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< ( RELNTRM_603_LR_FI_AN_21 )

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FIN_TRM_LR_FI_AN: Changes to the Area Menu of Treasury and Risk Management

Use

As of SAP enhancement package 3 for SAP ERP 6.0 (EA-FINSERV 603), business function TRM: Hedge Accounting, New Financial Products, New Key Figures, the structure and the functions of the area menu of Treasury and Risk Management (FIN-FSCM-TRM) has changed as follows:

The following new functions have been added:

Basic Functions

  • You find the following functions under Market Data Management → Manual Market Data Entry → Commodities:
  • Enter Commodity Prices (CPE) (SCPE_PQ1)

  • Display Commodity Prices (CPE) (SCPE_PQ3)

  • The new function Generate Foreign Exchange Swap Rates (RMMDGSBP) has also been included under the Tools node, next to the Market Data Generator. To use this function, choose Market Data Management → Manual Market Data Entry.

Transaction Manager

  • Choose Securities → Accounting → Intragroup Trading to use the function Edit Intragroup Transactions (TRIG_IGT).
See also: Intragroup Trading
  • Commodities
The new Commodities structure contains all the functions that you require for processing commodities. It is structured in the same way as the existing Derivatives structure. To use the Commodities structure, choose Transaction Manager → Commodities. Alongside the existing functions that can now be used to process commodities, the structure also contains the following new functions:
  • Matching Long-/Short Positions(TPM91) and Matching Overview with Reversal Function(TPM92) under Commodities → Back Office → Listed Derivatives → Matching → Long-/Short Positions.

  • Commodity Master Data (TPM_CTY_MASTER) under Commodities → Master Data

See also: FIN_TRM_LR_FI_AN: Commodities (New)
  • The new function Commodity Overview (TPM_CTY11) is available under Information System → Reports → Master Data → Commodities.
  • Execute Portfolio Transfer (TPM82)

  • Reverse Portfolio Transfer (TPM83)

Market Risk Analyzer

  • The function Derive Analysis Parameters from Securities Transaction (AFO_FOI_RULE_ST) is available under Master Data → Derive Rule Values → Securities Transaction (AFO_FOI_RULE_ST)
  • The following functions are available under Information System → Mark-to-Market:
  • Key Figure Analysis (AISGENKF)

  • Single Value Analysis (Profit and Loss) (AISPL)

  • The new function Update Financial Objects for Generic Transactions (AFO_AP_GT_CRE_UPD) is available under Tools → Reorganization Tools → Financial Object → Financial Object Integration (AFO_AP_GT_CRE_UPD).
  • The structure for Asset Liability Management has been included in the structure of the Market Risk Analyzer.
The Asset/Liability Management subcomponent of the Market Risk Analyzer (FIN-FSCM-TRM-MR) is designed to strategically analyze net income by taking into account different developments in transaction structure as well as interest, currency, and volatility scenarios. The system also analyzes the cash flows concerning liquidity deficits and payment surpluses.
Based on your portfolio hierarchies and scenario, you can display incoming and outgoing payments as well as surplus payments as part of the cash flow evaluation. You can also calculate net interest income for interest-bearing instruments on a periodic basis.

Credit Risk Analyzer

  • The function Extended Limit Reporting (KLREL_LIMIT) is available under Information System → Reporting →Limits.
  • To use the new Limits function (KLREL_LIMIT_ASS), choose Master Data → Limits (KLREL_LIMIT_ASS).
  • The new function Update Financial Objects for Generic Transactions (AFO_AP_GT_CRE_UPD) is available under Tools → Reorganization Tools → Financial Object → Financial Object Integration (AFO_AP_GT_CRE_UPD).

Portfolio Analyzer

  • You can use the function Single Value Analysis (Profit and Loss) (AISPL) by choosing Information System.
  • You can use the function Determination of Risk-Adjusted Measures (PAEPBM_RATIO) by choosing Tools → Results Database.

