Solution : https://service.sap.com/sap/support/notes/681804 (SAP Service marketplace login required)
Key words :
relevant internet zone 'custom level', menu option 'extras' -> 'internet options', excel scripting active scripting, efficient dynamic program loading, 'temporary internet files' field, operate bw web applications, tab includes additional settings, bw web applications, relevant security procedures, select 'delete files'
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