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


FTBCVA102 - Overview

  • 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

  • Show details Hide details
  • 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.


FTBCVA102 - Details

  • 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

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