k01_erp607_bpd_en_xx(1)
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EHP7 for SAP ERP 6.0 February 2014 English
Treasury and Risk Management: Money Market Instruments (K01) Business Process Documentation
SAP AG Dietmar-Hopp-Allee 16 69190 Walldorf Germany
SAP Best Practices
Treasury and Risk Management: Money Market Instruments (K01)
Copyright © 2014 SAP AG or an SAP affiliate company. All rights reserved. No part of this publication may be reproduced or transmitted in any form or for any purpose without the express permission of SAP AG. The information contained herein may be changed without prior notice. Some software products marketed by SAP AG and its distributors contain proprietary software components of other software vendors. National product specifications may vary. These materials are provided by SAP AG and its affiliated companies ("SAP Group") for informational purposes only, without representation or warranty of any kind, and SAP Group shall not be liable for errors or omissions with respect to the materials. The only warranties for SAP Group products and services are those that are set forth in the express warranty statements accompanying such products and services, if any. Nothing herein should be construed as constituting an additional warranty. SAP and other SAP products and services mentioned herein as well as their respective logos are trademarks or registered trademarks of SAP AG in Germany and other countries. Please see http://www.sap.com/corporateen/legal/copyright/index.epx#trademark for additional trademark information and notices.
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Treasury and Risk Management: Money Market Instruments (K01)
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Treasury and Risk Management: Money Market Instruments (K01)
Contents 1 2
Purpose........................................................................................................................................ 7 Prerequisites................................................................................................................................ 7 2.1 Master Data and Organizational Data...................................................................................7 2.2 Roles..................................................................................................................................... 8 2.3 Preliminary Steps.................................................................................................................. 9 2.3.1 Maintain Profile and BP Group Assignments to External Recipients..............................9 2.3.2 Maintain Profile and BP Group Assignments to Internal Recipients.............................10 3 Process Overview Table............................................................................................................. 11 3.1 Process Overview Table for MM Instruments – Standard....................................................11 3.2 Process Overview Table for MM Instruments - Intercompany Deals...................................15 4 Process Steps for MM Instruments - Standard...........................................................................18 4.1 Import Market Data.............................................................................................................. 18 4.1.1 Generate Limit Utilizations........................................................................................... 19 4.2 Analyze Daily Cash Position................................................................................................20 4.3 (K03) Treasury and Risk Management: Foreign Exchange Instruments.............................21 4.4 Check Limit Utilization Report.............................................................................................22 4.5 Create Money Market Contract........................................................................................... 22 4.6 Execute Correspondence for MT320 Message...................................................................24 4.6.1 Send Outgoing MT320 Message..................................................................................25 4.6.2 Check Correspondence Monitor...................................................................................25 4.6.3 Import Incoming MT320 Message................................................................................26 4.6.4 Match Correspondence Objects and Settlement Status...............................................27 4.6.5 Check Matching........................................................................................................... 27 4.7 Execute Correspondence for Email.....................................................................................28 4.7.1 Send Confirmation Email.............................................................................................. 28 4.7.2 Check Correspondence Monitor...................................................................................28 4.7.3 Receive Incoming Confirmation...................................................................................29 4.7.4 Find Deal and Match Deal Details................................................................................29 4.7.5 Set Settlement Status................................................................................................... 30 4.8 Generate Payment Request................................................................................................ 31 4.9 Process Payment Request.................................................................................................. 32 4.10 Bank Initiated Payment.................................................................................................... 34 4.11 Post to General Ledger.................................................................................................... 34 4.12 Run Accrual..................................................................................................................... 36 4.13 Calculate or Maintain Fair Value of Transaction...............................................................36 4.14 Perform Key Date Valuation.............................................................................................38 4.15 Generate Payment Request for Mature Transaction........................................................39 4.16 Process Payment Request..............................................................................................40 4.17 Bank Initiated Payment.................................................................................................... 42 4.18 Post to General Ledger.................................................................................................... 42 4.19 Post Realized Profit and Loss..........................................................................................44 © SAP AG Page 4 of 93
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4.20 Check Posting Journal..................................................................................................... 45 4.21 Use Alert Monitor............................................................................................................. 46 4.22 Check Subledger Positions..............................................................................................46 4.23 Check Subledger Cash Flow........................................................................................... 47 4.24 Check Limit Utilization Report..........................................................................................48 4.25 Check Overview of Limits................................................................................................49 5 Process Steps for MM Instruments - Intercompany Deals..........................................................50 5.1 Import Market Data.............................................................................................................. 50 5.1.1 Generate Limit Utilizations........................................................................................... 51 5.2 Analyze Daily Cash Position................................................................................................52 5.3 (K03) Treasury and Risk Management: Foreign Exchange Instruments.............................53 5.4 Check Limit Utilization Report.............................................................................................53 5.5 Create Money Market Contract........................................................................................... 54 5.6 Create MM Mirror Deal........................................................................................................ 56 5.7 Send Confirmation Email to Subsidiary...............................................................................57 5.8 Check Correspondence Monitor..........................................................................................57 5.9 Set Deal to Matched............................................................................................................ 58 5.10 Set Settlement Status...................................................................................................... 59 5.11 Check Transaction Management Collective Processing Report......................................60 5.12 Set Settlement Status for Subsidiary...............................................................................61 5.13 Generate Payment Request............................................................................................ 61 5.14 Process Payment Request..............................................................................................62 5.15 Post to General Ledger.................................................................................................... 64 5.16 Run Accrual..................................................................................................................... 66 5.17 Calculate or Maintain Fair Value of Transaction...............................................................66 5.18 Perform Key Date Valuation.............................................................................................68 5.19 Generate Payment Request for Mature Transaction........................................................69 5.20 Process Payment Request..............................................................................................70 5.21 Post to General Ledger.................................................................................................... 72 5.22 Post Realized Profit and Loss..........................................................................................74 5.23 Check Posting Journal..................................................................................................... 75 5.24 Use Alert Monitor............................................................................................................. 75 5.25 Check Subledger Positions..............................................................................................76 5.26 Check Subledger Cash Flow........................................................................................... 77 5.27 Check Limit Utilization Report..........................................................................................78 5.28 Check Overview of Limits................................................................................................79 6 Appendix.................................................................................................................................... 80 6.1 Reversal of Contract before Confirmation/Settlement Status Update..................................80 6.2 Reversal of Contract after Confirmation..............................................................................80 6.3 Reversal of Matching in Correspondence Monitor...............................................................81 6.4 Reversal of Contract after Postings.....................................................................................82 6.5 Reversal of Postings........................................................................................................... 83 6.6 Reversal of Accrual/Deferral................................................................................................83 6.7 Reversal of Period End Valuation........................................................................................ 84 © SAP AG Page 5 of 93
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6.8 Change of General Valuation Class....................................................................................85 6.9 Examine Settings for Correspondence................................................................................86 6.9.1 Examine Assignment of BIC and External Security Account ID to Business Partner. . .87 6.9.2 Examine Profile and BP Group Assignments to External Recipients............................87 6.9.3 Examine Profile and BP Group Assignments to Internal Recipients.............................88 6.9.4 Examine Assignment of Business Partner Group for Inbound Process........................89 6.10 Examine History of Transaction.......................................................................................89 6.11 Check Status of Transaction............................................................................................ 90 6.12 Edit Financial Object........................................................................................................ 91
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Treasury and Risk Management: Money Market Instruments 1 Purpose The purpose of this document is to describe the functionality of money market instruments. Money market transactions are used for short-term investments and for borrowing liquid funds. After a fixedterm deposit investment contract created, you execute correspondence and pay the money. When the transaction at maturity date, you will receive the capital and earn some interest income. You can also run accrual and calculate net price value when period end has been reached. A core task in many finance departments is concluding financial transactions. Depending on the company policy, the emphasis can either be on providing an internal service for the affiliated group companies, or participating actively in the financial markets in order to invest liquid assets, finance planned investment, or hedge existing risks. The scenario includes processing of the related financial transactions, from cash position analysis in Cash Management, over deal capture in the front office, and deal confirmation and payment in back office through to transferring the relevant data to Financial Accounting. Several monitors for transactions, correspondence, and alerts helps you to manage you financial transactions safely with a high degree of automation. The solution will produce the accounting results automatically. Postings of positions and flows are done at inception and maturity of the deal. At period end accrual & deferral and unrealized profit and loss is calculated and posted. The solution is closely linked to the Financial Accounting (FI) component since all the data that is relevant for posting in the money market area is automatically transferred to FI. Also flexible reporting and evaluation structures for analyzing your financial transactions, positions, and portfolios are provided.
2
Prerequisites
2.1 Master Data and Organizational Data Default Values The organizational structure and master data of your company was created in your ERP system during implementation. The organizational structure reflects the structure of your company. The master data represents business partners. The business process is enabled with this organization-specific master data, examples are provided in the next section. Using Your Own Master Data and Organizational Data You can also use customized values for any business partner or organizational data for which you have created master data. For more information on how to create master data, see the Master Data Procedures documentation. Use the following organizational data and master data in the process steps described in this document:
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Company Code Master Data
Value
Comment
Company Code
1000
1000 is the head office in the sample organizational structure
Company Code
1010
1010 is a subsidiary in the sample organizational structure
Master Data
Value
Comment
Business Partner
BANK1
Main treasury bank for transactions
Business Partner
BANK2
Used primarily for Facilities as participating bank, but it is also allowed to do all transactions
Business Partner
BANK3
Used primarily for Facilities as participating bank, but it is also allowed to do all transactions
Business Partner
INTERC1000
Business Partner for company code 1000
Business Partner
INTERC1010
Business Partner for company code 1010
Business Partner
2.2 Roles Prerequisites The Business roles could be assigned to the user who is running this scenario. Business role
Technical Name
Process Step
Back Office Processor
SAP_TR_TM_BACKOFFICE_PR OCES
Import Market Data Send Outgoing MT320 Message Check Correspondence Monitor Import Incoming MT320 Message Match Correspondence Objects and Settlement Status Check Matching Send Confirmation Email Check Correspondence Monitor Receive Incoming Confirmation Find Deal and Match Deal Details Set Settlement Status Generate Payment Request Process Payment Request Bank Initiated Payment Generate Payment Request for Mature Transaction Check Subledger Cash Flow Use Alert Monitor Send Confirmation Email to Subsidiary Check Transaction Management
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Business role
Treasury and Risk Management: Money Market Instruments (K01)
Technical Name
Process Step Collective Processing Report Set Settlement Status for Subsidiary
Risk Controller
SAP_TR_TM_RISK_CONTROLL ER
Generate Limit Utilizations Check Overview of Limits Check Limit Utilization Report
Cash Manager
SAP_TR_TM_CASH_MANAGER
Analyze Daily Cash Position
Trader
SAP_TR_TM_TRADER
Check Limit Utilization Report Create Money Market Contract Create MM Mirror Deal
Staff Accountant
SAP_TR_TM_STAFF_ACCOUNT ANT
Post to General Ledger Run Accrual Calculate or Maintain Fair Value of Transaction Perform Key Date Valuation Post Realized Profit and Loss Check Subledger Positions Check Posting Journal
2.3 Preliminary Steps 2.3.1 Maintain Profile and BP Group Assignments to External Recipients Use This step is required to define correspondence-specific master data. Here the profiles and business partner group assignments to external recipients are maintained.
Procedure 1. Access the transaction using the following navigation options: SAP ECC Menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Back Office Correspondence Master Data Maintain Profile and BP Group Assignments to External Recipients
Transaction code
FTR_EXT_ASSIGN
2. On the Assignment of Profiles and BP Grps to External Recipients screen, mark the relevant Business Partner (for example, BANK1), choose Modify Row, and extend the hierarchy in the right screen. (For example: BP:BANK1 /CoCd: 1000 / Rec/SendType: COUNTERPARTY Money Market Fixed-term deposit 51A Fixed Rate instrument 100 Investment 10 Contract)
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3. For every transaction type, only one BP Group should be selected, for example: Field name
User action and values
Comment
Profile
PR_DEFAULT or PR_DEF2
In case the SWIFT function is not active, E-mail message will be used and displayed in PDF format when the correspondence is created. Please choose PR_DEFAULT or PR_DEF2. PR_DEF2 is only used for product type 53A, 54A, 55A. For Internal business partner (like INTERC1010), only PR_DEFAULT is used.
BP Group
BPG_EMAIL or BPG_SWIFT
In case the SWIFT function is not active, E-mail message will be used and displayed in PDF format when the correspondence is created. Please choose BPG_SWIFT for product type 51A, and choose BPG_EMAIL for other product types in money market. For Internal business partner (like INTERC1010), only BPG_EMAIL is used.
4. Choose Save.
Result You have defined correspondence group for business partners.
2.3.2 Maintain Profile and BP Group Assignments to Internal Recipients Use This step is required to define correspondence-specific master data. Here the profiles and business partner group assignments to internal recipients are maintained.
Procedure 1. Access the transaction using the following navigation options: SAP ECC Menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Back Office Correspondence Master Data Maintain Profile and BP Group Assignments to Internal Recipient
Transaction code
FTR_INT_ASSIGN
2. On the Assignment of Profiles and BP Grps to Internal Recipients screen, mark the relevant internal recipient (for example INT. RECP), choose Modify Row, and extend the hierarchy in the © SAP AG Page 10 of 93
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right screen. (For example: BP:INT. RECP /CoCd: 1000 / Rec/SendType: INTERNAL Money Market Fixed-term deposit 51I Fixed Rate instrument - INT 100 Investment 10 Contract) 3. For every transaction type of intercompany instruments, only one BP Group should be selected, for example: Field name
User action and values
Comment
Profile
PR_DEFAULT
For Internal Recipients, only PR_DEFAULT is used.
BP Group
BPG_EMAIL
For Internal Recipients, only BPG_EMAIL is used.
E-mail Address
Enter the email address of this internal recipient
4. Choose Save.
Result You have defined correspondence group for internal recipient.
3 Process Overview Table 3.1 Process Overview Table for MM Instruments – Standard Process Step
UI Centric/ Backgrou nd
Import Market Data
Business Condition
Business Role
Transaction code
Expected Results
UI/ Backgrou nd
Back Office Processor
TBEX
The market data has been imported into system
Generate Limit Utilization s
Backgrou nd
Risk Controller
KLNACHT
The system determines and updates limit utilizations based on the transactions and positions contained in the data pool
Analyze Daily Cash Position
UI
Cash Manager
FF7A
After the daily cash position analysis, the cash manager may decide to do a MM deal or a FX deal
Cash manager could make the decision of the right treasury transaction
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Process Step
UI Centric/ Backgrou nd
Treasury and Risk Management: Money Market Instruments (K01)
Business Condition
Business Role
Transaction code
Expected Results
Trader
TBLB
The limit utilization is displayed and checked
Trader
FTR_CREAT E
Fixed-Term deposit deal has been created.
