J+ - Gap Analysis

The following messages are stored in message class J+: Gap Analysis.
It is part of development package JBR in software component FIN-FSCM-TRM-AN. This development package consists of objects that can be grouped under "Application development TRM Market Risk Mangement".
Message Nr
Message Text
000***Messages for IS-B RM Gap Analysis (exclusively!)**********************
001Error in FRA processing
002Error formatting data
003No flows selected for loan &
004Int./repaymnt/discount/premium payment not identified for cash flow ind.
005Error when analyzing stocks
006Financial transaction is not an account or non-interest bearing position
007Unable to process cash flow indicator '&1'
008The financial transaction is not a bond
009Unable to process cash flow type '&' for bonds
010Error in cash flow for bond &
011The financial transaction is not a foreign exchange transaction
012Unable to display gap analysis for a transaction
013Unable to find market data for forward exchange transaction
014Error formatting data
015Transaction is not a stock
016No flows exist for one of the financial transactions
017Euro is not entered as a basket currency or as a target currency
018No transactions for gap analysis
019Error while dereferencing a variable interest rate
020Unable to carry out interest rate fixing
021Error in position object &1, company code &2
022Error in financial transaction &, company code &
023The financial transaction is not a non-interest-bearing position
024The financial transaction is not a warrant bond
025The financial transaction is not a convertible bond
026Unable to process cash flow type '&' for warrant bonds
027Unable to process cash flow type '&' for convertible bonds
028Error in cash flow for warrant bond &
029Error in cash flow for convertible bond &
030Financial transaction is not a stock index future
031No due date scenario found
032Error while structuring due date scenario
033Due date scenario & not found
034Total of percentages for due date scenario &V1& is negative
035No interest payments can be simulated due to missing data
036Program error occurred when processing portfolio hierarchy &
037Error when selecting transactions
038Error in central analysis module
039Error in processing module for gap data
040Error when filling the market segments for financial transaction &1
041Error when filling the market segments for position object &1
042Error during analysis of flows of underlying of future position
043Error during distribution of payments to maturity band &
044Error while processing zero bonds
045Financial transaction is not a swap
046Financial transaction is not a money market transaction
047Unable to process cash flow indicator '&' for money market transactions
048Flows without cash flow indicators are not allowed
049Financial transaction is not a future
050Financial transaction is not a FRA
051Financial transaction category & not allowed for FRAs
052Cash flow indicator & cannot be processed for FRAs
053Asset/liability indicator & not appropriate for money market transactions
054Asset/liability indicator for future & not set to off-balance sheet
055Asset/liability indicator & not appropriate for securities
056Asset/liability indicator not set
057Balance sheet indic. & not appropriate for forex/forward exch. trans.
058Asset/liability indicator & not appropriate for swaps
059Asset/liability indicator & not appropriate for accounts
060Asset/liability indicator & not appropriate for stock
061Cash flow indicator not entered or not relevant for gap
062Error when selecting loans
063The last message refers to security order &1
064The last message refers to financial transaction &1
065No flows selected
066Asset/liability indicator & not appropriate for loans
067Asset/liability indicator is incorrect
068Asset/liability indic. & not appropriate for forward securities trans.
069Error when filling the market segments for loan &1
070Error when filling the market segments for an account
071Error when filling the mrkt segments for a non-interest-bearing position
072Error occurred for loan &1 in company code &2
073Error occurred for an account in company code &1
074Error in non-interest-bearing position &1, company code &2
075The last message refers to loan &1
076The last message refers to an account in company code &1
077The last message refers to the non-interest-bearing position &1
078Error when selecting fixed cash flows
079The A/L indicator & is not suitable for fixed cash flows
080The asset/liability indicator & is not suitable for FRAs
081The last message relates to a transaction in company code &
082The error occurred in a transaction in company code &
083Error when filling the market segments for a transaction in co.code &
084Cash flow indicator & is not suitable for stocks
085Financial transaction contains no transaction data
086Unable to read financial transaction data
087The financial transaction is not an option
088Unable to analyze underlying transaction &
089Error during formatting for an account
090No assignments specific to the valuation rule were found
091Data inconsistencies in technical financial transaction type
092Error when filling the market segments for securities order &1
093Error in securities order &1, company code &2
094The last message refers to position object &1
095Error when identifying underlying
096Financial transaction data incomplete or inconsistent
097No flows exist for a stock
098The asset/liability indicator & is not suitable for options
099Unable to identify a transaction requiring processing
100********** Messages for Selection Screen (List Output) ******************
101Choose at least one gap evaluation
102Maturity band & does not exist
103Delta indicator & not allowed - use the input help
104Premium indicator & not allowed - use the input help
105Analysis of single transactions
106Messages referring to position object &1
107Messages referring to security order &1
108Messages referring to CoCd &2 Transaction &1
109Messages referring to loan &1
110****** End of Reservation for Selection Screen Messages see 180ff ******
111Messages related to the underlying of the option:
112The FRA is already fixed and paid out, so is no longer relevant for gap
113Forward stock transactions are not included in gap analysis
114Asset/liability ind. & is not suitable for forward securities trans.
