How To Fix TE247 - Correlation &1 / &2 used on &3 found on &4

SAP Error Message - Details

• Message type: E = Error

• Message class: TE - Market Risk Management

• Message number: 247

• Message text: Correlation &1 / &2 used on &3 found on &4

What causes this issue?

The system only uses correlations belonging to a term which exactly fits
to the holding period of the VaR calculation. In order to achieve that
if necessary correlations older than the evaluation date are used. In
the current case for the correlation &V1& / &V2& data is found on &V4&
although the evaluation date is &V3&.

System Response

How to fix this error?

If the found correlation date is too old and thus outdated please make
sure that more current correlations are available (e.g. using the
statistics calculator, transaction <DS:TRAN.TVS1>TVS1</>).

Procedure for System Administrators

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

Error message extract from SAP system. Copyright SAP SE.