Solution : https://service.sap.com/sap/support/notes/916058 (SAP Service marketplace login required)
Key words :
credit exposure calculation, short dump 'system, terms /ba1/r2_ce_04, /ba1/r2_ce_07 reason, large bundles, memory overflow, roll' occurs, prerequisites prerequisite, irb approach, 'sap_optimi' solver
Related Notes :
1085873 | Performance in BaselII Capital Accord |
920816 | CRE: Optimization finds no solution for phys. collaterals |