(K03) Treasury and Risk Managem ent: Foreign Exchange Instrumen ts Check Limit Utilization Report
UI
Create Money Market Contract
UI
Send Outgoing MT320 Message
Backgrou nd
Back Office Processor
Checking Correspon dence Monitor
UI
Back Office Processor
FTR_COMON I
The status of the deal is ‘Delivered’, which means the MT320 message has been sent to the external business partner
Import Incoming MT320 Messages
Backgrou nd
Back Office Processor
FTR_SWIFT_ IMPORT
The incoming message has been received to counterconfirm the outgoing message
Match Correspon dence Objects and Settlemen t Status
Backgrou nd
Back Office Processor
FTR_COMON I
The outgoing and incoming correspondence objects are matched, and the status of this deal is changed to Contract Settlement
A new deal is required for liquidity and cash reasons.
MT320 message is sent to external business partner for fixed-term deposit deal
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Process Step
UI Centric/ Backgrou nd
Check Matching
Treasury and Risk Management: Money Market Instruments (K01)
Business Condition
Business Role
Transaction code
Expected Results
UI
Back Office Processor
FTR_COMON I
The outgoing and incoming correspondence objects are matched, and the status of this deal is changed to Contract Settlement
Send Confirmati on Email
Backgrou nd
Back Office Processor
Checking Correspon dence Monitor
UI
Back Office Processor
Receive Incoming Confirmati on
External
Back Office Processor
Find Deal and Match Deal Details
UI
Back Office Processor
FTR_COMON I
The incoming message and the outgoing message have been matched
Set Settlemen t Status
Backgrou nd
Back Office Processor
FTR_COMON I
The status of this deal is changed to Contract Settlement
Generate Payment Request
UI/ Backgrou nd
Back Office Processor
TBB1
The payment request has been generated for the outgoing flows
Process Payment Request
UI/ Backgrou nd
Back Office Processor
F111
The payment document and the payment medium have been created
Bank Initiated Payment
External
Post to General Ledger
UI/ Backgrou nd
Staff Accountant
TBB1/TPM10
The posting function transfers the data to financial accounting
Run Accrual
UI/ Backgrou nd
Staff Accountant
TPM44
The accrual of this deal has been calculated and posted
Confirmation email is sent to the business partner FTR_COMON I
The status of the deal is ‘Delivered’, which means the confirmation email has been sent to the business partner You have received an incoming confirmation email from business partner, and you will confirm it in the next step
The outgoing payment has been initiated by bank
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Process Step
UI Centric/ Backgrou nd
Calculate or Maintain Fair Value of Transactio n
Treasury and Risk Management: Money Market Instruments (K01)
Business Condition
Business Role
Transaction code
Expected Results
UI/ Backgrou nd
Staff Accountant
TPM60/ JBNPV
Determine today’s value of a future instrument. You can obtain an overview and change and create a value
Perform Key Date Valuation
UI/ Backgrou nd
Staff Accountant
TPM1
The system has valued the selected positions and posted the corresponding valuation flows
Generate Payment Request for Mature Transactio n
UI/ Backgrou nd
Back Office Processor
TBB1
The payment request has been generated for the outgoing flows for mature transaction
Process Payment Request
UI/ Backgrou nd
Back Office Processor
F111
The payment document and the payment medium have been created
Bank Initiated Payment
External
Post to General Ledger
UI/ Backgrou nd
Staff Accountant
TBB1/TPM10
The posting function transfers the data to financial accounting
Post Realized Profit and Loss
UI/ Backgrou nd
Staff Accountant
TPM18
Derived business transactions (profit and loss) have been posted
Check Posting Journal
UI
Staff Accountant
TPM20
Use Alert Monitor
UI
Back Office Processor
FTR_ALERT
Check Subledger Positions
UI
Staff Accountant
TPM12
Check Subledger Cash Flow
UI
Back Office Processor
TPM13
The outgoing payment has been initiated by bank
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Process Step
UI Centric/ Backgrou nd
Check Limit Utilization Report Check Overview of Limits
Treasury and Risk Management: Money Market Instruments (K01)
Business Condition
Business Role
Transaction code
UI
Risk Controller
TBLB
UI
Risk Controller
TBL3
Expected Results
3.2 Process Overview Table for MM Instruments Intercompany Deals Process Step
UI Centric/ Backgrou nd
Import Market Data
Business Condition
Business Role
Transaction code
Expected Results
UI/ Backgrou nd
Back Office Processor
TBEX
The market data has been imported into system
Generate Limit Utilization s
Backgrou nd
Risk Controller
KLNACHT
The system determines and updates limit utilizations based on the transactions and positions contained in the data pool
Analyze Daily Cash Position
UI
Cash Manager
FF7A
After the daily cash position analysis, the cash manager may decide to do a MM deal or a FX deal
Trader
TBLB
The limit utilization is displayed and checked
Cash manager could make the decision of the right treasury transaction
(K03) Treasury and Risk Managem ent: Foreign Exchange Instrumen ts Check Limit Utilization Report
UI
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Create Money Market Contract
UI
Create MM Mirror Deal
Treasury and Risk Management: Money Market Instruments (K01)
A new deal is required for liquidity and cash reasons.
Trader
FTR_CREAT E
Intercompany MM contract has been created in company code 1000
Backgrou nd
Trader
FTR_EDIT
Mirror deal has been created in company code 1010
Send Confirmati on Email to Subsidiary
Backgrou nd
Back Office Processor
Checking Correspon dence Monitor
UI
Back Office Processor
FTR_COMON I
The status of the deal is ‘Delivered’, which means the confirmation email has been sent to the business partner
Set Deal to Matched
UI
Back Office Processor
FTR_COMON I
The incoming message and the outgoing message have been matched
Set Settlemen t Status
Backgrou nd
Back Office Processor
FTR_COMON I
The status of this deal is changed to Contract Settlement
Check Transactio n Managem ent Collective Processin g Report
UI
Back Office Processor
FTR_00
Mirror deals have been displayed and checked.
Set Settlement Status for Subsidiary
UI
Back Office Processor
FTR_00
The status of the mirror deal is changed to Contract Settlement
Generate Payment Request
UI/ Backgrou nd
Back Office Processor
TBB1
The payment request has been generated for the outgoing flows
Process Payment Request
UI/ Backgrou nd
Back Office Processor
F111
The payment document and the payment medium have been created
Post to General Ledger
UI/ Backgrou nd
Staff Accountant
TBB1/TPM10
The posting function transfers the data to financial accounting
Confirmation Email is sent to internal business partner for fixed-term deposit deal
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Run Accrual
UI/ Backgrou nd
Staff Accountant
TPM44
The accrual of this deal has been calculated and posted
Calculate or Maintain Fair Value of Transactio n
UI/ Backgrou nd
Staff Accountant
TPM60/ JBNPV
Determine today’s value of a future instrument. You can obtain an overview and change and create a value
Perform Key Date Valuation
UI/ Backgrou nd
Staff Accountant
TPM1
The system has valued the selected positions and posted the corresponding valuation flows
Generate Payment Request for Mature Transactio n
UI/ Backgrou nd
Back Office Processor
TBB1
The payment request has been generated for the outgoing flows for mature transaction
Process Payment Request
UI/ Backgrou nd
Back Office Processor
F111
The payment document and the payment medium have been created
Post to General Ledger
UI/ Backgrou nd
Staff Accountant
TBB1/TPM10
The posting function transfers the data to financial accounting
Post Realized Profit and Loss
UI/ Backgrou nd
Staff Accountant
TPM18
Derived business transactions (profit and loss) have been posted
Check Posting Journal
UI
Staff Accountant
TPM20
Use Alert Monitor
UI
Back Office Processor
FTR_ALERT
Check Subledger Positions
UI
Staff Accountant
TPM12
Check Subledger Cash Flow
UI
Back Office Processor
TPM13
Check Limit Utilization Report
UI
Risk Controller
TBLB
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Check Overview of Limits
Treasury and Risk Management: Money Market Instruments (K01)
UI
Risk Controller
TBL3
4 Process Steps for MM Instruments - Standard 4.1 Import Market Data Use This function allows you to call up market data directly in the system from a spreadsheet and transfer the data. It is required to import the market data reference interest rates.
Prerequisites A spreadsheet program is installed on the PC.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Environment Market Data Spreadsheet
Transaction code
TBEX
2. The excel sheets attached below are the sample market data of reference interest rate. Please save one of the excel sheets in a local folder in your PC (for SAP ERP 6.0 with Enhancement Package 6, please use Sample_Market_Data_606.xls; for SAP ERP 6.0 with Enhancement Package 7, please use Sample_Market_Data_607.xls), for example, you save it as C:\temp\Sample_Market_Data.xls.
Sample_Market_Data _606.xls
Sample_Market_Data _607.xls
3. Please open the excel sheet from the local folder, delete the lines that are not relevant for your business environment (that means you may not need some reference interest rates), and modify the Date (column E), Time (column F) and Value (interest rate, Column G) of each line based on real market data.
Please use ‘.’ instead of ‘,’ as the decimal point for column G. 4. On the Market Data Transfer from Spreadsheet screen, choose the Settings tab page and make the following entries:
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Field name
User action and values
Name:
The path of where the excel sheet is stored and the name of it. For example, C:\temp\Sample_Market_Data.xl s
Comment
5. Choose Change (F8). 6. Choose Enable Macros if the Microsoft Excel Security Notice dialog box is displayed. 7. On the Market data transfer from spreadsheet screen, choose Import Market Data to write the data into the database. 8. Scroll to the right (columns Status and Error message) to verify the upload status. If the status is OK, you can choose Back (F3). On the dialog box that “Should the spreadsheet created be saved first?” is asked, choose No. The imported data can be accessed via transaction code S_ALR_87008537 or JBIRM (or Accounting Financial Supply Chain Management Treasury and Risk Management Basic Functions Market Data Management Manual Market Data Entry Interest Enter Reference Interest Rates). Here, you can change the market data manually.
Result The market data has been imported into system.
4.1.1 Generate Limit Utilizations Use In end-of-day processing, the system determines and updates limit utilizations based on the transactions and positions contained in the data pool, as well as the external transactions that were entered. When a new contract is created, an online limit check is executed when the contract is saved. In order to perform this check, all new limits must be initialized after definition. This step should be run as a batch job at the end of each working day to prepare the credit limits utilizations before the morning of the next working day.
Prerequisites The market data has been imported.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Credit Risk Analyzer Tools End-ofDay Processing Generate Utilizations
Transaction code
KLNACHT
2. On the End-of-Day Processing screen, make the following entries and choose Execute:
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Field name
User action and values
Valuation Date
Enter the required date
Determinatio n Procedure
1 to 11
Company Code
1000
Log Level
2
Comment
Result You should get a message” End-of-day processing was completed successfully”. Limit utilizations have been created.
4.2 Analyze Daily Cash Position Use The cash position gives you an overview of daily cash inflow and outflow on the selected bank accounts. The cash position is suitable to plan short-term liquidity. The cash manager could make the decision of the right treasury transaction. This step can be executed during the whole processing of the treasury transaction and different result under the cash management and forecast: Display Level will be shown in the different processing phases of the transaction, for example before transaction is created, after transaction is created and after transaction is posted. In customizing you define the grouping structures that group together particular bank and/or subledger accounts in the cash position or the liquidity forecast display. The selection of a certain grouping during execution of Cash Position & Liquidity Forecast, influences the result of this report. The following groupings are defined for RDS TRM: Grouping
Purpose
TRM
Treasury Flows
TRMBANKS
TRM Bank Accounts including bank clearing accounts
TRMBANKST
TRM Status of all available bank accounts
TRMTOTAL
TRM Total Display bank accounts and subledger accounts
At the beginning of the transaction day, the cash manager will always check the cash position status and make decisions regarding transactions that are required for that business day.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Cash and Liquidity Management Cash Management Information System Reports for Cash Management Liquidity Analyses Cash Position
Transaction code
FF7A
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2. On the Cash Management and Forecast: Initial Screen, make the following entries: Field name
User action and values
Comment
Company Code
1000
Cash Position
Select
Analysis of the bank accounts
Grouping
TRMBANKS
This grouping provides an overview of bank accounts.
Display as of
any date
For example, today’s date
Display in
EUR
Display Currency should be local currency of company code
3. Choose Execute. 4. The Cash Mgmt and Forecast: Currency Overview screen appears. Double-click the line with the currency you want to check (for example, EUR). 5. On the Cash Management and Forecast: Summarized Display screen, double-click the summarization term you need and click the field under the date you want to check (for example BANK1). 6. On the Cash Management and Forecast: Display Levels screen, select the Level for example MM for Money Market (FX for Foreign Exchange; DR for Derivatives; B2 and B5 are the planning level for the relevant bank account) and click the field under the required date you want to check. 7. On the Cash Management and Forecast: Display Groups from Level screen, select the Cash Management Account Name you need and click the field under the required date you want to check.
Result In this activity, the cash manager gets an overview of the current cash position. After the daily cash position analysis, the cash manager may decide to do a MM deal or a FX deal. In the first case which is the focus of this document continue with chapter 4.4. In the case of creating a FX deal, continue with chapter 4.3.
4.3 (K03) Treasury and Risk Management: Foreign Exchange Instruments Treasury and Risk Management: Foreign Exchange Instruments (K03) Use If cash manager makes a decision to do a FX deal, please refer to Business Process Documentation (K03) Treasury and Risk Management: Foreign Exchange Instruments, which describes the functionality of the foreign exchange instruments: foreign exchange spot/forward, non-deliverable forwards and foreign exchange options.
Procedure Complete all the activities in the Business Process Documentation (K03) Treasury and Risk Management: Foreign Exchange Instruments.
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4.4 Check Limit Utilization Report Use In end-of-day processing, the system determines and updates limit utilizations based on the transactions and positions contained in the data pool and also the external transactions that were entered. This step provides an overview report of the current limit utilization.
Procedure 1. Access the transaction using the following navigation options: SAP ECC Menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Information System Reports Risk Settings Limit Management Limit Utilizations Overview: Selection Using All Characteristics
Transaction code
TBLB
2. On the Overview of Utilizations – Selection Using all Characteristics screen, make the following entries and execute: Field name
User action and values
Comment
Limit type
Enter the limit type
For example, 002 Business Part.asset/liability
Status of Limit Utilization
Enter the required limit utilization
For example, 1 End-of-Day Processing
Determination Date
Enter the key date that is required for this report
Limits Valid From
Enter the key date that is required for this report
3. On the next screen, the system displays an overview of the limit utilizations in accordance with your selection criteria.
Result The limit utilization is displayed and checked.
4.5 Create Money Market Contract Use This step allows financial transactions to be created in the money market area.
Prerequisites You have created and released business partners, assigned them roles, and determined the transaction authorizations. You should also have set up the standing instructions. If your project customer does not maintain daily market data (reference interest rates, currency exchange rates, and so on), you should maintain the required yield curve type rates in the relevant transaction.
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For MM you could also use the transaction type with initial 2 (for debt/borrowing, for example. 200). The difference between MM and Debt is as follows:
MM is short term (usually not beyond one to two weeks) and you can both invest and borrow within this framework. Debt is long term and only be borrowed.
