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RY053 - Calculation of CFaR from P+L distribution failed

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SAP Error Message - Details

  • Message type: E = Error

  • Message class: RY - Messages for RM Basis

  • Message number: 053

  • Message text: Calculation of CFaR from P+L distribution failed

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  • What causes this issue?

    The settings that caused the problems during CFaR determination are as
    follows:
    Number of simulations: &V1&
    Confidence level: &V2&
    Determination procedure: &V3&

    System Response

    The system issues an error message and will not allow you to continue with this transaction until the error is resolved.

    How to fix this error?

    Check the settings for CFaR calculation.

    Procedure for System Administrators


    Error message extract from SAP system. Copyright SAP SE.


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