How To Fix FTBCVA063 - Type analyse &1 (règle valorisat. &2) : aucun ID de dérivation pr société

SAP Error Message - Details

• Message type: E = Error

• Message class: FTBCVA - Credit Value Adjustment

• Message number: 063

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

Quelle est la cause de ce problème?

You have not maintained a credit spread curve derivation ID for your own
company in the settings of evaluation type &V1& (valuation rule &V2&
). 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.

Réponse du système

The system calculates DVA using credit spreads of value zero.

Comment corriger cette erreur?

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/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
STYLE S_DOCUS1

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