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Message type: E = Error
Message class: FTBCVA - Credit Value Adjustment
Message number: 016
Message text: Clase EE &1: Banda de vencimiento inicial recomen.p.método cálculo EE CEA
You have specified a maturity band for an expected exposure type with
the EE calculation method <LS>Constant Exposure Approach</>.
This is not recommended.
If you leave the <LS>Maturity Band</> field empty, the system considers
an individual time grid for each transaction and netting group.
For single transactions, the time grid consists of the grid points
evaluation date and end of term.
For netting groups, the time grid consists of the evaluation date and
the term ends of all financial transactions in the group.
This results in accurate calculations and reduced data volume and
runtime.
Leave the <LS>Maturity Band</> field empty for this calculation method.
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.
FTBCVA016
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FTBCVA015
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