Diagnosis
The historical time period for security class &V1& (price type &V2&) hasnot been provided with enough data. Thus, no shifts can be stored forthis risk factor.

System Response
The system cannot calculate on the affected node on the risk hierarchy.This means that, during the VaR calculation, the node does not containany values for the risk.
This does not result in any further error messages at a later stage inthe process.

Procedure
Maintain the historical market data for security class &V1&(&V2&), orset the error tolerance higher. Currently, only &V3& historical marketdata can be missing.
If the risk factor is no longer relevant to the risk calculation, youcan remove it from the risk hierarchy. However, this is only to be doneif you are sure the risk factor is no longer needed.