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RTHM_UPDATE_EX_VIA_RO - Exposure Upload from External Source

RTHM_UPDATE_EX_VIA_RO - Exposure Upload from External Source

PERFORM Short Reference   Vendor Master (General Section)  
This documentation is copyright by SAP AG.
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Purpose

If you manage your exposures outside of Hedge Accounting for Exposures, you need to create these exposures again manually in Hedge Accounting for Exposures (transaction THMEX).

To make it easier for you to manage them, exposures that are managed outside of the THMEX application can be imported into a central repository, Risk Objects (RO), using the External Data Transfer (EDT) function. This RO repository then becomes the source for exposure data for the THMEX application, which eliminates the need for entering that data manually. You use transaction THMRO to create and edit the RO exposure data in Hedge Accounting for Exposures.

For a technical overview of the procedure for transferring external data, see the relevant components in SAP Library under External Data Transfer.

The settings for the external data transfer are divided into three parts:

  1. Preparing the data:
Under Financial Supply Chain Management -> Treasury and Risk Management -> Transaction Manager -> General Settings -> Tools -> External Data Transfer -> Preparation -> Mandatory/Optional Control, choose the data on the basis of the displayed SAP system data requirements from the legacy systems or operational systems and write this data to a sequential file. The number, type, and format of the fields is detailed in the transfer category 040. Use the selection program to make changes to data. This procedure does not take place in the SAP system and is not supported by SAP programs.
  1. Customizing:
Define a sender structure by creating a DDIC structure with fields that are mapped to the import (receiver) structure. The minimum fields needed are represented by the structure THMEXS_RO_TRANSFER.
  1. Application:
Start the external data transfer in the area menu by choosing Accounting -> Treasury and Risk Management -> Transaction Manager -> Basic Settings -> Tools -> External Data Transfer -> Preparation -> Start Transfer. Evaluate the transfer logs once the transfer is completed. You do this in the area menu by choosing Accounting -> Treasury and Risk Management -> Basic Functions -> Tools -> External Data Transfer -> Logs -> Transfer Log.

Integration

Prerequisites

In the IMG activity Number Range, set all the appropriate number range objects for the relevant plan and transaction.

Features

Selection

Create hedge accounting exposures.

In the "General Selections" area:

  • Enter a company code. This control is a mandatory field.
  • Enter an external risk object number. This control will focus the selection of data to maximize performance of the report.

For the E-Hedge Accounting data, choose between the following:

  • Create: This control creates data in Hedge Accounting for Exposures based on exposure information in the risk object repository. The subsequent selection screen areas are based on the choice of the control "Create".

In the "Risk Object" area, choose between the following:

  • Exposures from One Risk Object: If you choose Exposures from One Risk Object, the system creates one unique hedge plan for each risk object. This unique hedge plan contains all cash flows for a single risk object.
  • Exposures from Multiple Risk Objects: If you choose Exposures from Multiple Risk Objects, you obtain an additional option. In this case, one hedge plan can be created containing all cash flows for a single risk object, or one hedge plan can be created containing all cash flows for multiple risk objects. An additional function is provided in the menu bar allowing you to add all cash flows for a risk object to an existing hedge plan.

In the "Risk Category" area, the control is fixed to "Foreign Exchange Risks".

In the "Transaction Type" area, choose between the following:

  • Forecasted Transaction
  • Firm Commitment
  • Asset/Liabilities

In the "Display Layout" area:

  • The default layout value or other layout values are entered automatically in the layout field. This control presets the layout of the report.

When you execute the external exposure upload, the system displays a validated output list of the plan(s)/exposure(s) from an external source. This validation ensures that exposures that are going to be created do not already exist in Hedge Accounting.

The descriptive text of the plan and the descriptive text of the transaction can be changed for any unique risk object number.

The hedge management plan ID and a hedge management transaction/exposure ID is created in the background upon saving. The E-HA transaction activity is determined from both the transaction category and the cash flow type (sale or purchase).

Update the hedge accounting exposures.

In the "General Selections" area:

  • Enter a company code. This control is a mandatory field.
  • Enter an external risk object number. This control will focus the selection of data to maximize performance of the report.

For the E-Hedge Accounting data, choose between the following:

  • Create:
This control creates data in Hedge Accounting based on exposure information in the risk object repository.
  • Update.
This control updates data in Hedge Accounting based on exposure information in the risk object repository. The subsequent selection screen areas are based on the choice of the "Update" control.

In the "Plans Valid From" area:

  • Enter a date on which the hedge management plan expires. This control will focus the selection of data to maximize performance of the report.

In the "Display Layout" area:

  • The default layout value or other layout values are entered automatically in the layout field. This control presets the layout of the report.

Execute the report. The system returns a validated output list of the plan/exposure(s) from an external source. This validation will ensure that these plan/exposures are currently linked to Hedge Accounting.

Warning: All financial transactions that are linked to hedge accounting exposures and that are subject to postponement, such as rollovers, must have the status "Rollover" before the update.

When you execute the external exposure upload, the system displays a validated output list of the plan(s)/exposure(s) from an external source. This validation ensures that exposures that are going to be updated do not already exist in E-Hedge Accounting.

All financial contracts linked to Hedge Accounting exposures that are subject to postponement, such as a rollover, must be in rollover status prior to the update.

The list display will match the risk object exposure amounts and due dates in the risk objects with the appropriate E-Hedge Accounting exposures. Any financial transaction that has the "Rollover" status and is linked to the Hedge Accounting exposure is checked before it is displayed.

The risk object data is used to update E-Hedge Accounting.

If there has been a key date valuation for the hedging relationship, processing is follows:

  1. If the new exposure amount is zero, the exposure is assumed to be improbable. Consequently, the hedging relationship must be dissolved and all OCI reclassified.
  2. If the new exposure amount falls below the designated hedge amount but is greater than zero, the designated amount in the hedging relationship is adjusted to the new lower amount, and the difference between the old and new designated amounts determines the OCI reclassification. (Caution: This does not address the scenario of a forecasted purchase, which happens earlier than the forecast. The reclassification of OCI is not always necessary because the purchase may not affect earnings directly.)

If there has been a key date valuation for the hedging relationship, processing is follows:

  1. If the new exposure amount is zero, the existing hedging relationship is deleted.
  2. If the new exposure amount falls below the designated hedge amount but is greater than zero, the designated amount in the hedging relationship is adjusted to the new lower amount.

If simulation is not used and the user chooses to update, the system issues a message stating whether reclassification has occurred and whether the hedging relationships have been dissolved or deleted. Caution: Changes to the from/to validity of the transaction are not supported.

The rollover of the financial transaction automatically rolls over exposures created from risk objects. Therefore, when a financial transaction is in rollover status, various RTHM_UPDATE_EX_VIA_RO-dependent tables are updated with data concerning the new Hedge Accounting exposure, the hedged item, and the hedging relationship.

Standard Variants

Output

Activities

Example






General Data in Customer Master   Vendor Master (General Section)  
This documentation is copyright by SAP AG.

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