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FIN_TRM_LR_FI_AN_3: Total Return Swap (New) ( RELNTRM_605_LR_FI_AN_1 )

FIN_TRM_LR_FI_AN_3: Total Return Swap (New) ( RELNTRM_605_LR_FI_AN_1 )

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FIN_TRM_LR_FI_AN_3: Total Return Swap (New)

Use

As of SAP enhancement package 5 for SAP ERP 6.0(EA-FINSERV 605), business function TRM, New Instruments, Accounting Enhancements, Reporting(FIN_TRM_LR_FI_AN_3) you can use the new financial instruments Total Return Swap, which is fully integrated in the position management and accounting areas of the Transaction Manager as well as in the Market Risk Analyzerwhere you can calculate the net present value (NPV) of total return swap deals (transaction TPM60).

Effects on Existing Data

  • In transaction management the functions for creating and changing financial transactions (transactions FTR_CREATE and FTR_EDIT) have been enhanced for managing the Total Return Swap.
  • The area menu has been enhanced by the new function Collective Processing of Total Return Swaps (transaction FTRTRES00) under Transaction Manager → Derivatives → Trading / Back Office → Collective Processing.

Effects on Data Transfer

Effects on System Administration

Effects on Customizing

In the IMG activities Define Product Types (Derivatives) the new product category 640 Total Return Swapis available.

For using the new financial instrument Total Return Swap create a new product type based on the new product category. Make all necessary settings for transaction and position management in the IMG of the Transaction Manager.

Further Information

  • For more information, refer to the SAP Library by choosing SAP ERP Central Component → Accounting → SAP Financial Supply Chain Management (FIN-FSCM) → SAP Treasury and Risk Management (TRM) → Transaction Manager → General Information about the Transaction Manager → Product Types in the Transaction Manager.
  • This note provides additional information on a feature from the business function FIN_TRM_LR_FI_AN_3: TRM, New Instruments, Accounting Enhancements, Reporting. See the relevant release note for details of all the features available in this business function.





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