How To Fix TE242 - Negative quadratic form on risk hierarchy node &

SAP Error Message - Details

• Message type: E = Error

• Message class: TE - Market Risk Management

• Message number: 242

• Message text: Negative quadratic form on risk hierarchy node &

What causes this issue?

The quadratic form is negative because the correlation matrix on the
corresponding risk-hierarchy node is not positively semi-defined. The
value at risk in this case is calculated from the root of the absolute
amount and the quadratic form.

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?

Error message extract from SAP system. Copyright SAP SE.