Changed and Replaced Functions

Grundfunktionen

  • Under Market Data Management → Manual Market Data Entry → Statistical Data → Enter Correlations, the transaction that was previously used has been replaced with the new transaction CORR_MAINTAIN.

Transaction Manager

The existing transactions TPM15 and TPM16 are now only used in the Loans Management area. In the areas Money Market/Forex/Derivatives/Securities, you can use the following new functions by choosing Accounting → Valuation Class Transfer:
  • Execute Valuation Class Transfer (TPM15M)

  • Reverse Valuation Class Transfer (TPM16M)

See also the application documentation in SAP Library under Treasury and Risk Management → Transaction Manager → Accounting → Valuation Class Transfer.
  • The functions for the external securities account statements are available under Securities -> Back Office -> Securities Account Management -> External Securities Account Statements. The functions Edit (RECON1), Settle, and Delete (RECON3) have been replaced by:
  • Edit External Securities Account Statements (RECON4)

  • Compare External Securities Account Statements (RECON5)

  • Delete External Securities Account Statements (RECON6)

See also the application documentation in SAP Library under Treasury and Risk Management → Transaction Manager → Securities Account Management → External Securities Account Statements.
  • The accrual/deferral functions have been standardized in the areas Money Market/ForeignExchange/Derivatives/Securities/Debt Management under Accounting → Accrual/Deferral. The transactions Execute Accrual/Deferral (TBB4) and Reverse Accrual/Deferral (TBB5) have been replaced by the uniform transactions Execute Accrual/Deferral (TPM44) and Reverse Accrual/Deferral (TPM45).
Due to these changes, the user interface has also changed. Since only the Listed Options and Futures and OTC Transactions can be accrued/deferred, the Product Groups and General Selections have been enhanced.
See also the documentation in SAP Library under Treasury and Risk Management → Transaction Manager → Accounting → Accrual/Deferral of Expenses and Revenues.
  • In the area Information System → Reports → Transaction → Deadline Monitoring, the transactions,, Maturities of Forex Spot/Forward Transactions (TX-02) and Maturities of OTC Options (TJ06) have been replaced by
  • OTC Options (TI91)

  • Spot/Forward Transactions (TX06)

  • The user interface has been changed for the following functions:
  • The functions Record or Clear Impairment (TPM70) and Reference Report for Impairment (TPM75) have been changed under Transaction Manager → Securities → Accounting → Valuation → Impairment.

In the function Record or Clear Impairment (TPM70), you can now use the Impairment Categoryand Key Date Reset fields.
In the function Reference Report for Impairment(TPM75), the Evaluation Parameters area contains the Currency Category and Value to Be Transferred fields.
See also: FIN_TRM_LR_FI_AN: Impairment Functions (New) and SAP Library under Transaction Manager → Accounting → Valuation → Impairments.
  • The Correspondence Monitor (TBZ11) has changed. Since correspondence can now be generated using PDF forms, the Form Category selection criterion has been added for Outgoing Correspondence. See also: FIN_TRM_LR_FI_AN: Correspondence (New)

  • The Position List for Quantity Ledger Positions (TPM26) in the Transaction Manager has been revised and can now also be used with financial transactions from the areas Money Market, Forex, and Derivatives.

See also: FIN_TRM_LR_FI_AN: Position List for Quantity Ledger Positions (New)

  • The function Exercise Rights (FWER) can now also be used when exercising rights from listed options.

See also: FIN_TRM_LR_FI_AN: Exercisable Rights for Listed Options (New)
  • In the function Execute Valuation (TPM1), the indicators Hedge Accounting Log and Amortization Log have been added.

  • The function Class Master Data (FWZZ) has been enhanced so that you can now map the product categories "Commodity Futures" and "Options on Commodity Futures".

  • You can now use the function Hedge Plan List (THMEX) to print hedge management documentation. To do this, choose Transaction Manager → Hedge Accounting for Exposures → Hedging Relationships → Hedge Plan.

Hedging Relationship Documentation
  • Under Market Values for Special Security Valuation (TPM73), you can now also enter the net present value in valuation currency.

