Alps Engine 4.0.66.1 - Simulation: Conversion from type 'DBNull' to type 'Decimal' is not valid

Running a Simulation analysis throws an error:
 
DoAnalysis: System.Exception: DoAnalysisBody: System.Exception: DoReinsuranceAnalysis: System.Exception: ProcessAnalysand: System.Exception: GetLayersAndInitialiseThemForRecovery: System.InvalidCastException: Conversion from type 'DBNull' to type 'Decimal' is not valid.
 
Solution:
 
We suspect that there is no currency data valid for the date of the Programme's Inception for either the Losses Currency or Premiums Currency specified for that Programme.