The following instruments are supported in MM. This BPD only introduces fixed-term deposit, other instruments are introduced in BPD (K02) Treasury and Risk Management: Debt and Investment Instruments. Product Type
Comment
51A/51I
Fixed-term Deposit
55A/55I
Floating rate Investment
54A/54I
Any Cash Flow
Procedure 1. To create a Fixed Term Deposit access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Trading Create Financial Transaction
Transaction code
FTR_CREATE
Not only can transaction code FTR_CREATE be used to create financial instrument transactions. There are also other transactions code, such as FTR_00 and TM00, which allow you to handle money market contracts collectively, for example. 2. On the Create Financial Transaction screen, make the following entries: Field name
User action and values
Company Code
For example: 1000
Product Type
51A Fixed Rate instrument
Transaction Type
100 Investment
Partner
BANK1
Comment
200 Borrowing
3. Choose Enter after entering all the values above. 4. On the Create Fixed-Term Deposit: Structure screen, make the following entries: Field name
User action and values
Comment
Structure Payment Amount
10M
Start
For example, enter the current date.
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Field name
User action and values
End
For example, enter the current date plus 2 weeks.
Percentage Rate
3,0000000
Interest Calculation Method
2 Act/360
Comment
Int.calc.method
To check the flows, choose the Cash flow tab page. 5. If you want to save the transaction with the payment request, following information also need to be maintained when creating the deal. 6. Choose the Payment details Tab. 7. On the Create Fixed-Term Deposit: Payment details screen, double-click the line with Direction of flow “-” for outgoing payment and the relevant transaction currency. 8. Make the following entries if the payment request is set as without, Field name
User action and values
Payment request
select “with”
House Bank
For example, DB
Account ID
For example, TRDE
Payer/payee
For example, BANK1
Partner bank
For example, TRDE
Payment methods
XY
Comment
9. Choose Check to verify the input data. 10. Save the correct data. 11. On the Check run: Trans.: Display messages screen, choose Continue.
Result A fixed-term deposit deal is created in company code 1000. Next the deal continues with the correspondence with the financial partner. We describe two alternative ways to correspond: A. Using full electronic correspondence employing MT320 messages (chapter 4.6) B. How an existing correspondence channel (for example. via fax or E-mail) can be integrated in this process is described in chapter 4.7.
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4.6 Execute Correspondence for MT320 Message Use This step introduces how to process the MT320 message. MT320 is only for fixed-term deposit deal with external business partners (51A).
4.6.1 Send Outgoing MT320 Message Use The purpose of this step is sending a MT320 message to business partner.
Result For external Business Partner which has been assigned BPG_SWIFT as BP Group, an outgoing SWIFT file (MT320) will be generated automatically once the MM Deal is created. If the SWIFT connection is established properly, the external business partner will receive the outgoing message in SWIFT format automatically.
4.6.2 Check Correspondence Monitor Use The correspondence monitor is the single point of entry to all processing related to treasury correspondence. To select the required correspondence to be processed, the relevant criteria can be entered on the selection screen. In the scope of this RDS, the correspondence monitor is only needed to check the right assignment and right matching between the objects that are matched automatically. Correspondence objects are created after the deal has been saved. The recipient gets the request to execute the deal and sends a confirmation. The MM transaction contract is saved in the previous step, you could check the detail information including transaction status, correspondence status, cash flow payment details for the deal.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Back Office Correspondence Correspondence Monitor
Transaction code
FTR_COMONI
2. On the Correspondence monitor screen, make the following entries and choose Execute: Field name
User action and values
Company Code
For example: 1000
Comment
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Deal Number
Treasury and Risk Management: Money Market Instruments (K01)
Enter the number of the created deal.
3. On the next screen Correspondence monitor – Standard View, you can see all correspondence objects linked to the focused deal. In the Status column, you can check the current status of the correspondence objects. Here please check whether the status of the correspondence object is ‘Delivered’. 4. Mark the line for the correspondence file with correct transaction number and choose Show Underlying to view the detail information of the Deal,
5. 6. 7. 8. 9.
10.
On the Status tab: Counterconfirm. 1 Required means confirmation for the outgoing correspondence will be needed. Choose Correspondence button (Shift+F8) in the top left corner, you could find there is a line for the outgoing SWIFT message (message format MT320). Go back to the Correspondence monitor - Standard View screen, mark the line for the outgoing correspondence message, which is automatically created in the last step. Mark the line and choose View Message. A text file which display the detail information in the outgoing swift message appear (named as MESSAGEXXXXXX.TXT). In order to simulate the incoming message which can be used in the following step, please modify the Outgoing Swift message text file as following: 9.1 Exchange the content after 82A: and 87A:, for example, input SWIFT1234 after 82A: and SAP001EUR after: 87A. 9.2 Change the value after 17R from L to B, replace an L with a B, which means change Investment (L) to Loan (B). 9.3 Remove the letter N in front of the currency key for 34E: for example, change NEUR1000,00 to EUR1000,00, which means from investment to borrowing, for borrowing to investment, you need to change EUR1000,00 to NEUR1000,00, Save the modified txt file with name MT320_XXXXXXX.txt on your local place. (XXXXXXX could be the MM Deal number)
Result The status of the deal is ‘Delivered’, which means the MT320 message has been sent to the external business partner.
4.6.3 Import Incoming MT320 Message Use An outgoing message is automatically created in the previous step and is sent to the relative counterparty. Now the recipient sends the counter-confirmation via incoming message, which should be done automatically. However, in order to simulate that the incoming MT320 message is received, we should upload the relevant incoming SWIFT file to the system in this step.
Procedure To simulate an incoming correspondence file, a correspondence message needs to be uploaded to the incoming folder. 1. Access the transaction using the following transaction code: Transaction code
FTR_SWIFT_IMPORT
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This transaction code is not in the SAP ECC menu path, because this transaction is only a “test” transaction, which should not be used in a productive environment. 2. On the Import SWIFT Messages screen, make the following entries in the upload Single file area, Field name
User action and values
Comment
Input File,
The path you save the swift massage for example, C:\Users\...\Desktop\ MT320_XXXXXXX.TXT,
The file is created in step 4.6.2.
Format
MT320
3. Choose Execute. 4. A message appears: Finished processing SWIFT files.
Result In this step, the incoming message has been received to counter-confirm the outgoing message.
4.6.4 Match Correspondence Objects and Settlement Status Use The Correspondence matching is done automatically once the SWIFT file has been uploaded to the system. Meanwhile, with the successful matching of correspondence, the relevant MM Deal will be settled automatically.
Result The outgoing and incoming correspondence objects are matched, and the status of this deal is changed to Contract Settlement.
4.6.5 Check Matching Use The purpose of this step is to check if the matching of the outgoing and incoming correspondence objects is successfully.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Back Office Correspondence Correspondence Monitor
Transaction code
FTR_COMONI
2. On the Correspondence Monitor screen, make the following entries and choose Execute: Field name
User action and values
Company Code
For example: 1000
Deal Number
Enter the number of the created deal.
Comment
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3. For better usability, switch to Assignment view in the correspondence monitor. Here you see all the correspondence split into two screens depending on whether they have been matched or not. In the Matching view you see all un-assigned correspondence split into outgoing and incoming objects. 4. On the next screen, Correspondence monitor – Assignment View, you can see all correspondence objects linked to the focused deal. In the Status column, you can check the current status of the correspondence objects is Completed. 5. Mark the line for the correspondence file with correct transaction number and choose Show Underlying to view the detail information of the Deal. 6. On the next screen, double click the line with activity Contract Settlement. 7. On the next screen, choose the Status tab, information Counterconfirm. 0 Not Required is displayed, that means the incoming message is successfully received and the outgoing message has been confirmed, furthermore Activity Cat. 20 Contract Settlement. is displayed in this tab.
Result After checking the correspondence monitor, you are sure that the outgoing and incoming correspondence objects are matched, and the status of this deal is changed to Contract Settlement. After the correspondence has been finalized, continue with 4.10 for payment if you choose bank initiated payment. Otherwise, go to chapter 4.8.
4.7 Execute Correspondence for Email Use This step introduces how to process the correspondence via email. Correspondence via email is for floating rate investment, any cash flow, and all of the MM deals with internal business partner.
4.7.1 Send Confirmation Email Use The purpose of this step is sending a confirmation email to business partner.
Result For Business Partner which has been assigned BPG_EMAIL as BP Group, an outgoing email (PDF file) will be sent to the business partner automatically once the MM Deal is created. If the email connection is established properly, the business partner will receive the confirmation email.
4.7.2 Check Correspondence Monitor Use The correspondence monitor is the single point of entry to all processing related to treasury correspondence. To select the required correspondence to be processed, the relevant criteria can be entered on the selection screen. In the scope of this RDS, the correspondence monitor is only needed to check the right assignment and right matching between the objects that are matched automatically. Correspondence objects are created after the deal has been saved. The recipient gets © SAP AG Page 28 of 93
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the request to execute the deal and sends a confirmation. The MM transaction contract is saved in the previous step, you could check the detail information including transaction status, correspondence status, cash flow payment details for the deal.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Back Office Correspondence Correspondence Monitor
Transaction code
FTR_COMONI
2. On the Correspondence Monitor screen, make the following entries and choose Execute: Field name
User action and values
Company Code
For example: 1000
Deal Number
Enter the number of the created deal.
Comment
3. On the next screen Correspondence monitor – Standard View, you can see all correspondence objects linked to the focused deal. In the Status column, you can check the current status of the correspondence objects. Here please check whether the status of the correspondence object is ‘Delivered’. 4. Mark the line for the correspondence file with correct transaction number and choose Show Underlying to view the detail information of the Deal:
5. 6. 7. 8.
On the Status tab: Counterconfirm. 1 Required means confirmation for the outgoing correspondence will be needed. Choose Correspondence button (Shift+F8) in the top left corner, you could find there is an Outgoing Email (Format PDF_CNF_MM) which has been automatically created. Go back to the Correspondence monitor - Standard View screen, mark the line for the outgoing correspondence message, which is automatically created in the last step. Mark the line and choose View Message. The Outgoing Email will be displayed in PDF format (Format PDF_CNF_MM).
Result The status of the deal is ‘Delivered’, which means the confirmation email has been sent to the business partner.
4.7.3 Receive Incoming Confirmation Use An outgoing message is automatically created in the previous step and sent to the relative counterparty. Now the recipient send the counter-confirmation via email or other channels. In this process, assume that you have received the email from the counterparty.
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Result You have received an incoming confirmation email from business partner, and you will confirm it in the next step.
4.7.4 Find Deal and Match Deal Details Use The purpose of this step is to confirm the email received from the counterparty in the system.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Back Office Correspondence Correspondence Monitor
Transaction code
FTR_COMONI
2. On the Correspondence Monitor screen, enter make the following entries and choose Execute: Field name
User action and values
Company Code
For example: 1000
Deal Number
Enter the number of the created deal.
Comment
3. On the Correspondece monitor - Standard View screen, mark the line for the correspondence object with correct transaction number. 4. Choose Status Functions Manual Counterconfirmation. 5. A messages dialog box appears with information Counterconfirmed manually; Correspondence counter-confirmed; hence completed automatically. 6. Choose Enter to continue.
Result In this step, the incoming message and the outgoing message have been matched.
4.7.5 Set Settlement Status Use The correspondence matching is done automatically the counter-confirmation is confirmed. Meanwhile, with the successful matching of correspondence, the relevant MM Deal will be settled automatically. Here we only check if the status of the deal has been changed automatically.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Back Office Correspondence Correspondence Monitor
Transaction code
FTR_COMONI
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2. On the Correspondence Monitor screen, make the following entries and Choose Execute: Field name
User action and values
Company Code
For example: 1000
Deal Number
The transaction number in created previously
Comment
3. For better usability, switch to Assignment view in the correspondence monitor. Here you see all correspondence split into two screens depending on whether they have been matched or not. In the Matching view you see all un-assigned correspondence split into outgoing and incoming objects. 4. On the next screen, Correspondence monitor – Assignment View, you can see all correspondence objects linked to the focused deal. In the Status column, you can check the current status of the correspondence objects is Completed. 5. Mark the line for the correspondence file with correct transaction number and choose Show Underlying to view the detail information of the Deal. 6. On the next screen, double click the line with activity Contract Settlement. 7. On the next screen, choose the Status tab, information Counterconfirm. 0 Not Required is displayed, that means the incoming counter-confirmation has been done successfully, furthermore Activity Cat. 20 Contract Settlement. is displayed in this tab.
Result After checking the correspondence monitor, you are sure that the status of this deal is changed to Contract Settlement.
4.8 Generate Payment Request Use The function transfers the payment relevant data to the payment table. Each financial transaction contains flows that need to be paid. The Payment Request functionality will create the relevant payment instructions to be sent to the banks. But first the payment table needs to be updated with the payment flows that need to be paid soon. This should be done shortly before the creation of the payment instructions. In the case that the payment is initiated by the financial partner skip steps 4.8 and 4.9 and continue with step 4.10.
Prerequisites The financial instrument transaction has been created and settled.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Posting Post Flows
Transaction code
TBB1
2. On the Treasury: Post Flows screen, make the following entries and choose Execute:
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Field name
User action and values
Comment
Checkbox
Select the relevant application
For example: Foreign Exchange, Money Market, or Derivatives
Company Code
For example: 1000
Transaction
Transaction number from the transaction created above
Up To And Including Due Date
For example, enter the current date
Test Run
Do not select
Pay Only
X – select indicator
Enter the date on which the financial instrument transaction should be posted If you just want to check the result and do not need execute posting, this time select Test Run
3. On the next screen, make a note of the key number for the transaction. If no posting in this step, it means this is an incoming payment and you can skip to step 4.11 Post to General Ledger.
Result The payment request has been generated for the outgoing flows.
4.9 Process Payment Request Use When creating the transaction, the payment request can be selected as required, and for outgoing payment, the system will then automatically create the a payment request, you could check detail payment request for the transaction after running the payment run with payment medium. You can use this payment program to make payments to customers and vendors, or between G/L accounts. Unlike the standard payment program, the payments are not based on open items (FI documents) but on payment requests.
Prerequisites Payment request has been created.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Accounting Banks Outgoings Automatic Payment Payment Requests
Transaction code
F111
2. On the Automatic Payment Transactions for Payment Requests screen, make the following entries:
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Field name
User action and values
Comment
Run Date
For example, enter the current date
The date you want to run the payment
Identification
TM01 for example
3. Choose Parameters. 4. On the Automatic Payment Transactions: Parameters screen, make the following entries:
5. 6. 7. 8. 9. 10. 11. 12. 13.
Field name
User action and values
Posting Date
For example, enter the current date
Next Payment run on
For example, enter the current date plus 2 weeks
Company code
1000
Payment methods
Y
Origin
TRTM
Comment The system uses this date to calculate the latest possible run date for payments
Treasury Management
Choose Dynamic selections. In the field Key number, input the payment request ID you’ve got in step 4.8. Choose Save. Choose Additional Log. Select Payment method selection in all cases. Select Line items of the payment documents. Select Due date check. Choose Continue(Enter). Choose Save(Ctrl+S).
Message Details have been saved for the run on XX.XX.XX TM01 R appears. 14. Schedule proposal by choosing Proposal. 15. Choose Start immediat. and Schedule Job (Enter) to confirm the dialog box.
Message Proposal is running appears in the status bar with yellow traffic light. 16. Choose Update status.