  • The function Subledger Cash Flow (TPM13) now contains an Amortization Log, and the function Fix and Post Derived Business Transactions (TPM18 ) includes the Hedge Accounting Log indicator.

Market Risk / Credit Risk / Portfolio Analyzer

The user interface has been changed for the following functions:

  • The function Define and Set Up Evaluation Type (JBREVAL) has been revised and is available in Customizing for Treasury and Risk Management under Basic Analyzer Settings → Valuation. The Evaluation Control tab page now includes the new indicator Intrinsic Value without Days Calculation and has also been incorporated into the new Commodities area, where you can specify the commodity quotation type and the maximum age of the historical price in days.
  • The function Risk Hierarchy Maintenance (JBRR) now includes the new risk types Commodity and Commodity Volatility. They can be found in the application menu of the Market Risk Analyzer under Master Data → Risk Hierarchy.
  • The function Mass Processing of Financial Objects (Analysis) - Financial Transaction (AFO_AP_TRTM_MUPD) can now be used with securities transactions. To use this function, choose Market Risk Analyzer / Portfolio Analyzer → Tools → Reorganization Tools → Financial Object Integration → Edit Financial Objects for Financial Transactions.
  • The function Edit Key Figures and Evaluation Procedures (AFWKF_RA) has been enhanced with various VaR key figures. This function is on the application menu for the Market Risk Analyzer under Evaluation Control → Results Database.
  • The function Edit Key Figures and Evaluation Procedures (AFWKF_PA) has been enhanced with various key figures. To use this function, go to the application menu for the Portfolio Analyzer and choose Evaluation Control → Results Database → Define Key Figures and Evaluation Procedures. See also: FIN_TRM_LR_FI_AN: Benchmarking Key Figures (New)
  • In the function Edit Generic Transaction (RCA00), the transaction form 055 Futures has been replaced by the new transaction form – detailed information 040 FX Futures and 050 Commodity Futures.
  • In the function Analyzer Information System (AIS_STDREP), choose Market Risk Analyzer / Portfolio Analyzer → Information System to use the two new pushbuttons Display Risk-Specific Value at Risk and Display ALV Color Key.
  • You can now use the function Log Display - Financial Object Integration (AFO_FOI_PD) when managing generic transactions.
  • The function Financial Object Integration: Interface to Postprocessing (AFO_FOI_PP ) now supports internal risk objects.
  • The function Initialize Components of Open TRTM (FTR_OPEN_TRTM_INIT)

Deleted Functions

Transaction Manager

  • Securities → Back Office → EMU Additional Functions → Foreign Currency Valuation (FVE3)
  • Securities → Back Office → EMU Additional Functions → Reverse Foreign Currency Valuation (FVE7)

Reassigned and Renamed Functions

Transaction Manager

  • Area Securities → Accounting -> Valuation ->
  • The structure node Special Valuation has been renamed Impairment.

  • The transaction Execute Special Security Valuation (TPM73) has been renamed Price Maintenance for Special Security Valuation.

  • The transaction Enter Values for Manual Valuation (TPM74) has been moved up a level to the Valuation node.

  • The transaction Price Maintenance for Special Security Valuation (TPM73) has been reinserted in this area.

  • Area Securities -> Master Data → Position Indicator
  • The transaction Maintain Exchange for Each Company Code and ID Number (TPM59) has been renamed Edit Exchanges.

  • Area Securities -> Accounting → Interest Accrual/Deferral
  • The term Interest Accrual/Deferral has been changed to Accrual/Deferral in the names of the structure nodes and the transactions that appear below.

  • Area Information System → Reports → Position
  • The Position Overview (TPM40A) has been reinserted in this area.






RFUMSV00 - Advance Return for Tax on Sales/Purchases   CL_GUI_FRONTEND_SERVICES - Frontend Services  
This documentation is copyright by SAP AG.

Length: 26405 Date: 20240523 Time: 083143     sap01-206 ( 313 ms )