No volatility shift for exchange rate &/&
Message type: E = Error
Message class: RY - Messages for RM Basis
Message number: 504
Message text: No volatility shift for exchange rate &/&
What causes this issue?
No volatility could be found for the &V1&/&V2& exchange rate which
could be used as a risk factor shift.
System Response
No VaR can be calculated for the relevant node.
How to fix this error?
Maintain the volatility for &V1&/&V2&.
Error message extract from SAP system. Copyright SAP SE.
