How To Fix TE257 - Correlation &1 / &2: Ambiguous correlations on date &3


SAP Error Message - Details

  • Message type: E = Error

  • Message class: TE - Market Risk Management

  • Message number: 257

  • Message text: Correlation &1 / &2: Ambiguous correlations on date &3

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  • What causes this issue?

    On date &V3&, the correlation between two risk factors is available in
    the market data table in the formats &V1& / &V2& and &V2& / &V1& with
    different values for the correlation.

    System Response

    The system uses the correlation &V4& stored in the market data table in
    the format &V1& / &V2&.

    How to fix this error?

    Check and clean up the correlations under
    <DS:TRAN.CORR_MAINTAIN>Enter Correlations</> (transaction
    <NP>CORR_MAINTAIN</>).

    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.


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