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TLRVC_TIG - Settings for Clearing Threshold Reporting

General Material Data   RFUMSV00 - Advance Return for Tax on Sales/Purchases  
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In this Customizing activity, you define your settings for clearing threshold reporting:

• You define the calculation rules that are relevant for the calculation of the rolling average position.

• You define the clearing threshold values for each instrument group relevant for a legal basis.

1. Choose the relevant legal basis. See also: Legal Basis
2. Define Calculation Rules
1. Choose New Entries.
2. In the Define Calculation Rule area, you can assign a calendar.
   When you assign a calendar here, the system calculates the rolling average position for the number of days (defined in the Period field in the activity Define Instrument Groups) on the basis of working days as derived from the chosen calendar.
   If you do not assign a calendar, the system calculates the rolling average positions for the number of days (defined in the Period field in the activity Define Instrument Groups) on the basis of calendar days.
3. In the Rule to Determine the Effective-From Date of a Transaction field, you choose the contract date or the start of the term as the effective-from date for the financial transactions.
4. In the Foreign Currency Conversion area, you define the rate type and the FX date for the FX rate that the system uses to convert the foreign currency amounts into the clearing threshold currency.
5. In the Transactions with Two Sides: Selection Rules for Nominal Amount field, you define rules to determine which nominal amount within a transaction with two sides (for example, swaps or FX transactions) is used as the notional value for the calculation of the rolling average position. These settings are prioritized.
   - Indicator Use Side with Scheme Currency (Priority 1)
   - Indicator FX: Use Traded Amount (Priority 2)
   - You can define the Side (Outgoing or Incoming) (Priority 3)
6. Save your entries.
3. Define Instrument Groups
1. Choose New Entries.
2. Define the instrument groups with a 2-digit key, long and short text, and the number of days for the period(see also: clearing threshold reporting period).

For example:

IG	IG (Long Text)	IG (Short Text)	Period
10	Credit Derivative Instruments	CR Instr.	30
20	Equity Derivative Instruments	EQ Instr	30
30	Interest Rate Derivative Instruments	IR Instr.	30
40	Foreign Exchange Derivative Instr.	FX Instr.	30
50	Commodity Derivative Instruments	CY Instr.	30

1. Save your entries.

Assign Products to Instrument Groups

1. Choose New Entries.
2. By choosing the right combinations of product categories, you enable theproduct types and transaction types to assign the relevant instrument groups. For example, you could first define general assignments on the product category or product type level and then define assignments for the exceptions.

Define Clearing Threshold Values

1. Choose New Entries.
2. Enter the Valid-From date.
3. Choose the instrument group
4. Enter the clearing threshold value.
5. Enter the warning level in percent.
6. Repeat the steps b) - e) for all instrument groups.
7. Save your entries.

CY Instr.

SUBST_MERGE_LIST - merge external lists to one complete list with #if... logic for R3up   BAL Application Log Documentation  
This documentation is copyright by SAP AG.

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