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EXPBUCKETHAC - Free Characteristics for Exposure Buckets

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Exposure buckets are individually specified exposure groups that are used for hedging and postings in the Hedge Accounting for Exposures.

Exposure buckets are specified by a sub-set of free characteristics serving as differentiating criteria for the exposure position (in addition to the default differentiating attributes, like company code or commodity ID).
If an exposure bucket-relevant characteristic is defined, each exposure position, that matches the settings under Activate Hedge Accounting with Exposure Buckets, will automatically create a hedged item, the technical identifier for the bucket.
Note: Derivative transactions are (completely or partly) assigned to one or more exposure buckets by designation.

The following documentation provides an overview of how to implement and apply free characteristics for exposure buckets. To implement exposure bucket-relevant characteristics, perform the following settings and steps in the given sequence:

Exposure Bucket-Relevant Characteristics

To define characteristics proceed as follows:

1. To set up exposure bucket-relevant characteristics as analysis characteristics, navigate to Financial Supply Chain Management →Treasury and Risk Management → Basic Analyzer Settings → Reporting Characteristics → Define Analysis Characteristics.
2. In the Create Characteristic section, enter the technical name starting with WY*, and select Create/Change.
3. In the User definedsection, add a description, select the With own Value Maintenance indicator, and confirm.
4. Enter a description, specify the data type, and confirm.
5. Save and activate your entries.
6. After the creation, navigate to the generated check table and generate the maintenance view by using the SE80 transaction.
   Note: The defined characteristic you must not assign to the analysis structure.
   

Alternatively, you can define or generate a maintenance view yourself. For that, create the required data elements and the ABAP Dictionary table, and generate the maintenance view. To define the new characteristics, start the SM30 transaction with your self-defined or generated maintenance view.

Logistics Settings

1. Classification
   In order to enter the exposure bucket-relevant characteristics in logistics documents you must have set up free characteristics and assigned them to a class that you defined with class type 059. These settings you can find in the SAP Easy Access menu under Cross-Application Components → Classification System → Master Data → Characteristics. If a check table is required, assign the check table created before.

1. Define the Class
   Set up a class of type 059 and add the characteristics defined in the previous step to the class. These settings you can find in the SAP Easy Access menu under Cross-Application Components → Classification System → Master Data → Classes.

1. Define the Default Class and Valuation
   For purchase order items (object EKPO) and sales order items (object VBAP), you must have defined a default class. For this, in the Customizing navigate to Logistics - General → Commodity Management → Analytics → Free Characteristics → Define Default Class and Valuation.

1. Add the Characteristics to Data Dictionary Structures
   To add the characteristics to the respective database structures and tables in the Treasury and Risk Management, perform the Customizing settings under Logistics - General → Commodity Management → Analytics → Free Characteristics -> Add Free Characteristics to Structures.

1. Map the Characteristics to Structure Fields
   To map the characteristics in Logisticsto the fields of the Exposure Management in Treasury and Risk Management, perform the Customizing settings under Logistics - General → Commodity Management → Analytics → Free Characteristics → Map Characteristics to Structure Fields.

Exposure Management Settings

1. Exposure Positions
1. Exposure Position Type
   To ensure that the characteristic values are available in the exposure positions, you must define the characteristics as differentiation criteria for these exposure positions. To do this, navigate to Financial Supply Chain Management → Treasury and Risk Management → Transaction Manager → General Settings → Exposure Management 2.0 → Define Exposure Position Types.

1. Characteristics in Exposure Positions
   In the exposure positions the characteristic values are determined by the derivation tool. This is particularly useful for achieving default values for characteristics, which are later used to differentiate exposure positions.
   
   Note:
   A raw exposure can only be released if all fields defined as differentiation criteria of an exposure position type are filled. To make the required settings, navigate to Financial Supply Chain Management → Treasury and Risk Management → Transaction Manager → General Settings → Exposure Management 2.0 → Define Exposure Fields Derivation Strategy.

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