Message Payment proposal has been created appears in the status bar with green traffic light. 17. Choose Schedule payment. 18. On the Schedule Payment dialog box, choose Start immediat., click checkbox Create payment medium and Choose Schedule Job (Enter) to confirm the dialog box. © SAP AG Page 33 of 93
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Message Payment run is running appears in the status bar with yellow traffic light. 19. Choose Update status.
Message Payment run has been carried out appears with green traffic light. Posting orders: 1 generated, 1 completed. 20. Choose Environment Payment medium DME administration. 21. On the Data Medium Overview screen, mark the line with payment run result of the transaction. 22. Choose Display DME Contents(Ctrl+F11) to check the detail information. (MT101 file will be displayed)
Result The payment document and the payment medium have been created. The impact of the outgoing cash concentration payment on Cash Position is visible in the Cash Management Report.
4.10 Bank Initiated Payment Use If the outgoing payment is initiated by bank, it is not necessary to 4.8 Generate Payment Request (TBB1) and 4.9 Process Payment Request (F111).
Procedure Skip this step and go to step 4.11 Post to General Ledger.
Result The outgoing payment has been initiated by bank.
4.11 Post to General Ledger Use The posting function transfers the data to financial accounting. Each financial transaction is based on certain transaction data (such as nominal amounts and interest rates). The flows relating to a financial transaction are generated from this transactional data. These flows are used to determine the data that is required for posting, such as document types, balance sheet accounts or income statement accounts, and the posting keys. This data and the flows to be posted are transferred to the FI interface that generates the relevant postings and documents using the corresponding functions. The document principle is used throughout the entire SAP system. In other words, postings are always saved as documents in Financial Accounting. The document is kept as a unit in the system until it is archived.
Prerequisites The outgoing payment (if there is) for this deal has been processed. © SAP AG Page 34 of 93
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Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Posting Post Flows
Transaction code
TBB1
2. On the Treasury: Post Flows screen, make the following entries and choose Execute: Field name
User action and values
Comment
Checkbox
Select the relevant application
For example: Foreign Exchange, Money Market, or Derivatives
Company Code
For example: 1000
Transaction
Transaction number from the transaction created above
Up To And Including Due Date
For example, enter the current date
Test Run
Do not select
Post All Valuation Areas
X – select indicator
Enter the date on which the financial instrument transaction should be posted If you just want to check the result and do not need execute posting, this time select Test Run
3. After TBB1 is executed, transaction code TPM10 should be called. Access this transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Posting Fix, Post, Reverse Business Transactions
Transaction code
TPM10
4. On the Fix, Post or Reverse Transactions screen, make the following entries and choose Execute: Field name
User action and values
Company Code
For example: 1000
Limit by Transaction Number
Do not select
Comment
Limiting by Subledger Positions OTC Transactions Transaction
Transaction number from the transaction created above
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Field name
Treasury and Risk Management: Money Market Instruments (K01)
User action and values
Comment If you just want to check the result Test Run Do not select and do not need execute posting, this time select Test Run 5. If all of the postings are successfully done in TBB1, you will get a message that “You have not selected any business transactions”. Then you can skip current step (TPM10). 6. On the Update Run: Post/Reverse Business Transactions screen, choose Select All(Shift +F10)and choose Choose Those to Post. 7. Choose Execute.
Result Positions of this deal have been posted to general ledger.
4.12 Run Accrual Use You can use this function to reflect expenses and revenues, from financial transactions or positions in the Transaction Manager, correctly in the general ledger. The function distributes the amount correctly based on the time period from flow start date to the key date irrespective of when they are due for payment or received. This step is a period end activity, usually will be executed at month end.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Accrual/Deferral Execute Accrual/Deferral
Transaction code
TPM44
2. On the Execute Accrual/Deferral of Expenses and Revenues screen, make the following entries and choose Execute: Field name
User action and values
Comment
Company Code
For example: 1000
Transaction
Transaction number from the transaction created above
In the OTC Transactions subarea
Accrual/Defe rral Key Date
For example, last day of this month
Enter the date on which the accrual/deferral should take place
Test Run
If you just want to check the result and do not need execute posting, this time select Test Run
Test Run
Result The accrual of this deal has been calculated and posted. © SAP AG Page 36 of 93
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4.13 Calculate or Maintain Fair Value of Transaction Use In this step, you determine today’s value of a future instrument. The net present values are calculated by the Market Risk Analyzer and saved to table VTVBAR (view V_VTVBAR). These values can then be used for the accounting valuation. In addition, you can also maintain the relevant net present value manually. This step is a period end activity, usually will be executed at month end.
Prerequisites If your project customer does not maintain daily market data (reference interest rates and currency exchange rates), you should maintain the required yield curve type rates in the relevant transaction.
Procedure Option 1: Calculate NPV Automatically 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Valuation Determine Net Present Values
Transaction code
TPM60
2. On the Save NPVs from the Market Risk Analyzer screen, make the following entries and choose Execute: Field name
User action and values
Comment
OTC Transactions: MM, Forex, OTC Derivatives
X
Company Code
For example: 1000
Transaction
Transaction number from the transaction created above
Evaluation Type
0001
MRA Standard Evaluation
Key Date
For example: last day of this month.
Before the deal End Date
Indicator: Separate NPV(In/Out)
Selected
Price/NPV Type
For example, 001
001 End-of-Day Valuation 002 Continuous Valuation
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Field name
User action and values
Save Values with Warnings
Select the checkbox
Test Run
Not Selected
Comment
If you just want to check the result and do not need execute posting, then select Test Run. Otherwise do not select Test Run and fill in 001 in Price/NPV type
Option 2: Maintain NPV Manually 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Basic Functions Market Data Management Manual Market Data Entry Enter Net Present Values
Transaction code
JBNPV
2. On the Maintain Table Views: Initial Screen, select the required fields (for example, Company Code and Transaction) and press ENTER. 3. On the Determine Work Area: Entry screen, make the following entries and press ENTER: Field name
User action and values
Company Code
For example: 1000
Transaction
Transaction number from the transaction created above
Comment
4. On the Display View “NPVs of OTC transactions”: Overview screen, choose Change, maintain the Net Present Value manually, and choose save.
Result The NPV of deal has been calculated and saved or maintained manually.
4.14 Perform Key Date Valuation Use In this step, you perform the key date valuation to determine the actual value of a financial instrument.
Prerequisites Save NPVs as described in the section entitled Calculate Net Present Value of Financial Instrument Position. This step is a period end activity, usually will be executed at month end.
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Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Valuation Execute Valuation
Transaction code
TPM1
2. On the Execute Valuation screen, make the following entries and choose Execute: Field name
User action and values
Comment
Product Groups
Select checkbox for OTC transactions MM, Forex, OTC Derivatives
Company Code
For example: 1000
Transaction
Transaction number from the transaction created above
In the OTC Transactions subarea
Key Date for Valuation
For example: last of this month.
Before the deposit/ loan maturity Date
Valuation Category
2 Mid-year Valuation with Reset
When the Period End is also the Year End the Valuation Category 1 Year End Valuation should be used.
Test Run
Do not select
3. On the Display Positions to be Valued, choose Execute Valuation.
Result The system has valued the selected positions and posted the corresponding valuation flows.
4.15 Generate Payment Request for Mature Transaction Use The function transfers the payment relevant data to the payment table. Each financial transaction contains flows that need to be paid. The Payment Request functionality will create the relevant payment instructions to be sent to the banks. But first the payment table needs to be updated with the payment flows that need to be paid soon. This should be done shortly before the creation of the payment instructions. In the case that the payment is initiated by the financial partner skip steps 4.15 and 4.16 and continue with step 4.17.
Prerequisites The maturity date of transaction has been reached.
Procedure 1. Access the transaction using the following navigation options:
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SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Posting Post Flows
Transaction code
TBB1
2. On the Treasury Post Flows screen, make the following entries and choose Execute: Field name
User action and values
Comment
Checkbox
Select the relevant application
For example: Foreign Exchange, Money Market, or Derivatives
Company Code
For example: 1000
Transaction
Transaction number from the transaction created above
Up To And Including Due Date
For example, current date plus 2 weeks
Test Run
Do not select
Pay Only
X – select indicator
Enter the end date on which the financial instrument transaction should be posted If you just want to check the result and do not need execute posting, this time select Test Run
3. On the next screen, make a note of the key number for the transaction. If no posting in this step, means this is an incoming payment and you can skip to step 4.18 Post to General Ledger.
Result The payment request has been generated for the outgoing flows for the mature transaction.
4.16 Process Payment Request Use When creating the transaction, the payment request can be selected as required, and for outgoing payment, the system will then automatically create the a payment request, you could check detail payment request for the transaction after running the payment run with payment medium. You can use this payment program to make payments to customers and vendors, or between G/L accounts. Unlike the standard payment program, the payments are not based on open items (FI documents) but on payment requests.
Prerequisites Payment request has been created for the mature transaction.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Accounting Banks Outgoings Automatic Payment Payment Requests
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Transaction code
F111
2. On the Automatic Payment Transactions for Payment Requests screen, make the following entries: Field name
User action and values
Comment
Run Date
For example, end of the deal date
The date you want to run the payment
Identification
TM01 for example
3. Choose Parameters. 4. On the Automatic Payment Transactions: Parameters screen, make the following entries:
5. 6. 7. 8. 9. 10. 11. 12. 13.
Field name
User action and values
Posting Date
For example, current date plus 2 weeks
Next Payment run on
For example, posting date plus 1 day.
Company code
1000
Payment methods
Y
Origin
TRTM
Comment
The system uses this date to calculate the latest possible run date for payments
Treasury Management
Choose Dynamic selections. In the field Key number, input the payment request ID you’ve got in step 4.15. Choose Save. Choose Additional Log. Select Payment method selection in all cases. Select Line items of the payment documents. Select Due date check. Choose Continue(Enter). Choose Save(Ctrl+S).
Message Details have been saved for the run on XX.XX.XX TM01 R appears. 14. Schedule proposal by choosing Proposal. 15. Choose Start immediat. and Schedule Job (Enter) to confirm the dialog box.
Message Proposal is running appears in the status bar with yellow traffic light. 16. Choose Update Status.
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Message Payment proposal has been created appears in the status bar with green traffic light. 17. Choose Schedule Payment. 18. On the Schedule Payment dialog box, choose Start immediat., click checkbox Create payment medium and Choose Schedule Job (Enter) to confirm the dialog box.
Message Payment run is running appears in the status bar with yellow traffic light. 19. Choose Update Status.
Message Payment run has been carried out appears with green traffic light. Posting orders: 1 generated, 1 completed 20. Choose Environment Payment medium DME administration. 21. On the Data Medium Overview screen, mark the line with payment run result of the transaction. 22. Choose Display DME Contents(Ctrl+F11) to check the detail information. (MT101 file will be displayed)
Result The payment document and the payment medium have been created. The impact of the outgoing cash concentration payment on Cash Position is visible in the Cash Management Report.
4.17 Bank Initiated Payment Use If the outgoing payment is initiated by bank, it is not necessary to Generate Payment Request (TBB1) and Process Payment Request (F111).
Procedure Skip this step and go to step 4.18 Post to General Ledger.
Result The outgoing payment has been initiated by bank.
4.18 Post to General Ledger Use The posting function transfers the data to financial accounting. Each financial transaction is based on certain transaction data (such as nominal amounts and interest rates). The flows relating to a financial transaction are generated from this transactional data. These flows are used to determine the data that is required for posting, such as document types, balance sheet accounts or income statement accounts, and the posting keys.
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This data and the flows to be posted are transferred to the FI interface that generates the relevant postings and documents using the corresponding functions. The document principle is used throughout the entire SAP system. In other words, postings are always saved as documents in Financial Accounting. The document is kept as a unit in the system until it is archived.
Prerequisites The maturity date of transaction has been reached, and the outgoing payment (if there is) for mature transaction has been processed.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Posting Post Flows
Transaction code
TBB1
2. On the Treasury: Post Flows screen, make the following entries and choose Execute: Field name
User action and values
Comment
Checkbox
Select the relevant application
For example: Foreign Exchange, Money Market, or Derivatives
Company Code
For example: 1000
Transaction
Transaction number from the transaction created above
Up To And Including Due Date
For example, current date plus 2 weeks
Test Run
Do not select
Post All Valuation Areas
X – select indicator
Enter the date on which the financial instrument transaction should be posted If you just want to check the result and do not need execute posting, this time select Test Run
3. After TBB1 is executed, transaction TPM10 should be called. Access this transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Posting Fix, Post, Reverse Business Transactions
Transaction code
TPM10
4. On the Fix, Post or Reverse Transactions screen, make the following entries and choose Execute:
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Field name
User action and values
Company Code
For example: 1000
Limit by Transaction Number
Do not select
Comment
Limiting by Subledger Positions OTC Transactions Transaction
Transaction number from the transaction created above
If you just want to check the result and do not need execute posting, this time select Test Run 5. If all of the postings are successfully done in TBB1, you will get a message that “You have not selected any business transactions”. Then you can skip current step (TPM10). 6. On the Update Run: Post/Reverse Business Transactions screen, choose Select All and choose Choose Those to Post. 7. Choose Execute. Test Run
Do not select
Result Positions of this deal have been posted to general ledger.
4.19 Post Realized Profit and Loss Use In this step, you fix and post derived business transactions (profit and loss). For the Money Market deals in foreign exchange, the realized gain/loss is usually posted in Transaction code TBB1. For Derivative transactions in foreign exchange, the realized gain/loss will only be posted in Transaction code TPM18, if the unrealized gain/loss is not reset in Transaction code TPM1. For Foreign Exchange deals, you could post realized gain/loss in this transaction.
Prerequisites The maturity date of transaction has been reached, and the financial instrument transaction has been created, settled, and posted.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Derived Business Transactions Post and Fix
Transaction code
TPM18
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2. On the Fix and Post Derived Business Transactions screen, make the following entries and choose Execute: Field name
User action and values
Comment
Product Groups
Select checkbox for OTC Trans. MM, Forex, OTC Derivatives
Company Code
For example: 1000
OTC Transactions
Transaction number from the transaction created above
TRL Date
For example, current date plus 2 weeks
Enter the date on which the position should be forwarded to the subledger.
Test Run
Do not select
If you just want to check the result and do not need execute posting, this time select Test Run.
3. Confirm the message Are you sure that you want to select future business transactions? 4. On the Fix and Post Derived Business Transactions screen, choose Fix. 5. A messages dialog box appears with information Derived business transaction from XX.XX.20XX was fixed. 6. Choose Continue.
Result Derived business transactions (profit and loss) have been posted.
4.20 Check Posting Journal Use The posting journal provides detailed information on the posted flows of selected transactions, and this report can drill down to the original transaction, accounting document, and payment request. This report is checked by accountant on daily basis.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Information System Accounting Posting Journal
Transaction code
TPM20
2. On the Posting Journal Screen, make the following entries:
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Field name
User action and values
OTC Transaction (MM, Forex, OTC Derivatives)
Choose
Company Code
1000
Transaction
The transaction number you’d like to check its posting journal
Comment
3. 4. 5. 6.
Choose Execute. On the next screen the posting journals are displayed. To display the basic data for the transaction, choose the button Original business transaction. To check the accounting document, click the number displayed in the column DocumentNo, system will drill down to the accounting document. 7. To display the payment request, click the number displayed in the column Pmnt Key, system will drill down to the payment request.
