation Type or Valuation Rule: The evaluation type or valuation rule specified may not be valid or may not have been properly defined in the system.
  Data Inconsistency: There may be inconsistencies in the master