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

TE167 - Overview

• 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.

Smart SAP Assistant

• What is the cause and solution for SAP error message TE167 - No delta/gamma position available; select a risk hierarchy leaf ?

  The SAP error message TE167 "No delta/gamma position available; select a risk hierarchy leaf" typically occurs in the context of SAP Treasury and Risk Management, particularly when dealing with risk analysis and reporting. This error indicates that the system is unable to find a delta or gamma position for the selected risk hierarchy, which is necessary for the analysis you are trying to perform.
  
  Cause:
  
  
  Hierarchy Selection: The user may have selected a risk hierarchy node that does not have any associated delta or gamma positions. Delta and gamma positions are typically associated with specific financial instruments or portfolios, and if the selected node is a parent node or an empty node, this error can occur.
  
  
  Data Availability: There may be no data available for the selected risk hierarchy leaf. This could be due to a lack of transactions or positions that have been recorded in the system.
  
  
  
  Configuration Issues: There may be issues