4.21 Use Alert Monitor Use The Alert Monitor collects back office error messages from TRM areas and gives you an overview of them; users can take action according to the details of messages. The Alert Monitor contains the following areas:
Settlement
Release
Payment and posting
Correspondence
Interest rate adjustment
This report is checked by back office processor on daily basis.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Information System Transaction Alert Monitor
Transaction code
FTR_ALERT
2. On the Financial Transaction Processing: Alert Monitor Screen, make the following entries: Field name
User action and values
Company Code
1000
Comment
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Field name
User action and values
Transaction
The transaction number you’d like to check if there are alerts for it; or leave this field blank
Comment
3. Choose Execute. 4. On the next screen, the alert messages for transactions are displayed. Some typical messages:
Settlement is still open (due date XX.XX.20XX)
Payment is still open (due date XX.XX.20XX), payment has not been executed
Posting is still open (due date XX.XX.20XX)
Counter confirm. has not occurred since correspondence obj.XXX(channel Email)
Interest fixing is still open (due date XX.XX.20XX for reference int. rate XXXXXXXX)
4.22 Check Subledger Positions Use The position list/subledger positions provides you with an overview of your OTC transactions on a particular key date. The following information is displayed for each position or transaction:
Differentiation characteristics (company code, valuation area, valuation class, transaction number, ID number, securities account, and so on)
Position component values (such as units, nominal amounts, acquisition value, and book value)
Other position information (such as exchange, business partner, and commitment)
This report is checked by accountant on daily basis.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Information System Position Position List
Transaction code
TPM12
2. On the Subledger Positions screen, make the following entries: Field name
User action and values
OTC Transaction MM, Forex, OTC Derivatives
Choose
Company Code
1000
Comment
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Field name
User action and values
Transaction
The transaction number you’d like to check its subledger positions
Key Date
Enter the key date for which reporting is required
Comment
For example, the date when the deal begins
3. Choose Execute. 4. The system displays the position values of transactions in accordance with your selection criteria. 5. It is able to check different aspects of information by choosing different buttons:
Display flows You can use this function to branch to the list of position flows for a selected position/transaction in the Subledger Cash Flow.
Display Position Management Procedure
Display Position Indicator
4.23 Check Subledger Cash Flow Use The subledger cash flow shows you all the flows for a position. The valuation area-independent Operative Business Transactions are displayed as well as the valuation area-dependent operative business transactions and the Derived Business Transactions that they trigger. This report is checked by back office processor on daily basis.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Information System Position Trend Position Flow List
Transaction code
TPM13
2. On the Subledger Cash Flow screen, make the following entries: Field name
User action and values
OTC Transaction MM, Forex, OTC Derivatives
Choose
Company Code
1000
Transaction Number
The transaction number you’d like to check its subledger cash flow
Comment
3. Choose Execute. 4. The system displays the cash flows of transactions in accordance with your selection criteria. 5. It is able to check different aspects of information by choosing different buttons: © SAP AG Page 48 of 93
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Display Posting Journal
Display Business Transaction Flows The List of Flows for the Business Transaction appears.
Display Original Business Transaction In the case of the operative business transactions, you can branch to the function for generating the flows.
Position Display The List of Position Values for Key Date appears.
Display Position Indicator
4.24 Check Limit Utilization Report Use This report enables you to monitor existing limits and their utilizations. This report is checked by risk controller on daily basis.
Procedure 1. Access the transaction using the following navigation options: SAP ECC Menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Information System Reports Risk Settings Limit Management Limit Utilizations Overview: Selection Using All Characteristics
Transaction code
TBLB
2. On the Overview of Utilizations – Selection Using all Characteristics screen, make the following entries and execute: Field name
User action and values
Comment
Limit type
Enter the limit type
For example, 002 Business Part.asset/liability
Status of Limit Utilization
Enter the required limit utilization
For example, 1 End-of-Day Processing
Determination Date
Enter the key date that is required for this report
Limits Valid From
Enter the key date that is required for this report
3. On the next screen, the system displays an overview of the limit utilizations in accordance with your selection criteria. 4. Double-click on line item to display the details. 5. Double-click on line item to display the details for a specific transaction.
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4.25 Check Overview of Limits Use Risk controller is able to get an overview of limits for the selected limit types by running this report.
Procedure 1. Access the transaction using the following navigation options: SAP ECC Menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Information System Reports Risk Settings Limit Management Limits Overview
Transaction code
TBL3
2. On the Overview of Limits screen, make the following entries and execute: Field name
User action and values
Comment
General Access Options Limit type
Enter the limit type, for example, 001 to 003
001 Business Partner only assets 002 Business Part. asset/liability 003 CC / BP only assets
Selection of Limits by Key Date Valid To
For example, today
Date on which validity of a limit ends
3. On the Display Limits for Limit Types: Overview screen, all limits selected according to limit types are displayed. 4. Double-click on line item, you can branch to overview of limit utilizations report of the individual limits. 5. You can also branch to business partner data by choosing Branch to Partner Display (Shift + F5) on the Display Limits for Limit Types: Overview screen.
5 Process Steps for MM Instruments Intercompany Deals 5.1 Import Market Data Use This function allows you to call up market data directly in the system from a spreadsheet and transfer the data. It is required to import the market data reference interest rates.
Prerequisites A spreadsheet program is installed on the PC.
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Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Environment Market Data Spreadsheet
Transaction code
TBEX
2. The excel sheets attached below are the sample market data of reference interest rate. Please save one of the excel sheets in a local folder in your PC (for SAP ERP 6.0 with Enhancement Package 6, please use Sample_Market_Data_606.xls; for SAP ERP 6.0 with Enhancement Package 7, please use Sample_Market_Data_607.xls), for example, you save it as C:\temp\Sample_Market_Data.xls.
Sample_Market_Data _606.xls
Sample_Market_Data _607.xls
3. Please open the excel sheet from the local folder, delete the lines that are not relevant for your business environment (that means you may not need some reference interest rates), and modify the Date (column E), Time (column F) and Value (interest rate, Column G) of each line based on real market data.
Please use ‘.’ instead of ‘,’ as the decimal point for column G. 4. On the Market Data Transfer from Spreadsheet screen, choose the Settings tab page and make the following entries: Field name
User action and values
Name:
The path of where the excel sheet is stored and the name of it. For example, C:\temp\Sample_Market_Data.xl s
Comment
5. Choose Change (F8). 6. Choose Enable Macros if the Microsoft Excel Security Notice dialog box is displayed. 7. On the Market data transfer from spreadsheet screen, choose Import Market Data to write the data into the database. 8. Scroll to the right (columns Status and Error message) to verify the upload status. If the status is OK, you can choose Back (F3). On the dialog box that “Should the spreadsheet created be saved first?” is asked, choose No. The imported data can be accessed via transaction code S_ALR_87008537 or JBIRM (or Accounting Financial Supply Chain Management Treasury and Risk Management Basic Functions Market Data Management Manual Market Data Entry Interest Enter Reference Interest Rates). Here, you can change the market data manually. © SAP AG Page 51 of 93
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Result The market data has been imported into system.
5.1.1 Generate Limit Utilizations Use In end-of-day processing, the system determines and updates limit utilizations based on the transactions and positions contained in the data pool, as well as the external transactions that were entered. When a new contract is created, an online limit check is executed when the contract is saved. In order to perform this check, all new limits must be initialized after definition. This step should be run as a batch job at the end of each working day to prepare the credit limits utilizations before the morning of the next working day.
Prerequisites The market data has been imported.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Credit Risk Analyzer Tools End-ofDay Processing Generate Utilizations
Transaction code
KLNACHT
2. On the End-of-Day Processing screen, make the following entries and choose Execute: Field name
User action and values
Valuation Date
Enter the required date
Determinatio n Procedure
1 to 11
Company Code
1000
Log Level
2
Comment
Result You should get a message” End-of-day processing was completed successfully”. Limit utilizations have been created.
5.2 Analyze Daily Cash Position Use The cash position gives you an overview of daily cash inflow and outflow on the selected bank accounts. The cash position is suitable to plan short-term liquidity. The cash manager could make the decision of the right treasury transaction.
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This step can be executed during the whole processing of the treasury transaction and different result under the cash management and forecast: Display Level will be shown in the different processing phases of the transaction, for example before transaction is created, after transaction is created and after transaction is posted. In customizing you define the grouping structures that group together particular bank and/or subledger accounts in the cash position or the liquidity forecast display. The selection of a certain grouping during execution of Cash Position & Liquidity Forecast, influences the result of this report. The following groupings are defined for RDS TRM: Grouping
Purpose
TRM
Treasury Flows
TRMBANKS
TRM Bank Accounts including bank clearing accounts
TRMBANKST
TRM Status of all available bank accounts
TRMTOTAL
TRM Total Display bank accounts and subledger acc
At the beginning of the transaction day, the cash manager will always check the cash position status and make decisions regarding transactions that are required for that business day.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Cash and Liquidity Management Cash Management Information System Reports for Cash Management Liquidity Analyses Cash Position
Transaction code
FF7A
2. On the Cash Management and Forecast: Initial Screen, make the following entries: Field name
User action and values
Comment
Company Code
1010
Cash Position
Select
Analysis of the bank accounts
Grouping
TRMBANKS
This grouping provides an overview of bank accounts.
Display as of
any date
For example, today’s date
Display in
EUR
Display Currency should be local currency of company code
3. Choose Execute. 4. The Cash Mgmt and Forecast: Currency Overview screen appears. Double-click the line with the currency you want to check (for example, EUR). 5. On the Cash Management and Forecast: Summarized Display screen, double-click the summarization term you need and click the field under the date you want to check (for example BANK1). 6. On the Cash Management and Forecast: Display Levels screen, select the Level for example MM for Money Market (FX for Foreign Exchange; DR for Derivatives; B2 and B5 are the planning level for the relevant bank account) and click the field under the required date you want to check. © SAP AG Page 53 of 93
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7. On the Cash Management and Forecast: Display Groups from Level screen, select the Cash Management Account Name you need and click the field under the required date you want to check.
Result In this activity, the cash manager gets an overview of the current cash position. After the daily cash position analysis, the cash manager may decide to do a MM deal or a FX deal. In the first case which is the focus of this document continue with chapter 4.4. In the case of creating a FX deal, continue with chapter 4.3.
5.3 (K03) Treasury and Risk Management: Foreign Exchange Instruments Treasury and Risk Management: Foreign Exchange Instruments (K03) Use If cash manager makes a decision to do a FX deal, please refer to Business Process Documentation (K03) Treasury and Risk Management: Foreign Exchange Instruments, which describes the functionality of the foreign exchange instruments: foreign exchange spot/forward, non-deliverable forwards and foreign exchange options.
Procedure Complete all the activities in the Business Process Documentation (K03) Treasury and Risk Management: Foreign Exchange Instruments.
5.4 Check Limit Utilization Report Use In end-of-day processing, the system determines and updates limit utilizations based on the transactions and positions contained in the data pool and also the external transactions that were entered. This step provides an overview report of the current limit utilization.
Procedure 1. Access the transaction using the following navigation options: SAP ECC Menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Information System Reports Risk Settings Limit Management Limit Utilizations Overview: Selection Using All Characteristics
Transaction code
TBLB
2. On the Overview of Utilizations – Selection Using all Characteristics screen, make the following entries and execute: Field name
User action and values
Comment
Limit type
Enter the limit type
For example, 002 Business Part.asset/liability
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Field name
User action and values
Comment
Status of Limit Utilization
Enter the required limit utilization
For example, 1 End-of-Day Processing
Determination Date
Enter the key date that is required for this report
Limits Valid From
Enter the key date that is required for this report
3. On the next screen, the system displays an overview of the limit utilizations in accordance with your selection criteria.
Result The limit utilization is displayed and checked.
5.5 Create Money Market Contract Use This step allows financial transactions to be created in the money market area.
Prerequisites You have created and released business partners, assigned them roles, and determined the transaction authorizations. You should also have set up the standing instructions. If your project customer does not maintain daily market data (reference interest rates, currency exchange rates, and so on), you should maintain the required yield curve type rates in the relevant transaction. For MM you could also use the transaction type with initial 2 (for debt/borrowing, for example. 200). The difference between MM and Debt is as follows:
MM is short term (usually not beyond one to two weeks) and you can both invest and borrow within this framework. Debt is long term and only be borrowed.
The following instruments are supported in MM. This BPD only introduces fixed-term deposit, other instruments are introduced in BPD (K02) Treasury and Risk Management: Debt and Investment Instruments. Product Type
Comment
51A/51I
Fixed-term Deposit
55A/55I
Floating rate Investment
54A/54I
Any Cash Flow
Procedure 1. To create a Fixed Term Deposit access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Trading Create Financial Transaction
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Transaction code
FTR_CREATE
Not only can transaction code FTR_CREATE be used to create financial instrument transactions. There are also other transactions code, such as FTR_00 and TM00, which allow you to handle money market contracts collectively, for example. 2. On the Create Financial Transaction screen, make the following entries: Field name
User action and values
Comment
Company Code
For example: 1000
Product Type
51I Fixed Rate instrument - INT
This requires that the subsidiaries and the treasury center have been set up as business partners.
Transaction Type
100 Investment
200 Borrowing
Partner
INTERC1010
3. Choose Enter after entering all the values above. 4. On the Create Fixed-Term Deposit: Structure screen, make the following entries: Field name
User action and values
Comment
Structure
5. 6. 7. 8.
Payment Amount
10M
Start
For example, enter the current date.
End
For example, enter the current date plus 2 weeks.
Percentage Rate
3,0000000
Interest Calculation Method
2 Act/360
Int.calc.method
To check the flows, choose the Cash flow tab page. If you want to save the transaction with the payment request, following information also need to be maintained when creating the deal. Choose the Payment details Tab. On the Create Fixed-Term Deposit: Payment details screen, double-click the line with Direction of flow “-” for outgoing payment and the relevant transaction currency. Make the following entries if the payment request is set as without, Field name
User action and values
Payment request
select “with”
House Bank
For example, DB
Comment
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Field name
User action and values
Account ID
For example, TRDE
Payer/payee
For example, INTERC1010
Partner bank
For example, TRDE
Payment methods
Y
Comment
9. Choose Check to verify the input data. 10. Save the correct data. 11. On the Check run: Trans.: Display messages screen, choose Continue.
Result A fixed-term deposit deal is created in company code 1000 and another deal is created automatically in company code 1010.
5.6 Create MM Mirror Deal Use The money market mirror deal is created automatically in company code 1010 once the intercompany MM contract is created in company code 1000. This step displays the details of the mirror deal.
Prerequisites Intercompany money market contract has been created successfully in company code 1000.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Back Office Edit Financial Transaction
Transaction code
FTR_EDIT
2. On the Edit Financial Transaction Screen, make the following entries: Field name
User action and values
Company Code
1000
Transaction
The transaction number created in step 5.5
Comment
3. Choose Display. 4. On the Display Fixed-Term Deposit: Structure screen, there is a message Mirror transaction 51XXXXXX is available in company code 1010. 5. Choose Environment Object links. 6. On the Links to transaction:51XXXXXX screen, double click the line with category MIR. 7. On the Display Reference: Data screen, there are two lines. One is the MM contract created in step 5.5, the other one is the mirror deal in company code 1010. Double click the mirror deal. © SAP AG Page 57 of 93
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8. On the Display Fixed-Term Deposit: Structure screen, the mirror deal is displayed in details. Take a note of the mirror deal number.
