Diagnosis The profitability segments in your chosen combination of portfoliohierarchy/portfolio hierarchy node, risk hierarchy/risk hierarchy nodeand the number of simulation runs (especially profits and losses persimulation run) are too big. (Number of portfolio nodes = &v2&, numberof risk hierarchy nodes = &v1& and number of simulation runs = &v3&).The VaR is correctly calculated but profits and losses per simulationrun are not displayed. Procedure In order to suppress this message, delete the flag 'Calculate P&L' inthe VaR type. |