How To Fix FTBCVA067 - Purchased option &1: CVA is restricted to risk-free NPV

FTBCVA067 - Overview

• Message type: E = Error

• Message class: FTBCVA - Credit Value Adjustment

• Message number: 067

• Message text: Purchased option &1: CVA is restricted to risk-free NPV

Self-Explanatory Message

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Smart SAP Assistant

• What is the cause and solution for SAP error message FTBCVA067 - Purchased option &1: CVA is restricted to risk-free NPV ?

  The SAP error message FTBCVA067 indicates that there is a restriction on the Credit Valuation Adjustment (CVA) for a purchased option, specifically that the CVA is limited to the risk-free Net Present Value (NPV). This error typically arises in the context of financial instruments and risk management within SAP's Treasury and Risk Management module.
  
  Cause:
  
  CVA Calculation Restrictions: The system is set up to restrict the CVA for certain financial instruments, such as purchased options, to ensure that the calculated CVA does not exceed the risk-free NPV. This is a risk management measure to prevent overestimation of credit risk.
  Configuration Settings: The error may be due to specific configuration settings in the SAP system that dictate how CVA is calculated and what limits are applied.
  Data Issues: There may be issues with the data associated with the financial instrument, such as incorrect valuation parameters or missing information.
  
  
  Solution:
  
  Review Configuration: Check the configuration settings related to