Solution : https://service.sap.com/sap/support/notes/763427 (SAP Service marketplace login required)
Key words :
cmd=ldoc&template_id=mytemplate, microsoft knowledge base articles, including security patch ms01-055, //my_domain_name/sap/bw/bex, /sap/bw/bex, security patch reason, microsoft internet explorer 6, sap bw support, fully-qualified host, ms internet explorer 6
Related Notes :
783496 | SAPBWJSgdo is undefined |
654982 | URL requirements due to Internet standards |
492533 | URLs are generated without domains |
434918 | Configuration for fully qualified host names for BSP |