How To Fix TE093 - Entry &1: Risk-free NPV, NPV, CVA and DVA do not fit together

TE093 - Overview

• Message type: E = Error

• Message class: TE - Market Risk Management

• Message number: 093

• Message text: Entry &1: Risk-free NPV, NPV, CVA and DVA do not fit together

What causes this issue?

If you enter a value different from zero for credit value adjustment
(CVA) or debit value adjustment (DVA), then these values must match the
net present value (NPV) and the risk-free net present value (NPV_RF) by
satisfying the equation NPV = NPV_RF - CVA - DVA.

System Response

The system issues an error message and will not allow you to continue with this transaction until the error is resolved.

How to fix this error?

Procedure for System Administrators

Error message extract from SAP system. Copyright SAP SE.

TE093 - Details

• The SAP error message TE093 indicates a mismatch in the financial calculations related to Net Present Value (NPV), Credit Valuation Adjustment (CVA), and Debit Valuation Adjustment (DVA) in the context of risk-free NPV calculations. This error typically arises in the context of financial instruments and risk management within SAP systems, particularly in modules related to Treasury and Risk Management.
  
  Cause:
  The error message TE093 can occur due to several reasons, including:
  
  
  Data Inconsistency: The values for risk-free NPV, NPV, CVA, and DVA may not be aligned or consistent with each other. This could be due to incorrect data entry or discrepancies in the underlying calculations.
  
  
  
  Configuration Issues: There may be configuration settings in the SAP system that are not set up correctly, leading to mismatches in the expected financial metrics.
  
  
  Calculation Errors: Errors in the formulas or logic used to calculate NPV, CVA, and DVA can lead to inconsistencies. This could be due to incorrect