How To Fix THM_EXPOSURE205 - Assigned derivative vol. must have the same sign as the available volume

SAP Error Message - Details

• Message type: E = Error

• Message class: THM_EXPOSURE - E-Hedge Accounting: Exposure

• Message number: 205

• Message text: Assigned derivative vol. must have the same sign as the available volume

What causes this issue?

Designated derivative volume must have the same sign as the available
volume of the derivative.

System Response

The system cannot process a hedging relationship with incorrect signs.

How to fix this error?

When designating the derivative volume, verify that the sign (incoming
or outgoing) is the same as the sign of the available derivative
volume. This should also be the opposite of the sign of the hedged
item; the hedging instrument should offset the hedged item with
opposing signs.

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

Procedure for System Administrators

Error message extract from SAP system. Copyright SAP SE.

Smart SAP Assistant

• What is the cause and solution for SAP error message THM_EXPOSURE205 - Assigned derivative vol. must have the same sign as the available volume ?

  The SAP error message THM_EXPOSURE205 indicates that there is a mismatch in the sign of the assigned derivative volume compared to the available volume in the context of exposure management in SAP Treasury and Risk Management (TRM). This error typically arises when you are trying to assign a derivative to a transaction or exposure, and the volumes (quantities) involved do not align in terms of their directional signs (positive or negative).
  Cause:
  
  Volume Mismatch: The assigned derivative volume (e.g., a hedge or financial instrument) has a different sign than the available volume of the underlying exposure. For example, if the available volume is positive (indicating a long position), the assigned derivative volume should also be positive (or vice versa for a short position).
  Incorrect Data Entry: There may have been an error in data entry when inputting the volumes for the derivatives or the underlying exposures.
  Configuration Issues: There could be configuration settings in the SAP system that are not aligned with the business logic or requirements, leading to this error.
  
  Solution:
  
  Check Volumes: Review the volumes of both the assigned derivative and the available exposure. Ensure that they have the same sign. If the available volume is positive, the assigned derivative volume should also be positive.
  Correct Data Entry: If there is an error in the data entry, correct the volumes accordingly. This may involve adjusting the values in the relevant transactions or exposures.
  Review Configuration: If the issue persists, check the configuration settings in the SAP system related to exposure management and derivatives. Ensure that they are set up correctly to reflect the intended business processes.
  Consult Documentation: Refer to SAP documentation or help resources for specific guidance on handling exposure and derivative assignments.
  Seek Support: If you are unable to resolve the issue, consider reaching out to your SAP support team or consulting with an SAP expert who specializes in Treasury and Risk Management.
  
  Related Information:
  
  SAP Notes: Check for any relevant SAP Notes that may address this specific error or provide additional context.
  Transaction Codes: Familiarize yourself with relevant transaction codes in SAP TRM, such as those for managing exposures and derivatives (e.g., transaction codes for creating or modifying exposures).
  Training and Documentation: Ensure that users involved in managing exposures and derivatives are adequately trained and have access to documentation that outlines the correct processes and procedures.
  
  By following these steps, you should be able to identify the cause of the error and implement the necessary corrections to resolve it.