How To Fix RY051 - Calculation of VaR from P+L distribution failed

RY051 - Overview

• Message type: E = Error

• Message class: RY - Messages for RM Basis

• Message number: 051

• Message text: Calculation of VaR from P+L distribution failed

What causes this issue?

The settings which caused the problems during VaR determination are as
follows:
Number of simulations: &V1&
Confidence level: &V2&
Determination procedure: &V3&

How to fix this error?

Check the settings for the VaR calculation.

Error message extract from SAP system. Copyright SAP SE.

Smart SAP Assistant

• What is the cause and solution for SAP error message RY051 - Calculation of VaR from P+L distribution failed ?

  The SAP error message RY051, which states "Calculation of VaR from P+L distribution failed," typically occurs in the context of risk management and financial analysis within SAP systems, particularly when dealing with Value at Risk (VaR) calculations based on Profit and Loss (P&L) distributions.
  
  Cause:
  
  Data Issues: The most common cause of this error is missing or incorrect data in the P&L distribution. This could include missing values, incorrect data types, or data that does not conform to expected formats.
  Configuration Problems: There may be issues with the configuration settings related to the VaR calculation, such as incorrect parameters or settings in the risk management module.
  Insufficient Data: If there is not enough historical data to perform the VaR calculation, the system may fail to compute the required metrics.
  Technical Errors: There could be underlying technical issues, such as problems with the database or the application server that prevent the calculation from being completed.
  
  
  Solution:
  
  Check Data