How To Fix RY026 - Eval. type &1: Credit spread curves not supported for effectiveness tests

RY026 - Overview

• Message type: E = Error

• Message class: RY - Messages for RM Basis

• Message number: 026

• Message text: Eval. type &1: Credit spread curves not supported for effectiveness tests

What causes this issue?

You have assigned either a derivation ID for business partners or a
derivation ID for your own companies or both in the <LS>Credit Spread
Curve Derivation</> area on the <LS>Evaluation Control</> tab of the
evaluation type used for the effectiveness test of a hedging
relationship.

System Response

The system does <ZH>not</> support the use of credit spread curves
within effectiveness tests of hedging relationships either for <LS>Hedge
Accounting for Exposures</> (E-HA) or for <LS>Hedge Accounting for
Positions</> (P-HA).
The system did not execute the effectiveness test.

How to fix this error?

Delete your entries in the <LS>Derivation ID for Business Partners</>
field or in the <LS>Derivation ID for Your Own Companies</> field in the
<LS>Credit Spread Curve Derivation</> area on the <LS>Evaluation Control
</> tab of the evaluation type used.
For this purpose, call the
<DS:TRAN.JBREVAL>Define and Set Up Evaluation Type</> function
(transaction <NP>JBREVAL</>).

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 RY026 - Eval. type &1: Credit spread curves not supported for effectiveness tests ?

  The SAP error message RY026, which states "Eval. type &1: Credit spread curves not supported for effectiveness tests," typically occurs in the context of financial instruments and hedging in SAP, particularly when dealing with hedge accounting and effectiveness testing.
  
  Cause:
  This error message indicates that the evaluation type specified (denoted by &1) is not compatible with the credit spread curves that are being used for effectiveness testing. This can happen for several reasons:
  
  
  Unsupported Evaluation Type: The evaluation type you are using may not support credit spread curves. Certain evaluation types are designed for specific financial instruments or hedging strategies that do not utilize credit spreads.
  
  
  
  Configuration Issues: There may be a configuration issue in the system where the credit spread curves are not properly defined or linked to the evaluation type.
  
  
  Missing Data: The necessary data for the credit spread curves may be missing or incorrectly set up in the system.
  
  
  Version Compatibility: The version