Do you have any question about this error?
Message type: E = Error
Message class: TE - Market Risk Management
Message number: 257
Message text: Correlation &1 / &2: Ambiguous correlations on date &3
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.
The system uses the correlation &V4& stored in the market data table in
the format &V1& / &V2&.
Check and clean up the correlations under
<DS:TRAN.CORR_MAINTAIN>Enter Correlations</> (transaction
<NP>CORR_MAINTAIN</>).
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.
TE257
- Correlation &1 / &2: Ambiguous correlations on date &3 ?Get instant SAP help. Start your 7-day free trial now.
TE256
Cholesky decomposition fails, despite adding &1 to diagonal elements
What causes this issue? Cholesky decomposition of the original covariance matrix could not be performed successfully. Subsequently, the system automa...
TE255
Cholesky decomposition is successful after adding &1 to diagonal elements
What causes this issue? Cholesky decomposition of the original covariance matrix could not be performed successfully. Subsequently, the system automa...
TE258
Term of &3 calendar day(s) and annualization factor &4 determined
What causes this issue? The holding period of the <LS>Value at Risk</> (or correspondingly the random walk step size in the case of the &...
TE259
Triples of correlations are checked for consistency; see long text
What causes this issue? The consistency checks are performed using the algorithm shown by <ZK>Langford, Schertmann, and Owens (2001)</>. ...
Click on this link to search all SAP messages.