115Caplet/floorlet has no flow - the transaction data is inconsistent
116Error when calculating the option price - ption cannot be analyzed
117Ref. rate & may not be fixed on &. Forward calculation may be affected
118No formatted data exists
119A/L indicator & not appropriate for non-interest-bearing positions
120Error while processing a non-interest-bearing position
121Error no. & while breaking down the interest flow for a FRA
122Warning: No data available that could be displayed
123Messages referring to account &3 in company code &1
124Messages referring to non-interest-bearing position or variable trans. &1
125Messages referring to transaction &3 in company code &1
126Messages for gap analysis
127Messages that have been triggered
128Error in progress bar
129No period blocks defined for relative due date scenarios
130Due date scenario &1 not found
131Error while processing a due date scenario
132Period block &2 not found for due date scenario &1
133The due date scenarios are being converted
134There are no old due date scenarios to convert
135Due date scenarios were already converted
136Due date scenarios successfully converted
137Due date scenario &1 not found
138The relative settings for due date scenario &1 are missing
139The absolute settings for due date scenario &1 are missing
140No asset/liability indicator found for one transaction
141Error: System unable to select currency or display data
142Messages related to an unidentifiable transaction in company code &1
143Messages referring to complex financial transaction &1
144Messages referring to position &1
145Messages referring to &1 &2
146Asset/liability indicator &1 not appropriate for &2
147Money market transaction has no interest rate condition
148Error while analyzing the complex risk object
149No flows found for an account
150********** Save, read, and administrate messages for results **********
151Unable to take a new number from number range &1 (code &2)
152Number range running out: 90% of numbers used, clean up recommended
153Last number from number range & was assigned
154No gap analysis results exist - saving of data was canceled
155No gap parameter file exists - saving of data was canceled
156Evaluation results for ID & already exist in database
157Error while writing gap evaluation results to database
158Gap evaluation results could not be saved
159Gap evaluation results saved under ID &
160Gap parameter file has no save ID - activity terminated
161No gap results were converted
162Gap results were successfully converted
163Write-down rule &1 in ALM valuation type &2 is not complete
164Unable to assign a new number from number range &1
165The results objects are incomplete
166Messages for P+L simulation
167No results object for the price calculator - transaction is not analyzed
168ALM valuation type & does not exist
170The calculation basis for the interest flow on & is incomplete
175Messages referring to bank account &2 in company code &1
180*** Messages from the selection screen (list output) Supplement *********
181Enter a scenario progression
182Enter a scenario
183Choose a valid scenario - use the input help
184Choose a valid scenario progression - use the input help
185Enter a text for the backup data
186Choose a save ID
187Choose a valid save ID - use the input help
199**** End of reservation for selection screen messages supplement ****
200**** Messages for external gap analysis ****
201RFC communication error (Gap analysis): &1
202RFC system error (Gap analysis): &1
203Message for external gap analysis: "&1"
204External destination not maintained
205The structure of the transaction for external valuation is incorrect
209**** End of reservation for external gap analysis ****
210No flows exist for financial transaction
211External gap analysis failed
212No scenario progressions found
213No valid scenario found for scenario progression &1 on &2
214No rate exists for translating trans. crcy &1 to evaluation currency &2
215Error during currency translation from &1 to &2
216Error in transaction structure
217Error in simulated position
218Error during conversion of interest calculation method
219Error occurred when calculating accrued interest
220******* Messages for Due Date Scenarios *********************************
221Error while formatting the input errors
222Due date scenario &1 not found
223Error while formatting the due date scenario &1
224Gap results object with asset/liability indicator &1 found
225No period blocks found for relative due date scenario &1
226Error occurred while creating maturity band &1
227No relevant base portfolios found
228Error while determining parameters
229Error when due date scenario applied
230Error while adding due date scenario to transaction
240******** End of Reserved Area for Due Date Scenarios ********************
241Error while formatting transaction
242Error while generating simulated interest payments
243Error while converting interest calculation method
244No interest flows exist
245Error while translating to evaluation currency
246Transaction currency &1 does not belong to euro participants
247No header information found
248No option premium found
249& cannot be analyzed yet
250A zero bond forward transaction has no purchase/sale flow
251Calculated interest rate exceeds maximum value; check financial trans.
252An exact assignment of interest period to capital flows is not possible.
300***** Messages from Interest Result Analysis ************************
301Part of the relative interest revenue/expense cannot be determined
329***** End of Reserved Area for Interest Result Analysis *************
330The view and portfolio hierarchy do not match the save ID
331Gap results were updated successfully
332Error when locking loan & in company code &
333Locking errors occurred in current processing block
334The following loans could not be processed further
335Loan & in company code & was not summarized
336An error occurred when saving summarized information
337The program was terminated due to the previous error message
338Old save ID must contain the portfolio hierarchy node
400***** Start of reservation for maintenance transactions *****************
401Data is locked by user & - only display possible
402No changes permitted (according to the system settings) - Display only
403Enter the target entry
404Internal program error when calling up a control method
405Error occurred while recording transport - display only
406Error when accessing database table &
407An entry with the same key already exists
408Transport request was generated
409Activity canceled by the user
410Error when reading data from database
411Internal error from enqueue server when accessing object &
412Data was saved
413Data was deleted
414Select at least one entry
415Evaluation type entries were converted to the ALM valuation type
416There are no gap-specific entries for the evaluation type for conversion
417ALM valuation types already exist
418ALM valuation types successfully created from the evaluation types
419ALM valuation types already contain new entries
420Select an entry before executing the action
421This ALM valuation type is already assigned to an evaluation type
422Data locked by user &
423Unable to calculate the NPV
424Unable to determine the date in the liquidation scenario
425No interest rate found in liq. scen. for date &, yield curve &, scen. &
426No interest rate found in ut. scenario for date &, yield curve &, scen.&
427Unable to calculate the base day for period & - &, int.calculation mthd &
430***** End of reservation for maintenance transactions *******************
431Incorrect discount accrual/deferral: Nominal amount of interest flow = 0
432The date values for maturity bands &/&/& were combined
433No flows selected
434The interest rate was too high; it was limited to 9999.9999%
435Unable to display transactions on this node
436Financial transaction is not a facility
437Unable to calculate the NPV
438Relationship between liquidations and liquidation dates is not correct
440You do not have authorization for the transaction &
441Parameter & must be positive
899_________________________________________________________________________
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