How To Fix AFWGO_MESSAGES232 - Registo de ratios riesgo mercado &2 no admite clase de valor a riesgo &1

AFWGO_MESSAGES232 - Overview

• Message type: E = Error

• Message class: AFWGO_MESSAGES - Messages for Development Class AFWGO

• Message number: 232

• Message text: Registo de ratios riesgo mercado &2 no admite clase de valor a riesgo &1

¿Qué causa este problema?

You have activated value-at-risk calculation for the market risk key
figure set &V2&. However, value-at-risk type &V1& that you have chosen
cannot be applied.
For the VaR category <LS>Simulation</>, the VaR method must be <LS>VaR
Determination Based on Profit and Loss</>.
For more information, see also
<DS:DE.JBRVARMETH>Simulation: VaR Method</>.
For the VaR category <LS>Variance/Covariance</>, item calculation must
be <LS>Delta Positions</> or the <LS>Calculate for Delta Position</>
indicator must be set.
For more information, see also
<DS:DE.JBRPSCALCP>Variance/Covariance: Item Calculation</> and
<DS:DE.JBR_VAR_COVAR_DELTAONLY>Apply Covariance Approach to Delta
Positions Only</>.

Respuesta del sistema

The market risk key figure set cannot be saved.

¿Cómo arreglar este error?

Specify a valid value-at-risk type or deactivate value-at-risk
calculation.

Procedimiento para Administradoras de Sistemas

El sistema emite un mensaje de error y no le permitirá continuar con esta transacción hasta que se resuelva el error.

Extracto de mensaje de error del sistema SAP. Copyright SAP SE.