2456529 - Failed to connect to system; when creating a SAP Cloud Platform connection in SAP Analytics Cloud

Creating a new connection using the Live Data connection to HANA and selecting as connection type SAP Cloud Platform throws the message:

Failed to connect to system;

In the System > Monitor > Trace you find the following information:

Failed to read XS HTTP destination for SAP BusinessObjects Cloud agent http.readDestination: destination not found (package: sap.fpa.services.connection.tenant, name: 9_CloudAgent)

And the stack shows:

Exception@/sap/fpa/services/core/system/Exception.xsjslib:105
Agent@/sap/fpa/services/connection/CloudAgent.xsjslib:45
getAgent@/sap/fpa/services/connection/CloudAgent.xsjslib:62
isServiceAvailable@/sap/fpa/services/connection/CloudAgent.xsjslib:204
isServiceAvailable@/sap/fpa/services/security/provider/scim.xsjslib:15
RestSecurity.prototype.doGet@/sap/fpa/services/security/RestSecurity.xsjslib:383
handleRequest@/sap/fpa/services/GetResponse.xsjs:297
@/sap/fpa/services/GetResponse.xsjs:349

• SAP Analytics Cloud

scp, hcp, SAP Cloud Platform, HANA Cloud Platform c4p, cforp, cloudforplanning, Hana Cloud for Planning, EPM-ODS, Cloud for Analytics, C4P, Cloud4Analytics, CloudforAnalytics, Cloud 4 Planning, HCP, C4A, BOC, SAPBusinessObjectsCloud, BusinessObjectsCloud, BOBJ, BOBJcloud, BOCloud., BICloud, BO Cloud, connection, SBOC, SAC , KBA , LOD-ANA , SAP Analytics Cloud (SAC) , LOD-ANA-BI , Business Intelligence Functionality, Analytic Models , LOD-ANA-PL , Planning , LOD-ANA-BR , SAC Boardroom , LOD-ANA-PR , SAC Predictive , Problem