How To Fix FTBCVA065 - Cl.evaluación &1: Ningún ID de derivación para sociedad

FTBCVA065 - Overview

• Message type: E = Error

• Message class: FTBCVA - Credit Value Adjustment

• Message number: 065

• Message text: Cl.evaluación &1: Ningún ID de derivación para sociedad

¿Qué causa este problema?

You have not maintained a credit spread curve derivation ID for your own
company in the settings of evaluation type &V1&. Consequently, the
system cannot derive a reference entity for your own company . As a
result, no credit spread curve can be found. The credit spread curve is
required for calculating the product of the probability of default and
loss given default.

Respuesta del sistema

The system calculates DVA using credit spreads of value zero.

¿Cómo arreglar este error?

If you want to consider the credit spreads of your own company and
thereby the corresponding product of the probability of default and loss
given default, then you must maintain the credit spread curve derivation
ID in the evaluation type (transaction <DS:TRAN.JBREVAL>JBREVAL</>).

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

INCLUDE 'CUSTOMIZED_MESSAGE_INFO' OBJECT DOKU ID TX

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