Diagnosis
The system cannot find a value for the security &V1& from the exchangerate type &V2& on &V3& as part of the shift generation for securities.
Shift generation is used in the VaR calculation to generate market datashifts for all those risk factors contained in the risk hierarchy. Theseshifts are generated regardless of whether the risk factor is actuallyrelevant to the transaction selected or not.
This risk factor is not included in any subsequent calculations as aresult of this missing data.

Procedure
Complete the market data or remove the risk factor from the riskhierarchy.