How To Fix FTBCVA048 - Horizon d'analyse &1 se termine le &2, transaction &3 se termine le &4

FTBCVA048 - Overview

• Message type: E = Error

• Message class: FTBCVA - Credit Value Adjustment

• Message number: 048

• Message text: Horizon d'analyse &1 se termine le &2, transaction &3 se termine le &4

Quelle est la cause de ce problème?

At least one selected financial transaction ends after the end date of
the maturity band. Therefore, expected exposures for that transaction
for EE dates later than the end date of the maturity band cannot
contribute to CVA and DVA, resulting in potentially inaccurate values.

Réponse du système

Le système émet un message d'erreur et ne vous permettra pas de poursuivre cette transaction tant que l'erreur n'est pas résolue.

Comment corriger cette erreur?

Change the maturity band definition in transaction
<DS:TRAN.JBRLZB>JBRLZB</> so that the maturity band covers the entire
term of the selected financial transactions.
Note, however, that data volume in the expected exposure table increases
with the number of maturity band grid dates. We therefore recommend that
you make the maturity band as long as necessary, but no longer. Also
consider the possibility of making the grid dates non-equidistant to
meet the requirements of the structure of your financial transactions
(example: yearly for ten years, five-yearly afterwards).

Procédure pour les administrateurs système

INCLUDE 'CUSTOMIZED_MESSAGE_INFO' OBJECT DOKU ID TX

Extrait du message d'erreur du système SAP. Copyright SAP SE.