@3M@ Portfolio hierarchy can be used without restriction
The portfolio hierarchy was checked, and matches the current definition. It can be used for all analyses without restriction. The portfolio hierarchy does not contain any selective characteristic hierarchies.
@AH@ Portfolio hierarchy with a different tree structure
The portfolio hierarchy does not match the current definition for the characteristic hierarchies used. This is because some nodes in the characteristic hierarchy were deleted. Since there are saved evaluation results that relate to the previous structure of the portfolio hierarchy, the tree structure of the portfolio hierarchy has to be retained. The system updates the portfolio hierarchy when new base portfolios are generated, but takes into account only the saved definition of characteristic hierarchies, and not the current definition. You can display the alternative version of the current hierarchy definition by calling the Display Portfolio Hierarchy transaction (Market Risk Analysis -> Evaluation Control -> Portfolio Hierarchy -> Display) and then choosing Status.
@4G@ Selective portfolio hierarchy
A filter was assigned to the portfolio hierarchy, or the portfolio hierarchy uses characteristic hierarchies, which are flagged as selective. This means that the tree structure does not contain all the existing base portfolios but only those that were selected in the filter or the characteristic hierarchy.
@AH@ Selective portfolio hierarchy with a different tree structure
The portfolio hierarchy corresponds to the selective portfolio hierarchy. However, the tree structure does not match that of the current definition of characteristic hierarchy that is used.
This is because some nodes in the characteristic hierarchy were deleted. Since there are saved evaluation results that relate to the previous structure of the portfolio hierarchy, the tree structure of the portfolio hierarchy has to be retained. The system updates the portfolio hierarchy when new base portfolios are generated, but takes into account only the saved definition of characteristic hierarchies, and not the current definition. You can display the alternative version of the current hierarchy definition by calling the Display Portfolio Hierarchy transaction (Market Risk Analysis -> Evaluation Control -> Portfolio Hierarchy -> Display) and then choosing Status.
@AG@ Inactive portfolio hierarchy
The portfolio hierarchy is inactive. It is no longer updated, and is used only to display evaluation results. It cannot be used for current evaluations. You can reactivate the portfolio hierarchy by calling the Delete/Deactivate transaction by choosing Market Risk Analysis -> Evaluation Control -> Portfolio Hierarchies -> Delete/Deactivate. You then choose Inactive -> Active.
@02@ Incorrectly defined portfolio hierarchy
The portfolio hierarchy cannot be used because errors occurred when it was generated. The generation process terminates if the definition of the portfolio hierarchy or of the characteristic hierarchies assigned to is inconsistent. The same applies if new definitions of the assigned filters are transported. Such changes to the selection criteria are not permitted due to the fact that dependent evaluation data exists. Generate the portfolio hierarchy manually (Risk Analysis -> Market Risk Analysis -> Tools -> Reorganization Tools -> Portfolio Hierarchies -> Generate). The error generated for this contains information about the cause of the failed generation process if the errors have not been rectified in the meantime.
@12@ Temporary portfolio hierarchy for the final results procedure in operating mode - filter with test selections
This status appears in the master data display in the final results procedure provided the indicator Basic Run for Portfolio Hierarchies with Test Selections of Filter is active. While the final result procedure is running, an additional tree structure for the portfolio hierarchy is created temporarily for the test selections, and is used to calculate the final results.