Result Mirror deal has been created and checked. Next the deal continues with the correspondence with the financial partner through an existing correspondence channel E-mail.
5.7 Send Confirmation Email to Subsidiary Use The purpose of this step is sending a confirmation email to internal business partner.
Result For Business Partner which has been assigned BPG_EMAIL as BP Group, an outgoing email (PDF file) will be sent to the business partner automatically once the MM Deal is created. If the email connection is established properly, the business partner will receive the confirmation email.
5.8 Check Correspondence Monitor Use The correspondence monitor is the single point of entry to all processing related to treasury correspondence. To select the required correspondence to be processed, the relevant criteria can be entered on the selection screen. In the scope of this RDS, the correspondence monitor is only needed to check the right assignment and right matching between the objects that are matched automatically. Correspondence objects are created after the deal has been saved. The recipient gets the request to execute the deal and sends a confirmation. The MM transaction contract is saved in the previous step, you could check the detail information including transaction status, correspondence status, cash flow payment details for the deal.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Back Office Correspondence Correspondence Monitor
Transaction code
FTR_COMONI
2. On the Correspondence Monitor screen, make the following entries and choose Execute: Field name
User action and values
Company Code
For example: 1000
Comment
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Deal Number
Treasury and Risk Management: Money Market Instruments (K01)
Enter the number of the created deal.
3. On the next screen Correspondence monitor – Standard View, you can see all correspondence objects linked to the focused deal. In the Status column, you can check the current status of the correspondence objects. Here please check whether the status of the correspondence object is ‘Delivered’. 4. Mark the line for the correspondence file with correct transaction number and choose Show Underlying to view the detail information of the Deal:
5. 6. 7. 8.
On the Status tab: Counterconfirm. 1 Required means confirmation for the outgoing correspondence will be needed. Choose Correspondence button (Shift+F8) in the top left corner, you could find there is an Outgoing Email (Format PDF_CNF_MM) which has been automatically created. Go back to the Correspondence monitor - Standard View screen, mark the line for the outgoing correspondence message, which is automatically created in the last step. Mark the line and choose View Message. The Outgoing Email will be displayed in PDF format (Format PDF_CNF_MM).
Result The status of the deal is ‘Delivered’, which means the confirmation email has been sent to the business partner.
5.9 Set Deal to Matched Use The purpose of this step is to confirm the email received from the counterparty in the system.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Back Office Correspondence Correspondence Monitor
Transaction code
FTR_COMONI
2. On the Correspondence Monitor screen, enter make the following entries and choose Execute: Field name
User action and values
Company Code
For example: 1000
Deal Number
Enter the number of the created deal in headoffice (company code 1000)
Comment
3. On the Correspondece monitor - Standard View screen, mark the line for the correspondence object with correct transaction number. 4. Choose Status Functions Manual Counterconfirmation. 5. A messages dialog box appears with information Counterconfirmed manually; Correspondence counter-confirmed; hence completed automatically. 6. Choose Enter to continue.
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Result In this step, the incoming message and the outgoing message have been matched.
5.10 Set Settlement Status Use The correspondence matching is done automatically the counter-confirmation is confirmed. Meanwhile, with the successful matching of correspondence, the relevant MM Deal will be settled automatically. Here we only check if the status of the deal has been changed automatically.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Back Office Correspondence Correspondence Monitor
Transaction code
FTR_COMONI
2. On the Correspondence Monitor screen, make the following entries and Choose Execute: Field name
User action and values
Company Code
For example: 1000
Deal Number
The transaction number in created previously
Comment
3. For better usability, switch to Assignment view in the correspondence monitor. Here you see all correspondence split into two screens depending on whether they have been matched or not. In the Matching view you see all un-assigned correspondence split into outgoing and incoming objects. 4. On the next screen, Correspondence monitor – Assignment View, you can see all correspondence objects linked to the focused deal. In the Status column, you can check the current status of the correspondence objects is Completed. 5. Mark the line for the correspondence file with correct transaction number and choose Show Underlying to view the detail information of the Deal. 6. On the next screen, double click the line with activity Contract Settlement. 7. On the next screen, choose the Status tab, information Counterconfirm. 0 Not Required is displayed, that means the incoming counter-confirmation has been done successfully, furthermore Activity Cat. 20 Contract Settlement. is displayed in this tab.
Result After checking the correspondence monitor, you are sure that the status of this deal is changed to Contract Settlement.
5.11 Check Transaction Management Collective Processing Report Use © SAP AG Page 60 of 93
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This step allows you to check transaction management collective processing report.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Back Office Collective Processing Transaction Management
Transaction code
FTR_00
2. If transaction code is first to be called, it will have new dialog Define Worklist window. Please enter your company code 1000 and choose Execute (F8). 3. On the Transaction Management: Collective Processing screen, expand General Variants. if variant MMmirrordeal exists, then go to step 11. Otherwise, right click General Variants and choose Insert Variant. 4. On the Insert Variant screen, fill Variant field with MMmirrordeal for example. 5. Choose Copy. 6. On the Edit Variants: Variant MMMIRRORDEAL screen, make the following entries: Field name
User action and values
Company Code
For example: 1010
Product Type
51I, 54I, 55I
Comment
Choose Multiple selection
7. Choose Attributes. 8. On the Variant Attributes screen, enter a short description for variant. For example, MMmirrordeal. 9. Choose Save. 10. Choose Back to the Transaction Management: Collective Processing screen. 11. Double click the variant MMmirrordeal below General Variants. 12. On the Transaction Management: Collective Processing screen, mirror deals are displayed.
Result Mirror deals have been displayed and checked.
5.12 Set Settlement Status for Subsidiary Use The money market mirror deal is created automatically in company code. This step is to settle the mirror deal.
Prerequisites Money market mirror deal has been created successfully in company code 1010.
Procedure 1. Access the transaction using the following navigation options:
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SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Back Office Collective Processing Transaction Management
Transaction code
FTR_00
2. On the Transaction Management: Collective Processing screen, expand General Variants and double click the variant created before (For example, MMmirrordeal). 3. On the Transaction Management: Collective Processing screen, choose the transaction created in step 5.6 Create MM Mirror Deal and choose Processing Function Settle. 4. On the Settle Fixed-Term Deposit: Structure screen, there is a message Mirror transaction for transaction 51XXXXXX in company code 1000. 5. Choose Save.
Result Mirror deal has been settled and the status of this deal is changed to Contract Settlement.
5.13 Generate Payment Request Use The function transfers the payment relevant data to the payment table. Each financial transaction contains flows that need to be paid. The Payment Request functionality will create the relevant payment instructions to be sent to the banks. But first the payment table needs to be updated with the payment flows that need to be paid soon. This should be done shortly before the creation of the payment instructions.
Prerequisites The financial instrument transaction has been created and settled.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Posting Post Flows
Transaction code
TBB1
2. On the Treasury: Post Flows screen, make the following entries and choose Execute: Field name
User action and values
Comment
Checkbox
Select the relevant application
For example: Foreign Exchange, Money Market, or Derivatives
Company Code
For example: 1000
Transaction
Transaction number from the transaction created above
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Field name
User action and values
Comment
Up To And Including Due Date
For example, enter the current date
Test Run
Do not select
Enter the date on which the financial instrument transaction should be posted If you just want to check the result and do not need execute posting, this time select Test Run
Pay Only
X – select indicator
3. On the next screen, make a note of the key number for the transaction. If no posting in this step, it means this is an incoming payment and you can skip to step 5.15 Post to General Ledger.
Result The payment request has been generated for the outgoing flows.
5.14 Process Payment Request Use When creating the transaction, the payment request can be selected as required, and for outgoing payment, the system will then automatically create the a payment request, you could check detail payment request for the transaction after running the payment run with payment medium. You can use this payment program to make payments to customers and vendors, or between G/L accounts. Unlike the standard payment program, the payments are not based on open items (FI documents) but on payment requests.
Prerequisites Payment request has been created.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Accounting Banks Outgoings Automatic Payment Payment Requests
Transaction code
F111
2. On the Automatic Payment Transactions for Payment Requests screen, make the following entries: Field name
User action and values
Comment
Run Date
For example, enter the current date
The date you want to run the payment
Identification
TM01 for example
3. Choose Parameters. 4. On the Automatic Payment Transactions: Parameters screen, make the following entries:
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Field name
User action and values
Posting Date
For example, enter the current date
Next Payment run on
For example, enter the current date plus 2 weeks
Company code
1000
Payment methods
Y
Origin
TRTM
Comment The system uses this date to calculate the latest possible run date for payments
Treasury Management
Choose Dynamic selections. In the field Key number, input the payment request ID you’ve got in step 5.13. Choose Save. Choose Additional Log. Choose Payment method selection in all cases. Choose Line items of the payment documents. Choose Due date check. Choose Continue(Enter). Choose Save(Ctrl+S).
Message Details have been saved for the run on XX.XX.20XX TM01 R appears. 14. Schedule proposal by choosing Proposal. 15. Choose Start immediat. and Schedule Job (Enter) to confirm the dialog box.
Message Proposal is running appears in the status bar with yellow traffic light. 16. Choose Update status.
Message Payment proposal has been created appears in the status bar with green traffic light. 17. Choose Schedule payment. 18. On the Schedule Payment dialog box, choose Start immediat., click checkbox Create payment medium and Choose Schedule Job (Enter) to confirm the dialog box.
Message Payment run is running appears in the status bar with yellow traffic light. 19. Choose Update status.
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Message Payment run has been carried out appears with green traffic light. Posting orders: 1 generated, 1 completed. 20. Choose Environment Payment medium DME administration. 21. On the Data Medium Overview screen, mark the line with payment run result of the transaction. 22. Choose Display DME Contents(Ctrl+F11) to check the detail information. (MT101 file will be displayed)
Result The payment document and the payment medium have been created. The impact of the outgoing cash concentration payment on Cash Position is visible in the Cash Management Report.
5.15 Post to General Ledger Use The posting function transfers the data to financial accounting. Each financial transaction is based on certain transaction data (such as nominal amounts and interest rates). The flows relating to a financial transaction are generated from this transactional data. These flows are used to determine the data that is required for posting, such as document types, balance sheet accounts or income statement accounts, and the posting keys. This data and the flows to be posted are transferred to the FI interface that generates the relevant postings and documents using the corresponding functions. The document principle is used throughout the entire SAP system. In other words, postings are always saved as documents in Financial Accounting. The document is kept as a unit in the system until it is archived.
Prerequisites The outgoing payment (if there is) for this deal has been processed.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Posting Post Flows
Transaction code
TBB1
2. On the Treasury: Post Flows screen, make the following entries and choose Execute: Field name
User action and values
Comment
Checkbox
Select the relevant application
For example: Foreign Exchange, Money Market, or Derivatives
Company Code
For example: 1000
Transaction
Transaction number from the transaction created above
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Field name
User action and values
Comment
Up To And Including Due Date
For example, enter the current date
Test Run
Do not select
Enter the date on which the financial instrument transaction should be posted If you just want to check the result and do not need execute posting, this time select Test Run
Post All Valuation Areas
X – select indicator
3. After TBB1 is executed, transaction code TPM10 should be called. Access this transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Posting Fix, Post, Reverse Business Transactions
Transaction code
TPM10
4. On the Fix, Post or Reverse Transactions screen, make the following entries and choose Execute: Field name
User action and values
Company Code
For example: 1000
Limit by Transaction Number
Do not select
Comment
Limiting by Subledger Positions OTC Transactions Transaction
Transaction number from the transaction created above
If you just want to check the result and do not need execute posting, this time select Test Run 5. If all of the postings are successfully done in TBB1, you will get a message that “You have not selected any business transactions”. Then you can skip current step (TPM10). 6. On the Update Run: Post/Reverse Business Transactions screen, choose Select All(Shift +F10)and choose Choose Those to Post. 7. Choose Execute. Test Run
Do not select
Result Positions of this deal have been posted to general ledger.
5.16 Run Accrual Use You can use this function to reflect expenses and revenues, from financial transactions or positions in the Transaction Manager, correctly in the general ledger. The function distributes the amount
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correctly based on the time period from flow start date to the key date irrespective of when they are due for payment or received. This step is a period end activity, usually will be executed at month end.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Accrual/Deferral Execute Accrual/Deferral
Transaction code
TPM44
2. On the Execute Accrual/Deferral of Expenses and Revenues screen, make the following entries and choose Execute: Field name
User action and values
Comment
Company Code
For example: 1000
Transaction
Transaction number from the transaction created above
In the OTC Transactions subarea
Accrual/Defe rral Key Date
For example, last day of this month
Enter the date on which the accrual/deferral should take place
Test Run
If you just want to check the result and do not need execute posting, this time select Test Run
Test Run
Result The accrual of this deal has been calculated and posted.
5.17 Calculate or Maintain Fair Value of Transaction Use In this step, you determine today’s value of a future instrument. The net present values are calculated by the Market Risk Analyzer and saved to table VTVBAR (view V_VTVBAR). These values can then be used for the accounting valuation. In addition, you can also maintain the relevant net present value manually. This step is a period end activity, usually will be executed at month end.
Prerequisites If your project customer does not maintain daily market data (reference interest rates and currency exchange rates), you should maintain the required yield curve type rates in the relevant transaction.
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Procedure Option 1: Calculate NPV Automatically 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Valuation Determine Net Present Values
Transaction code
TPM60
2. On the Save NPVs from the Market Risk Analyzer screen, make the following entries and choose Execute: Field name
User action and values
Comment
OTC Transactions: MM, Forex, OTC Derivatives
X
Company Code
For example: 1000
Transaction
Transaction number from the transaction created above
Evaluation Type
0001
MRA Standard Evaluation
Key Date
For example: last day of this month.
Before the deal End Date
Indicator: Separate NPV(In/Out)
Selected
Price/NPV Type
For example, 001
Save Values with Warnings
Select the checkbox
Test Run
Not Selected
001 End-of-Day Valuation 002 Continuous Valuation
If you just want to check the result and do not need execute posting, then select Test Run. Otherwise do not select Test Run and fill in 001 in Price/NPV type
Option 2: Maintain NPV Manually 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Basic Functions Market Data Management Manual Market Data Entry Enter Net Present Values
Transaction code
JBNPV
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2. On the Maintain Table Views: Initial Screen, select the required fields (for example, Company Code and Transaction) and press ENTER. 3. On the Determine Work Area: Entry screen, make the following entries and press ENTER: Field name
User action and values
Company Code
For example: 1000
Transaction
Transaction number from the transaction created above
Comment
4. On the Display View “NPVs of OTC transactions”: Overview screen, choose Change, maintain the Net Present Value manually, and choose save.
Result The NPV of deal has been calculated and saved or maintained manually.
5.18 Perform Key Date Valuation Use In this step, you perform the key date valuation to determine the actual value of a financial instrument.
