How To Fix FTBCVA102 - Setting for recalc. of CVA/DVA not the same for all processed eff. tests

SAP Error Message - Details

• Message type: E = Error

• Message class: FTBCVA - Credit Value Adjustment

• Message number: 102

• Message text: Setting for recalc. of CVA/DVA not the same for all processed eff. tests

What causes this issue?

The setting for suppressing the recalculation of CVA/DVA in the
effectiveness test method (for more information, see also the
documentation of the
<DS:DE.TPM_FLG_SUPPRESS_CVA_CALC>Suppress Recalculation of CVA/DVA</>
indicator) is not the same for all processed effectiveness tests.
This is not supported.

System Response

The system processes all effectiveness tests with the recalculation of
CVA/DVA.

How to fix this error?

Check your settings in the effectiveness test methods.
If you want to suppress the recalculation of CVA/DVA only for some
hedging profiles, you must adjust the selection criteria so that you
only select hedging profiles that have the same settings for the
recalculation of CVA/DVA.

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 FTBCVA102 - Setting for recalc. of CVA/DVA not the same for all processed eff. tests ?

  The SAP error message FTBCVA102 indicates that there is an inconsistency in the settings for the recalculation of Credit Valuation Adjustment (CVA) and Debit Valuation Adjustment (DVA) across different effective tests in the system. This typically occurs in the context of financial instruments and risk management, where CVA and DVA are used to assess the credit risk associated with counterparties.
  Cause:
  The error arises when the configuration settings for recalculating CVA/DVA are not uniform across the effective tests that are being processed. This can happen due to:
  
  Inconsistent Configuration: Different settings for CVA/DVA recalculation have been defined for various effective tests in the system.
  Data Entry Errors: Manual entries or changes in the configuration might have led to discrepancies.
  System Updates or Changes: Recent updates or changes in the system might have altered the settings without proper synchronization.
  
  Solution:
  To resolve the FTBCVA102 error, you can take the following steps:
  
  
  Check Configuration Settings:
  
  Navigate to the configuration settings for CVA/DVA in your SAP system.
  Ensure that the settings for recalculation are consistent across all effective tests.
  
  
  
  Review Effective Tests:
  
  Identify the effective tests that are causing the issue.
  Compare their settings and ensure they align with each other.
  
  
  
  Adjust Settings:
  
  If discrepancies are found, adjust the settings to ensure uniformity.
  Make sure that all relevant parameters for CVA/DVA recalculation are set to the same values.
  
  
  
  Consult Documentation:
  
  Refer to SAP documentation or help resources for guidance on configuring CVA/DVA settings.
  Check for any notes or updates from SAP that might address this specific error.
  
  
  
  Testing:
  
  After making changes, run a test to ensure that the error no longer occurs.
  Validate that the recalculation of CVA/DVA is functioning as expected.
  
  
  
  Seek Support:
  
  If the issue persists, consider reaching out to SAP support or your internal SAP team for further assistance.
  
  
  
  Related Information:
  
  CVA/DVA: These are risk management metrics used to quantify the risk of counterparty default in financial transactions.
  Effective Tests: In the context of SAP, effective tests are scenarios or conditions under which certain calculations or evaluations are performed.
  SAP Modules: This error is typically encountered in modules related to Financial Risk Management (FRM) or Treasury Management.
  
  By ensuring that the settings for CVA/DVA recalculation are consistent across all effective tests, you should be able to resolve the FTBCVA102 error and proceed with your financial evaluations without further issues.