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FIN_TRM_INS_HM: TRM, Hedge Accounting for Positions (new) ( RELNTRM_604_INS_HM_M )
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Short text
FIN_TRM_INS_HM: TRM, Hedge Accounting for Positions (new)
Use
Note: Renaming of Hedge Management for FAM
As of SAP enhancement package 4 for SAP ERP 6.0(EA-FINSERV 604), the business function TRM, Hedge Accounting for Positions is available. With this business function, you can use hedging relationships to assign and designate securities and forward security transactions. The new development is summarized in this release note:
- Hedging Relationships
- You can use hedging relationships to assign hedged items (securities) to hedging instruments (forward security transactions). If prerequisites (for example, documentation and effectiveness test) are satisfied, the hedging relationship can be designated, and hedge accounting regulations can be used. Provided that the hedging relationship fulfills the requirements for hedge accounting, the respective posting rules are used.
- Position Management and Accounting
- You can split up a security position according to different subpositions. This enables you to differentiate between hedged portions of a security and freestanding portions.
- Effectiveness Test of Hedging Relationship
- You can use the dollar-offset-method to calculate the effectiveness of a hedging relationship. The effectiveness test can also be executed from the master data of the hedging relationship.
- Documentation of Hedging Relationship
- Within hedging relationships, you can create documentation automatically or manually (upload or enter). The documentation is one of the prerequisites for the use of hedge accounting. The documents are stored with the document management service. You have a single point of entry for gathering information during audits. Documentation can be created easily using the automatic functions based on PDF forms.
- Legacy Data Conversion
- You can make a legacy data conversion to continue hedging in the new enhancement. To do this, you dedesignate all hedging relationships in the old system and transfer all hedge components to the new positions and subpositions. The key date of the legacy data transfer has to be the same for all positions and subpositions.
Effects on Existing Data
Effects on Data Transfer
You can transfer existing and designated hedging relationships to the system by key date. You can transfer values for the hedged item and hedging instruments similarly to the general legacy data transfer in TRM-TM. For more information, see the documentation in the Implementation Guide.
Effects on System Administration
The system supports the initialization of designated hedging relationships in a new valuation area.
Effects on Customizing
Perform the following Customizing activities as required:
Define Number Ranges for Hedging Relationships
Define Number Ranges for Hedged Items
Define Number Ranges for Hedging Instruments
Different Setting to Delivery Scenarios: Hedged Item
Different Setting to Delivery Scenarios: Hedging Instrument
Define Update Types and Assign Usages
Assign Update Types for Business Transactions (P-HA) to Product Types
Assign Release Procedure to Release Object
Data for Securities with Subpositions
Data for OTC Transactions with Subpositions
Data for Futures with Subpositions
Execute Data Transfer for Hedge Accounting for Positions
Cancel Data Transfer for Hedge Accounting for Positions
Initialize Hedging Relationships in the Parallel Valuation Areas
Reverse the Initialization of Hedging Relationships in the Parallel Valuation Areas
Further Information
SAP library under SAP Financial Supply Chain Management (FIN-FSCM) -> SAP Treasury and Risk Managementt (TRM) -> Transaction Manager -> Hedge Accounting for Positions
PERFORM Short Reference ABAP Short Reference
This documentation is copyright by SAP AG.
Length: 5601 Date: 20240604 Time: 052258 sap01-206 ( 77 ms )