Prerequisites Save NPVs as described in the section entitled Calculate Net Present Value of Financial Instrument Position. This step is a period end activity, usually will be executed at month end.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Valuation Execute Valuation
Transaction code
TPM1
2. On the Execute Valuation screen, make the following entries and choose Execute: Field name
User action and values
Product Groups
Select checkbox for OTC transactions MM, Forex, OTC Derivatives
Company code
For example: 1000
Transaction
Transaction number from the transaction created above
Comment
In the OTC Transactions subarea
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Field name
User action and values
Comment
Key Date for Valuation
For example: last of this month.
Before the deposit/ loan maturity Date
Valuation Category
2 Mid-year Valuation with Reset
When the Period End is also the Year End the Valuation Category 1 Year End Valuation should be used.
Test Run
Do not select
3. On the Display Positions to be Valued, choose Execute Valuation.
Result The system has valued the selected positions and posted the corresponding valuation flows.
5.19 Generate Payment Request for Mature Transaction Use The function transfers the payment relevant data to the payment table. Each financial transaction contains flows that need to be paid. The Payment Request functionality will create the relevant payment instructions to be sent to the banks. But first the payment table needs to be updated with the payment flows that need to be paid soon. This should be done shortly before the creation of the payment instructions.
Prerequisites The maturity date of transaction has been reached.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Posting Post Flows
Transaction code
TBB1
2. On the Treasury Post Flows screen, make the following entries and choose Execute: Field name
User action and values
Comment
Checkbox
Select the relevant application
For example: Foreign Exchange, Money Market, or Derivatives
Company Code
For example: 1000
Transaction
Transaction number from the transaction created above
Up To And Including Due Date
For example, current date plus 2 weeks
Enter the end date on which the financial instrument transaction should be posted
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Field name
User action and values
Test Run
Do not select
Pay Only
X – select indicator
Comment If you just want to check the result and do not need execute posting, this time select Test Run
3. On the next screen, make a note of the key number for the transaction. If no posting in this step, means this is an incoming payment and you can skip to step 5.21 Post to General Ledger.
Result The payment request has been generated for the outgoing flows for the mature transaction.
5.20 Process Payment Request Use When creating the transaction, the payment request can be selected as required, and for outgoing payment, the system will then automatically create the a payment request, you could check detail payment request for the transaction after running the payment run with payment medium. You can use this payment program to make payments to customers and vendors, or between G/L accounts. Unlike the standard payment program, the payments are not based on open items (FI documents) but on payment requests.
Prerequisites Payment request has been created for the mature transaction.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Accounting Banks Outgoings Automatic Payment Payment Requests
Transaction code
F111
2. On the Automatic Payment Transactions for Payment Requests screen, make the following entries: Field name
User action and values
Comment
Run Date
For example, end of the deal date
The date you want to run the payment
Identification
TM01 for example
3. Choose Parameters. 4. On the Automatic Payment Transactions: Parameters screen, make the following entries: Field name
User action and values
Posting Date
For example, current date plus 2 weeks
Comment
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Field name
User action and values
Comment
Next Payment run on
For example, posting date plus 1 day.
The system uses this date to calculate the latest possible run date for payments
Company code
1000
Payment methods
Y
Origin
TRTM
Treasury Management
Choose Dynamic selections. In the field Key number, input the payment request ID you’ve got in step 5.19. Choose Save. Choose Additional Log. Select Payment method selection in all cases. Select Line items of the payment documents. Select Due date check. Choose Continue(Enter). Choose Save(Ctrl+S).
Message Details have been saved for the run on XX.XX.20XX TM01 R appears. 14. Schedule proposal by choosing Proposal. 15. Choose Start immediat. and Schedule Job (Enter) to confirm the dialog box.
Message Proposal is running appears in the status bar with yellow traffic light. 16. Choose Update Status.
Message Payment proposal has been created appears in the status bar with green traffic light. 17. Choose Schedule Payment. 18. On the Schedule Payment dialog box, choose Start immediat., click checkbox Create payment medium and Choose Schedule Job (Enter) to confirm the dialog box.
Message Payment run is running appears in the status bar with yellow traffic light. 19. Choose Update Status.
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Message Payment run has been carried out appears with green traffic light. Posting orders: 1 generated, 1 completed 20. Choose Environment Payment medium DME administration. 21. On the Data Medium Overview screen, mark the line with payment run result of the transaction. 22. Choose Display DME Contents(Ctrl+F11) to check the detail information. (MT101 file will be displayed)
Result The payment document and the payment medium have been created. The impact of the outgoing cash concentration payment on Cash Position is visible in the Cash Management Report.
5.21 Post to General Ledger Use The posting function transfers the data to financial accounting. Each financial transaction is based on certain transaction data (such as nominal amounts and interest rates). The flows relating to a financial transaction are generated from this transactional data. These flows are used to determine the data that is required for posting, such as document types, balance sheet accounts or income statement accounts, and the posting keys. This data and the flows to be posted are transferred to the FI interface that generates the relevant postings and documents using the corresponding functions. The document principle is used throughout the entire SAP system. In other words, postings are always saved as documents in Financial Accounting. The document is kept as a unit in the system until it is archived.
Prerequisites The maturity date of transaction has been reached, and the outgoing payment (if there is) for mature transaction has been processed.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Posting Post Flows
Transaction code
TBB1
2. On the Treasury: Post Flows screen, make the following entries and choose Execute: Field name
User action and values
Comment
Checkbox
Select the relevant application
For example: Foreign Exchange, Money Market, or Derivatives
Company Code
For example: 1000
Transaction
Transaction number from the transaction created above
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Field name
User action and values
Comment
Up To And Including Due Date
For example, current date plus 2 weeks
Test Run
Do not select
Enter the date on which the financial instrument transaction should be posted If you just want to check the result and do not need execute posting, this time select Test Run
Post All Valuation Areas
X – select indicator
3. After TBB1 is executed, transaction TPM10 should be called. Access this transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Posting Fix, Post, Reverse Business Transactions
Transaction code
TPM10
4. On the Fix, Post or Reverse Transactions screen, make the following entries and choose Execute: Field name
User action and values
Company Code
For example: 1000
Limit by Transaction Number
Do not select
Comment
Limiting by Subledger Positions OTC Transactions Transaction
Transaction number from the transaction created above
If you just want to check the result and do not need execute posting, this time select Test Run 5. If all of the postings are successfully done in TBB1, you will get a message that “You have not selected any business transactions”. Then you can skip current step (TPM10). 6. On the Update Run: Post/Reverse Business Transactions screen, choose Select All and choose Choose Those to Post. 7. Choose Execute. Test Run
Do not select
Result Positions of this deal have been posted to general ledger.
5.22 Post Realized Profit and Loss Use In this step, you fix and post derived business transactions (profit and loss).
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For the Money Market deals in foreign exchange, the realized gain/loss is usually posted in Transaction code TBB1. For Derivative transactions in foreign exchange, the realized gain/loss will only be posted in Transaction code TPM18, if the unrealized gain/loss is not reset in Transaction code TPM1. For Foreign Exchange deals, you could post realized gain/loss in this transaction.
Prerequisites The maturity date of transaction has been reached, and the financial instrument transaction has been created, settled, and posted.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Derived Business Transactions Post and Fix
Transaction code
TPM18
2. On the Fix and Post Derived Business Transactions screen, make the following entries and choose Execute: Field name
User action and values
Comment
Product Groups
Select checkbox for OTC Trans. MM, Forex, OTC Derivatives
Company Code
For example: 1000
OTC Transactions
Transaction number from the transaction created above
TRL Date
For example, current date plus 2 weeks
Enter the date on which the position should be forwarded to the subledger.
Test Run
Do not select
If you just want to check the result and do not need execute posting, this time select Test Run.
3. Confirm the message Are you sure that you want to select future business transactions? 4. On the Fix and Post Derived Business Transactions screen, choose Fix. 5. A messages dialog box appears with information Derived business transaction from XX.XX.20XX was fixed. 6. Choose Continue.
Result Derived business transactions (profit and loss) have been posted.
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5.23 Check Posting Journal Use The posting journal provides detailed information on the posted flows of selected transactions, and this report can drill down to the original transaction, accounting document, and payment request. This report is checked by accountant on daily basis.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Information System Accounting Posting Journal
Transaction code
TPM20
2. On the Posting Journal Screen, make the following entries: Field name
User action and values
OTC Transaction (MM, Forex, OTC Derivatives)
Choose
Company Code
1000
Transaction
The transaction number you’d like to check its posting journal
Comment
3. 4. 5. 6.
Choose Execute. On the next screen the posting journals are displayed. To display the basic data for the transaction, choose the button Original business transaction. To check the accounting document, click the number displayed in the column DocumentNo, system will drill down to the accounting document. 7. To display the payment request, click the number displayed in the column Pmnt Key, system will drill down to the payment request.
5.24 Use Alert Monitor Use The Alert Monitor collects back office error messages from TRM areas and gives you an overview of them; users can take action according to the details of messages. The Alert Monitor contains the following areas:
Settlement
Release
Payment and posting
Correspondence
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Interest rate adjustment
This report is checked by back office processor on daily basis.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Information System Transaction Alert Monitor
Transaction code
FTR_ALERT
2. On the Financial Transaction Processing: Alert Monitor Screen, make the following entries: Field name
User action and values
Company Code
1000
Transaction
The transaction number you’d like to check if there are alerts for it; or leave this field blank
Comment
3. Choose Execute. 4. On the next screen, the alert messages for transactions are displayed. Some typical messages:
Settlement is still open (due date XX.XX.20XX)
Payment is still open (due date XX.XX.20XX), payment has not been executed
Posting is still open (due date XX.XX.20XX)
Counter confirm. has not occurred since correspondence obj.XXX(channel Email)
Interest fixing is still open (due date XX.XX.20XX for reference int. rate XXXXXXXX)
5.25 Check Subledger Positions Use The position list/subledger positions provides you with an overview of your OTC transactions on a particular key date. The following information is displayed for each position or transaction:
Differentiation characteristics (company code, valuation area, valuation class, transaction number, ID number, securities account, and so on)
Position component values (such as units, nominal amounts, acquisition value, and book value)
Other position information (such as exchange, business partner, and commitment)
This report is checked by accountant on daily basis.
Procedure 1. Access the transaction using the following navigation options:
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SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Information System Position Position List
Transaction code
TPM12
2. On the Subledger Positions screen, make the following entries: Field name
User action and values
OTC Transaction MM, Forex, OTC Derivatives
Choose
Company Code
1000
Transaction
The transaction number you’d like to check its subledger positions
Key Date
Enter the key date for which reporting is required
Comment
3. Choose Execute. 4. The system displays the position values of transactions in accordance with your selection criteria. 5. It is able to check different aspects of information by choosing different buttons:
Display flows You can use this function to branch to the list of position flows for a selected position/transaction in the Subledger Cash Flow.
Display Position Management Procedure
Display Position Indicator
5.26 Check Subledger Cash Flow Use The subledger cash flow shows you all the flows for a position. The valuation area-independent Operative Business Transactions are displayed as well as the valuation area-dependent operative business transactions and the Derived Business Transactions that they trigger. This report is checked by back office processor on daily basis.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Information System Position Trend Position Flow List
Transaction code
TPM13
2. On the Subledger Cash Flow screen, make the following entries: © SAP AG Page 78 of 93
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Field name
User action and values
OTC Transaction MM, Forex, OTC Derivatives
Choose
Company Code
1000
Transaction Number
The transaction number you’d like to check its subledger cash flow
Comment
3. Choose Execute. 4. The system displays the cash flows of transactions in accordance with your selection criteria. 5. It is able to check different aspects of information by choosing different buttons:
Display Posting Journal
Display Business Transaction Flows The List of Flows for the Business Transaction appears.
Display Original Business Transaction In the case of the operative business transactions, you can branch to the function for generating the flows.
Position Display The List of Position Values for Key Date appears.
Display Position Indicator
5.27 Check Limit Utilization Report Use This report enables you to monitor existing limits and their utilizations. This report is checked by risk controller on daily basis.
Procedure 1. Access the transaction using the following navigation options: SAP ECC Menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Information System Reports Risk Settings Limit Management Limit Utilizations Overview: Selection Using All Characteristics
Transaction code
TBLB
2. On the Overview of Utilizations – Selection Using all Characteristics screen, make the following entries and choose Execute: Field name
User action and values
Comment
Limit type
Enter the limit type
For example, 002 Business Part.asset/liability
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Field name
User action and values
Comment
Status of Limit Utilization
Enter the required limit utilization
For example, 1 End-of-Day Processing
Determination Date
Enter the key date that is required for this report
Limits Valid From
Enter the key date that is required for this report
3. On the next screen, the system displays an overview of the limit utilizations in accordance with your selection criteria. 4. Double-click on line item to display the details. 5. Double-click on line item to display the details for a specific transaction.
5.28 Check Overview of Limits Use Risk controller is able to get an overview of limits for the selected limit types by running this report.
Procedure 1. Access the transaction using the following navigation options: SAP ECC Menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Information System Reports Risk Settings Limit Management Limits Overview
Transaction code
TBL3
2. On the Overview of Limits screen, make the following entries and execute: Field name
User action and values
Comment
General Access Options Limit type
Enter the limit type, for example, 001 to 003
001 Business Partner only assets 002 Business Part. asset/liability 003 CC / BP only assets
Selection of Limits by Key Date Valid To
For example, today
Date on which validity of a limit ends
3. On the Display Limits for Limit Types: Overview screen, all limits selected according to limit types are displayed. 4. Double-click on line item, you can branch to overview of limit utilizations report of the individual limits. 5. You can also branch to business partner data by choosing Branch to Partner Display (Shift + F5) on the Display Limits for Limit Types: Overview screen.
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6 Appendix 6.1 Reversal of Contract before Confirmation/Settlement Status Update Use This step allows you to reverse the deal which has been created but has not been settled. For example if you create a transaction but you used a wrong business partner or the currency was not correct.
Prerequisites A deal has been created, but this deal has not been settled via correspondence or manually (The current status is Contract).
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Back Office Collective Processing Transaction Management
Transaction code
FTR_00
2. On the Transaction Management: Collective Processing screen, double click the appropriate variant under the node General Variants on the left side of the screen. For example, you may use the variant Transactions w status Contract (if this variant has been created based on configuration guide K06). 3. On the right side of the screen, choose the transaction you’d like to reverse, and choose Processing Function Reverse. 4. On the next screen, choose an appropriate Reversal Reason, for example, 04 Reversal due to other reasons. 5. Choose Save.
6.2 Reversal of Contract after Confirmation Use This step allows you to reverse the deal which has been created and settled. For example if you have created a contract.
Prerequisites A deal has been created, and this deal has been settled via correspondence or manually settled via FTR_EDIT (The current status is Contract Settlement).
Procedure 1. Access the transaction using the following navigation options:
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SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Back Office Collective Processing Transaction Management
Transaction code
FTR_00
2. On the Transaction Management: Collective Processing screen, double click the appropriate variant under the node General Variants on the left side of the screen. For example, you may use the variant Variable or fixed interest (if this variant has been created based on configuration guide K06). 3. On the right side of the screen, choose the transaction you’d like to reverse (the status is Contract Settlement), and choose Processing Function Reverse. 4. On the next screen, choose an appropriate Reversal Reason, for example, 03 Reversal due to adjustment of condition. 5. Choose Save. The status of this deal will be changed from Contract Settlement to Contract. 6. The matching in correspondence monitor should also be reversed, please refer to Reversal of Matching in Correspondence Monitor.
