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How To Fix TPM_THXE1059 - Hedge profile &1: Maximum slope coefficient is missing for retrosp. regr.


SAP Error Message - Details

  • Message type: E = Error

  • Message class: TPM_THXE1 - message class for effectiveness test

  • Message number: 059

  • Message text: Hedge profile &1: Maximum slope coefficient is missing for retrosp. regr.

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Smart SAP Assistant

  • What is the cause and solution for SAP error message TPM_THXE1059 - Hedge profile &1: Maximum slope coefficient is missing for retrosp. regr. ?

    The SAP error message TPM_THXE1059 indicates that there is a missing maximum slope coefficient for a hedge profile in the context of retroactive regression analysis in Treasury and Risk Management (TRM) within SAP. This error typically arises when the system is trying to perform a calculation or analysis that requires this coefficient, but it has not been defined in the system.

    Cause:

    1. Missing Configuration: The maximum slope coefficient for the hedge profile has not been defined in the system configuration.
    2. Incorrect Hedge Profile: The hedge profile being used may not be set up correctly or may not have all the necessary parameters defined.
    3. Data Inconsistency: There may be inconsistencies or missing data in the underlying financial instruments or hedging relationships.

    Solution:

    1. Check Hedge Profile Configuration:

      • Navigate to the configuration settings for the hedge profile in the SAP system.
      • Ensure that the maximum slope coefficient is defined. This can usually be found in the settings related to the hedge profile or risk management settings.
    2. Define Maximum Slope Coefficient:

      • If the coefficient is missing, you will need to define it. This may involve entering a value that reflects the maximum allowable slope for the hedging relationship.
    3. Review Related Data:

      • Check the financial instruments and hedging relationships associated with the hedge profile to ensure that all necessary data is complete and consistent.
      • Validate that the data used for retroactive regression is accurate and up to date.
    4. Consult Documentation:

      • Refer to SAP documentation or help resources for specific instructions on how to configure hedge profiles and set the maximum slope coefficient.
    5. Testing:

      • After making the necessary changes, perform a test to ensure that the error no longer occurs and that the calculations are performed correctly.

    Related Information:

    • SAP Notes: Check for any relevant SAP Notes that may address this specific error or provide additional guidance on configuring hedge profiles.
    • SAP Community: Engage with the SAP Community forums to see if other users have encountered similar issues and what solutions they have found.
    • Training and Documentation: Consider reviewing training materials or documentation related to Treasury and Risk Management in SAP to better understand the configuration and usage of hedge profiles.

    If the issue persists after following these steps, it may be beneficial to consult with an SAP expert or your organization's SAP support team for further assistance.

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