RY366 - Statistics type &1: Element category "Absolute" not allowed in CFaR

SAP Error Message - Details

• Message type: E = Error

• Message class: RY - Messages for RM Basis

• Message number: 366

• Message text: Statistics type &1: Element category "Absolute" not allowed in CFaR

What causes this issue?

For the Cash Flow at Risk calculation, you have chosen a volatility type
or correlation type referring to a statistics type with element category
<LS>Absolute</>. This is not supported (for instance, random walk values
might otherwise be negative).

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?

Maintain your volatility type, correlation type, and statistics type so
that another element category is used.
You can find the corresponding Customizing activities under
<LS>Treasuryand Risk Managment -> Basic Functions -> Market Data
Management -> Master Data -> Statistical Data</>:
<DS:SIMG._V_ATVO3>Define Statistics Type</>
<DS:SIMG.VOLATILITAETSARTEN>Define Volatility Type</>
<DS:SIMG.KORRELATIOSART>Define Correlation Type</>

Procedure for System Administrators

Error message extract from SAP system. Copyright SAP SE.