6.3 Reversal of Matching in Correspondence Monitor Use This step allows you to reverse the matching in correspondence monitor. For example if you have set the matched status of a transaction in error and you need to reverse the matching status.
Prerequisites A deal has been created, and it has been matched with the counterparty’s confirmation.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Back Office Correspondence Correspondence Monitor
Transaction code
FTR_COMONI
2. On the Correspondence Monitor Screen, make the following entries: Field name
User action and values
Company Code
1000
Comment
Deal Number 3. Choose Execute. 4. On the Correspondence monitor - Standard View screen, choose the line with the matching of correspondence you’d like to reverse, right click on this line and choose Reverse Completed Correspondence Object. 5. Choose Continue (Enter) on the Message dialog box. 6. The message Action completed is displayed.
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6.4 Reversal of Contract after Postings Use This step allows you to reverse the contract which already has posted flows. For example you have entered a transaction with the wrong business partner or with the wrong currency, but you only discover this after you have already posted flows to the General Ledger.
Prerequisites The current status of this deal is Contract Settlement and flows of the deal have been posted to general accounting.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Back Office Edit Financial Transaction
Transaction code
FTR_EDIT
2. On the Edit Financial Transaction Screen, make the following entries: Field name
User action and values
Company Code
1000
Transaction
The transaction number you’d like to reverse
Comment
3. Choose Reverse. 4. If there is a message Activity already has posted flow displayed, choose Enter to continue. 5. On the next screen, choose an appropriate Reversal Reason, for example, 03 Reversal due to adjustment of condition. 6. Choose Save. The status of this deal will be changed from Contract Settlement to Contract. 7. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Posting Fix, Post, Reverse Business Transactions
Transaction code
TPM10
8. On the Fix, Post or Reverse Transactions Screen, make the following entries: Field name
User action and values
OTC Transaction MM, Forex, OTC Derivatives
Choose
Company Code
1000
Comment
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Field name
User action and values
Limit by transaction number
Choose
Transaction
The transaction number you’d like to reverse
Test Run
Comment
You can choose Test Run before real run.
9. Choose Execute. 10. On the next screen, choose the Posting/Reversal Flag check-box for the lines you need to reverse, and choose button Choose Those to Reverse. 11. Choose Execute. 12. Choose Logs and Messages, on the Information Overview dialog box, you can choose Reversal log and the Payment log to check more information. 13. You can also check if postings have been reversed in Posting Journal (TPM20).
6.5 Reversal of Postings Please refer to steps 7-13 of Reversal of Contract after Postings.
6.6 Reversal of Accrual/Deferral Use This step allows you to reverse accrual/deferral posted for the deal. For example if you have executed the Accrual/Deferral with an incorrect currency rate.
Prerequisites The accrual/deferral of the deal has been posted.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Accrual/Deferral Reverse Accrual/Deferral
Transaction code
TPM45
2. On the Reverse Accrual/Deferral of Expense and Revenues screen, make the following entries: Field name
User action and values
OTC Transaction MM, Forex, OTC Derivatives
Choose
Company Code
1000
Comment
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Field name
Treasury and Risk Management: Money Market Instruments (K01)
User action and values
Valuation Area
You can choose one/two valuation areas if you do not want reversal in every valuation area
Transaction
The transaction number you’d like to reverse its accrual/deferral
Accrual/Deferral Key Date
Enter the date on which the reversal of accrual/deferral should take place
Test Run Reason for Reversal
Comment
For example, end of the month
You can choose Test Run before real run. The reason for reversal
For example, 04 Other reasons
3. Choose Execute. 4. On the Reversal Log: Reversal Business Transactions screen, the log of reversal postings is displayed.
6.7 Reversal of Period End Valuation Use This step allows you to reverse posted period end valuation for the deal. For example if you have done the Period End Valuation with incorrect currency rates or incorrect yield curve. This would lead to wrong results accounting results which need to be corrected.
Prerequisites The period end valuation of the deal has been posted.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Valuation Reverse Valuation
Transaction code
TPM2
2. On the Reverse Valuation screen, make the following entries: Field name
User action and values
OTC Transaction MM, Forex, OTC Derivatives
Choose
Company Code
1000
Valuation Area
Comment
You can choose one/two valuation areas if you do not want reversal in every valuation area
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Field name
User action and values
Transaction
The transaction number you’d like to reverse its valuation
Key Date for Valuation
Enter the date on which the reversal of valuation should take place
For example, end of the month
Reason for Reversal
The reason for reversal
For example, 04 Other reasons
Test Run
Comment
You can choose Test Run before real run.
3. Choose Execute. 4. On the Display Positions to be Reversed screen, choose the line with the appropriate valuation area which you need to reversal, choose Reversal Valuation. 5. On the Reversal Log: Reversal Business Transactions screen, the logs of reversal postings are displayed.
6.8 Change of General Valuation Class Use You can use this function to transfer positions from one general valuation class to another within a valuation area.
Prerequisites The positions of the deal have been posted, but its general valuation class is should be changed.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Valuation Class Transfer Execute Valuation Class Transfer
Transaction code
TPM15M
2. On the Valuation Class Transfer screen, make the following entries: Field name
User action and values
OTC Transaction MM, Forex, OTC Derivatives
Choose
Company Code
1000
Transaction
The transaction number you’d like to change its general valuation class
Comment
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Field name
User action and values
Comment
Target Valuation Class
For example, 3211
In this example, the general valuation class should be changed from 3111 (Long Term Investment; Amortized Cost) to 3211 (Short Term Inv.; Amortized Cost).
Key Date
Enter the date on which the valuation class transfer should take place
For example, end of the month
Test Run
You can choose Test Run before real run.
3. Choose Execute. 4. On the Edit Selected Positions screen, the Transfer check-box of valuation class transfer (In this example, transfer from 3111 to 3211) is automatically selected. 5. Choose Execute. 6. On the next screen, Choose Messages and Log to check the information of this valuation transfer run. 7. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Derived Business Transactions Post and Fix
Transaction code
TPM18
8. On the Fix and Post Derived Business Transactions screen, make the following entries: Field name
User action and values
OTC Transaction MM, Forex, OTC Derivatives
Choose
Company Code
1000
OTC Transactions
The same transaction number used in TPM15M
TRL Date
Enter the date on which the valuation class transfer should take place
Test Run
Comment
For example, end of the month
You can choose Test Run before real run.
9. Choose Execute. 10. On the next screen, choose Fix. 11. On the Posting Log: Posted Business Transactions screen, you can see postings for valuation class transfer are listed here.
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6.9 Examine Settings for Correspondence Use This step introduce how to exam the setting for correspondence in foreground, includes:
Assign BIC and External Security Account ID to Business Partner
Maintain Profile and BP Group Assignments to External Recipients
Maintain Profile and BP Group Assignments to Internal Recipients
Assign Business Partner Group for Inbound Process
This step is especially useful when you encounter correspondence problems, for example, outbound MT300/MT320 file cannot be delivered to external business partner; or internal business partner who should be communicated via e-mail, whereas MT300/MT320 file is sent out by mistake.
6.9.1 Examine Assignment of BIC and External Security Account ID to Business Partner Procedure 1. Access the transaction using the following navigation options: SAP ECC Menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Foreign Exchange Back Office Correspondence Master Data Assign BIC and External Security Account ID to Business Partner
Transaction code
FTR_BP_BIC
2. On the Change View “BIC Codes/Account for Business partners”: Overview screen, check if the following data is maintained for business partners which should be communicated via MT300/MT320 file: Field name
User action and values
Comment
BPartner
For example, BANK1
Business partner number
Valid From
For example, 01.01.2000
Recipient/Se nder Type
COUNTERPARTY or INTERNAL
Corresponde nce Class
DEAL_MM, or DEAL_FX, or DEAL_DER
DEAL_MM: Deal: Money Market DEAL_FX: Deal: Foreign Exchange DEAL_DER: Deal: Derivatives
SWIFT/BIC
Enter the SWIFT Code /BIC which uniquely identifies a bank throughout the world
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6.9.2 Examine Profile and BP Group Assignments to External Recipients Procedure 1. Access the transaction using the following navigation options: SAP ECC Menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Foreign Exchange Back Office Correspondence Master Data Maintain Profile and BP Group Assignments to External Recipients
Transaction code
FTR_EXT_ASSIGN
2. On the Assignment of Profile and BP Grps to External Recipients screen, double click the relevant Business Partner (for example, BANK1), extend the hierarchy in the right screen. (For example: BP:BANK1 /CoCd: 1000 / Rec/SendType: COUNTERPARTY Money Market Fixed-term deposit 51A Fixed Rate instrument 100 Investment 10 Contract). 3. Check if the correct Profile and BP Group are assigned to the external business partner.
The principle of maintaining profile and BP group to external business partner in RDS TRM is: Product Type
Profile
BP group
51A 60A 60B
PR_DEFAULT
BPG_SWIFT
51I 54I 55I 60I 60J 62A 62B
PR_DEFAULT
BPG_EMAIL
53A 54A 55A
PR_DEF2
BPG_EMAIL
76A
PR_DEF3
BPG_EMAIL
6.9.3 Examine Profile and BP Group Assignments to Internal Recipients Procedure 1. Access the transaction using the following navigation options:
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SAP ECC Menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Foreign Exchange Back Office Correspondence Master Data Maintain Profile and BP Group Assignments to Internal Recipients
Transaction code
FTR_INT_ASSIGN
2. On the Assignment of Profile and BP Grps to Internal Recipients screen, double click the relevant internal recipient (for example, INT. RECP in company code 1000), extend the hierarchy in the right screen. (For example: BP:INT. RECP /CoCd: 1000 / Rec/SendType: INTERNAL Money Market Fixed-term deposit 51I Fixed Rate instrument - INT 100 Investment 10 Contract). 3. Check if the correct Profile, BP Group, and E-mail Address are assigned to the internal recipient.
The principle of maintaining profile and BP group to internal recopient in RDS TRM is: Product Type
Profile
BP group
51I 54I 55I 60I 60J
PR_DEFAULT
BPG_SWIFT
6.9.4 Examine Assignment of Business Partner Group for Inbound Process Procedure 1. Access the transaction using the following navigation options: SAP ECC Menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Foreign Exchange Back Office Correspondence Master Data Assign Business Partner Group for Inbound Process
Transaction code
FTR_INB_ASSIGN
2. On the Change View “BP group assignment for Inbound Correspondence”: Overview screen, check if the following data is maintained for business partners which should be communicated via MT300/MT320 file: Field name
User action and values
Comment
BPartner
For example, BANK1
Business partner number
CoCd
For example, 1000
Company Code
Recipient/Se nder Type
COUNTERPARTY or leave it blank
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Field name
User action and values
Comment
Corresponde nce Class
DEAL_MM or DEAL_FX, or leave it blank
DEAL_MM: Deal: Money Market
Business Partner Group ID
BPG_SWIFT
DEAL_FX: Deal: Foreign Exchange
6.10 Examine History of Transaction Use Every time the Transaction Activity changes in a transaction (for example. from Contract to Contract Settlement or from Contract Settlement to Exercise) the system saves a new version of the transactions. You can check the previous versions of transactions in this function.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Back Office Collective Processing Transaction Management
Transaction code
FTR_00
2. On the Transaction Management: Collective Processing screen, double click the appropriate variant under the node General Variants on the left side of the screen. For example, you may use the variant Variable or fixed interest (if this variant has been created based on configuration guide K06). 3. On the right side of the screen, choose the transaction you’d like to check its status, and choose Processing Function History. 4. On the Transaction Activities: History screen, the list of the historical activities of this transaction is display. The current active version of the transaction has the Active Status: “Active”.
6.11 Check Status of Transaction Use This step allows you to check the status of the transactions navigated from the correspondence monitor.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Back Office Correspondence Correspondence Monitor
Transaction code
FTR_COMONI
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2. On the Correspondence Monitor Screen, make the following entries: Field name
User action and values
Company Code
1000
Product Type
For example, 51A
Deal Number
The transaction number(s)
Comment
3. Choose Execute. 4. On the next screen Correspondence monitor – Standard view, you can see a list of correspondence objects linked to the selected deals. 5. Mark the line for the correspondence file with correct transaction number and choose show underlying (Glasses button) to view the detail information of the Deal. 6. On the next screen, a list of the historical activities of this transaction is display. 7. You can double click a line of this list to see the details. For example, there is a line with Name Contract Settlement, and Act. Status Active, double click this line. 8. On the next screen, choose the Status tab. 9. On the Status tab, the following information is displayed:
Counterconfirm.:
0 Not Required
This means the incoming message is successfully received and the outgoing message has been confirmed.
Activity Cat.
20 Contract Settlememt.
The information displayed on the Status tab depends on the status of this deal.
6.12 Edit Financial Object Use A financial object contains all necessary information for the risk analyzers or SEM components deployed. The following entry screens exist:
General Part On this screen, you enter the general information for a financial object. This information is relevant to all SEM components.
Analysis On this screen, you enter the financial object information that is relevant for the components Market Risk Analysis and Asset Liability Management.
Default Risk and Limit System On this screen, you enter the financial object information that relates to Default Risk and Limitation.
External Key Figures External key figures are items of information that you can store in the SAP system for further calculations. They take the form of amounts, quantities, or percentages. The key figures themselves are not calculated in the SAP system. External key figures are currently only used in the components Default Risk and Limit System (for determining the settlement amount) and Asset Liability Management. As a prerequisite for this, you must have stored the customer-specific key figure categories (customer name space Y or Z) needed to store the customer-specific key figures. You do
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this in Customizing under SAP Banking SEM Banking Data Pool Define External Key Figures.
Additional Data The object number for financial transactions is displayed as additional data.
Procedure 1. Access the transaction using the following navigation options: SAP ECC menu
Accounting Financial Supply Chain Management Treasury and Risk Management Market Risk Analyzer Tools Financial Object
Transaction code
JBDO
2. On the Process Financial Object: Initial Screen, enter the following data: Field name
User action and values
Company Code
1000
Derivatives/Mon ey Market/Forex/Li sted Transaction/Sec urity Trans.
Choose
Transaction Number
The transaction number you’d like to check its financial object
Comment
3. Choose Display Financial Object. 4. On the Process Financial Object: General Part Screen, the general data of this deal is displayed, like Transaction status, Product Type, Entered by, Entered On. 5. Choose Analysis (RM), the characteristics of this deal, which were generated by the derivation rule settings in market risk analyzer, are displayed. 6. Choose Default Risk Limit, the risk limit information is displayed, like Limit Product Group, Default Risk Rule. 7. Choose Master Data, the system will display the master data of this deal, which can also be displayed in FTR_EDIT by choosing Display button. 8. Choose Back. 9. Choose External Key Figures, the external key figures (Amounts, or percentage rates) will be displayed on the next screen. 10. Choose Additional Data, the financial object number is displayed.
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