CO-PA valuation using costing: error in assignment rule

What causes this issue?

An error has occurred in <ZH>Profitability Analysis</> (CO-PA) during
<DS:CHAP.SIMG_CMMENUORKE2280>valuation</>.

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

Your <DS:SIMG.SIMG_CFMENUORKEKEPC>CO-PA Customizing settings</> specify
that for valuation using product costing, a costing key should be found
using the assignment rule <ZH>"&V1&"</>. When attempting to execute
this assignment rule, the system could not find an entry for the
specified source field values on <ZH>"&V2&"</>.
The assignment rule was set up so that an error message is displayed
when this happens.

System Response

The system determined that no assignment rule entry exists with the
following source fields:
<ZH>&V3&</>
<ZH>&V4&</>
The system cannot continue processing the document.

How to fix this error?

Create an assignment rule entry with these source field values. Make
sure that assignment rule entries exist for all valid source field
values.
If a costing key should not always be assigned via the assignment rule
<ZH>&V1&</>, you can also change the assignment rule definition so that
no error message appears when no rule entry could be found.
<DS:TRAN.KEPC>Maintain assignment strategy</>

Error message extract from SAP system. Copyright SAP SE.