How To Fix TE427 - Low confidence level: CFaR = 0

SAP Error Message - Details

• Message type: E = Error

• Message class: TE - Market Risk Management

• Message number: 427

• Message text: Low confidence level: CFaR = 0

What causes this issue?

While using the CFaR algorithm 2 (<LS>CFaR Based on Symmetric P&L
Distribution</>), a low confidence level can lead to cases where no
CFaR can be calculated. In such cases, the CFaR is set to 0.

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?

Procedure for System Administrators

Error message extract from SAP system. Copyright SAP SE.