Diagnosis
No volatility could be found for reference interest rate &V1& thatcould be used as a standard deviation for the risk factor.

System Response
No VaR is displayed for the entire yield curve &V2&(&V3&).

Procedure
Check whether a valid statistic type has been stored in Customizing forvolatility type &V4&. Check whether a volatility (standard deviation)has been maintained for volatility type &V4& and interest ratereference &V1& in yield curve &V2&(&V3&).