How To Fix J6081 - TR Market Risk Management: Adjust yield curve types


SAP Error Message - Details

  • Message type: E = Error

  • Message class: J6 - IS-B: Yield curves

  • Message number: 081

  • Message text: TR Market Risk Management: Adjust yield curve types

  • Show details Hide details
  • What causes this issue?

    The initial values for the new attribute "interpolation basis" have
    been set appropriately.
    This only affects field RINTBASTYP in table JBD14.

    Error message extract from SAP system. Copyright SAP SE.


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  • What is the cause and solution for SAP error message J6081 - TR Market Risk Management: Adjust yield curve types ?

    The SAP error message J6081, which pertains to the Market Risk Management (MRM) module, indicates an issue with the yield curve types in the system. This error typically arises when there is a mismatch or inconsistency in the configuration of yield curves, which are essential for calculating market risk and pricing financial instruments.

    Cause:

    1. Configuration Issues: The yield curve types may not be properly configured in the system. This can happen if the yield curve types are missing, incorrectly defined, or if there are inconsistencies in the data.
    2. Data Inconsistencies: There may be inconsistencies in the data related to the yield curves, such as missing entries or incorrect mappings.
    3. Versioning Problems: If there are multiple versions of yield curves, the system may not be able to determine which one to use, leading to this error.
    4. Authorization Issues: Sometimes, the user may not have the necessary authorizations to access or modify the yield curve types.

    Solution:

    1. Check Configuration:

      • Go to the configuration settings for yield curves in the SAP system (Transaction code: SPRO).
      • Ensure that all required yield curve types are defined and correctly configured.
      • Verify that the yield curves are assigned to the correct financial instruments.
    2. Review Data:

      • Check the data entries related to yield curves in the system. Ensure that all necessary data is present and correctly formatted.
      • Look for any inconsistencies or missing entries that could be causing the error.
    3. Version Management:

      • If multiple versions of yield curves exist, ensure that the correct version is being referenced in the transaction or report that triggered the error.
    4. Authorization Check:

      • Verify that the user encountering the error has the necessary authorizations to access and modify yield curve types. If not, work with your SAP security team to grant the appropriate permissions.
    5. Consult Documentation:

      • Refer to SAP documentation or help notes related to Market Risk Management and yield curve configuration for additional guidance.
    6. Testing:

      • After making changes, conduct tests to ensure that the error is resolved and that the yield curves are functioning as expected.

    Related Information:

    • SAP Notes: Check for any relevant SAP Notes that may address this specific error or provide additional troubleshooting steps.
    • Community Forums: Engage with SAP community forums or user groups where similar issues may have been discussed.
    • Training and Documentation: Ensure that users involved in the configuration and management of yield curves are adequately trained and have access to up-to-date documentation.

    By following these steps, you should be able to identify and resolve the cause of the J6081 error in SAP Market Risk Management.

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