CA SDM has a special "Role" for reporting called the "Reporting Role".
This Role is held against the Access Type and defines the Reporting security. Each Access Type has a Reporting Role.
Typically the AHD04020 error is a result of no Reporting Role defined for the user's Access Type.
Release: UAPMAC990JPP-12.9-Asset Portfolio Management-Asset Configuration
Perform the following to solve the issue: