How To Fix TE167 - No delta/gamma position available; select a risk hierarchy leaf

SAP Error Message - Details

• Message type: E = Error

• Message class: TE - Market Risk Management

• Message number: 167

• Message text: No delta/gamma position available; select a risk hierarchy leaf

What causes this issue?

No delta/gamma positions are available for the current selection.
As delta/gamma positions represent a derivative with respect to a
certain risk factor, they exist only on the lowest leaves of the risk
hierarchy, not on the higher, aggregated nodes.

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?

Ensure that the cursor is
positioned on a single risk factor by choosing the <LS>Node in
Hierarchy</> button before calling up delta/gamma positions.

Procedure for System Administrators

Error message extract from SAP system. Copyright SAP SE.