How To Fix FTBCVA062 - Type analyse &1 (règle valor. &2) : aucun ID de dérivation pr partenaire

SAP Error Message - Details

• Message type: E = Error

• Message class: FTBCVA - Credit Value Adjustment

• Message number: 062

• Message text: Type analyse &1 (règle valor. &2) : aucun ID de dérivation pr partenaire

Quelle est la cause de ce problème?

You have not maintained a credit spread curve derivation ID for business
partners in the settings of evaluation type &V1& (valuation rule &V2&).
Consequently, the system cannot derive a reference entity for the
business partner. 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.

Réponse du système

The system calculates CVA using credit spreads of value zero.

Comment corriger cette erreur?

If you want to consider the credit spreads of the business partner 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/valuation rule (transaction
<DS:TRAN.JBREVAL>JBREVAL</>).

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

INCLUDE 'CUSTOMIZED_MESSAGE_INFO' OBJECT DOKU ID TX

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