FTBCVA - Credit Value Adjustment
The following messages are stored in message class FTBCVA: Credit Value Adjustment.
It is part of development package FTB_CVA in software component FIN-FSCM-TRM-AN. This development package consists of objects that can be grouped under "Credit Value Adjustement".
It is part of development package FTB_CVA in software component FIN-FSCM-TRM-AN. This development package consists of objects that can be grouped under "Credit Value Adjustement".
Message Nr ▲ | Message Text |
|---|---|
| 000 | Credit and debit value adjustment type &1: Enter expected exposure type |
| 001 | &1 &2 |
| 002 | Credit and debit value adjustment type &1: Enter allocation method |
| 003 | Processing step &1 |
| 004 | Parameters: Des.date &1, eval.type &2, CVA/DVA type &3, price/NPV type &4 |
| 005 | Hedging relationship &1: Evaluation parameters are incomplete |
| 006 | Valuation area &1, transaction &2: Evaluation parameters are incomplete |
| 007 | Val. area &1, netting group &2: Eval. parameters ambiguous or incomplete |
| 008 | Hedging relationship &1: Transaction &2 is in netting group &3 |
| 009 | Parameters: Evaluation type &1, CVA/DVA type &2, price/NPV type &3 |
| 010 | Parameters: Evaluation type &1, price/NPV type &2 |
| 011 | Parameters: Designation date &1, evaluation type &2, price/NPV type &3 |
| 012 | Transaction &1: Different calculations for the same price/NPV type &2 |
| 013 | Enter either product type or product category |
| 014 | EE type &1: Enter a maturity band |
| 015 | EE type &1: Add-ons can only be applied for EE calc. meth. CEA |
| 016 | EE type &1: Initial maturity band recommended for EE calc. meth. CEA |
| 017 | Add-on method: Netting groups are not processed |
| 018 | No add-on factor found for prod. type &1, prod. cat. &2, term end &3 |
| 019 | Traded currency could not be determined for financial transaction &1 |
| 020 | EE type &1, netting group &2: Expected exposure missing on &3 |
| 021 | EE type &1, transaction &2: Expected exposure missing on &3 |
| 022 | Netting group &1: Contract type "&2" of transaction &3 not supported |
| 023 | Credit and debit value adjustment type &1 does not exist |
| 024 | EE type &1 does not exist |
| 025 | CVA/DVA type &1: No EE type assigned although calculation is based on EE |
| 026 | EE calculation method &1 does not exist |
| 027 | Yield curve &1 &2 could not be created on date &3 |
| 028 | Error in price calculator initialization |
| 029 | Difference method: Netting groups are not processed |
| 030 | Evaluation type &1 does not exist |
| 031 | Circular business partner hierarchy for &1: Cannot determine parent |
| 032 | No reference entity found for business partner &1 |
| 033 | No reference entity found for company code |
| 034 | No transactions with positive NPV: CVA is discarded |
| 035 | No transactions with negative NPV: DVA is discarded |
| 036 | Expected exposures successfully saved |
| 037 | Expected exposures already saved |
| 038 | Specify a netting group |
| 039 | Specify a financial transaction |
| 040 | Netting group &1 does not match selection condition |
| 041 | Financial transaction &1 does not match selection condition |
| 042 | Contract type &1 of financial transaction &2 is not supported |
| 043 | Financial transaction &1 does not exist |
| 044 | Financial transaction &1 belongs to netting group &2 |
| 045 | EE type &1: Only possible to display expected exposures |
| 046 | Expected positive expos.: Only values greater than/equal to zero allowed |
| 047 | Expected negative exposure: Only values smaller than/equal zero allowed |
| 048 | Maturity band &1 ends on &2, transaction &3 ends on &4 |
| 049 | You are not authorized to change expected exposures |
| 050 | You are not authorized to display expected exposures |
| 051 | EE type &1 is still used in CVA/DVA type &2; it cannot be deleted |
| 052 | Select only one row |
| 053 | No calculation log is available |
| 054 | Detailed log cannot be saved in a test run |
| 055 | Saving of detailed log was requested, but no detailed log was requested |
| 056 | Netting group &1: &2% collateralized by collateral &3 |
| 057 | Netting group &1: No collateral available |
| 058 | Financial transaction &1: No collateral available |
| 059 | Financial transaction &1: &2% collateralized by collateral &3 |
| 060 | Financial transaction &1: &2% collateralized by external account &3 |
| 061 | The yield curve framework is not active |
| 062 | Evaluation type &1 (val. rule &2): No derivation ID for business partner |
| 063 | Evaluation type &1 (val. rule &2): No derivation ID for company code |
| 064 | Evaluation type &1: No derivation ID for business partner |
| 065 | Evaluation type &1: No derivation ID for company code |
| 066 | &1 entries of table &2 were corrected |
| 067 | Purchased option &1: CVA is restricted to risk-free NPV |
| 068 | Purchased option &1: DVA is set to zero |
| 069 | Sold option &1: CVA is set to zero |
| 070 | Sold option &1: DVA is restricted to risk-free NPV |
| 071 | Navigation not possible: Calculation has been performed without CVA/DVA |
| 072 | Calculation type &1 does not exist |
| 073 | No calculation type assigned to risk profile &1 |
| 074 | Hedging relationship &1: Transaction &2 not processed |
| 075 | Hedging relationship &1: Hedging instruments cannot be identified |
| 076 | Flow type &1 for the option premium is not set to "Fictitious" |
| 077 | Spot rate in transact. is 0. Rate from market data table is used instead |
| 078 | Overflow during conversion: Check exchange rate factors in table TCURF |
| 079 | Exchange rate components missing |
| 080 | No offsetting transaction found for hedge request &1 |
| 082 | Offsetting transaction &1 has wrong currency pair |
| 090 | Hypothetical derivative &1 is inconsistent; dates cannot be adjusted |
| 091 | End date of hyp. derivative &1 cannot be shifted by more than 14 days |
| 100 | Processing of &1 out of &2 market data scenarios failed |
| 101 | Processing of &1 out of &2 market data selection dates failed |
| 102 | Setting for recalc. of CVA/DVA not the same for all processed eff. tests |
| 103 | Not enough market data scenarios assigned to market data set &1. |
| 104 | Enter Evaluation Date |