Money market building block

EHP4 for SAP ERP 6.0

September 2010

English

Processing of Money Market Transactions (Y10)

SAP AGDietmar-Hopp-Allee 1669190 WalldorfGermany

Business Process Documentation

SAP Best Practices Processing Money Market Transactions (Y10): BPD

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Icons

Icon Meaning

Caution

Example

Note

Recommendation

Syntax

External Process

Business Process Alternative/Decision Choice

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Cross-references to other documentation.

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Contents

1 Purpose........................................................................................................................................ 6

2 Process Overview Table...............................................................................................................6

3 Process Steps.............................................................................................................................. 9

3.1 Create Business Partner (Scenario Y13)..............................................................................9

3.2 Maintain Business Partner (Scenario Y13)............................................................................9

3.3 Maintain Payment Details (Scenario Y13)...........................................................................10

3.4 Maintain Transaction Authorization (Scenario Y13)............................................................10

3.5 Maintain Derived Flows (Scenario Y13)..............................................................................10

3.6 Import Market Data (Scenario Y14).....................................................................................10

3.7 Define Market Data Shift (Scenario Y14)............................................................................10

3.8 Maintain Limits by Company Code......................................................................................11

3.9 Specify Limits by Product Type and Transaction Type........................................................12

3.10 Define Key Figure............................................................................................................14

3.11 Maintain Profile and BP Group Assignments to External Recipients...............................15

3.12 Maintain Profile and BP Group Assignments to Internal Recipients................................16

3.13 Assign BIC and External Security Account ID to Business Partner.................................17

3.14 Assign Correspondence Class for Inbound Process Dependent on Recipient................18

3.15 Assign Business Partner Group for Inbound Process......................................................19

3.16 Create Contract...............................................................................................................20

3.17 Check Status of Outgoing Correspondence.....................................................................21

3.18 Import Incoming Messages..............................................................................................23

3.19 Settle Financial Instrument Transaction...........................................................................24

3.20 Post Financial Instrument Transaction (Scenario Y18)....................................................24

3.21 Post Realized Profit and Loss (Scenario Y18).................................................................25

3.22 Run Accrual (Scenario Y18)............................................................................................25

3.23 Calculate Net Present Value of Financial Instrument Position (Scenario Y18)................25

3.24 Maintain Net Present Value Manually (Scenario Y18).....................................................25

3.25 Perform Key Date Valuation (Scenario Y18)....................................................................26

3.26 Generate Utilizations.......................................................................................................26

3.27 Report Financial Transaction Processing (Scenario Y17)................................................27

3.28 Report Positions (Scenario Y17)......................................................................................27

3.29 Report Positions Including Simulative Valuation Key Figures (Scenario Y17).................27

3.30 Report Transactions (Scenario Y17)................................................................................27

3.31 Report Flows (Scenario Y17)...........................................................................................27



3.32 Report Postings (Scenario Y17)......................................................................................28

3.33 Report Periodic Key Figures (Scenario Y17)...................................................................28

3.34 Check Limit Utilization (Scenario Y17).............................................................................28

3.35 Report Key Figures (Scenario Y17).................................................................................28

4 Appendix.................................................................................................................................... 29

4.1 Reversal of Process Steps..................................................................................................29



Processing Money Market Transactions

1 Purpose

Purpose of this document is to describe and or test the functionality of the Money Market instruments.

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.

Money Market transactions are used for short to medium-term investments and for borrowing liquid funds. The Money Market area comprises functions for period-based accrual/deferral, key date valuation and foreign currency valuation, and for disclosing profits and losses. It is also 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.

Target group are companies, asset management areas, and traditional Treasury departments.

The scenario includes processing of the related financial transactions, from deal capture through to transferring the relevant data to Financial Accounting. You will be able to manage your financial transactions and positions. This involves trading, back office, and the connection to Financial Accounting.

The trading area contains functions for entering money market transactions. It also enables you to also call up information on transactions or make changes at a later date. Collective processing functions are available to help you manage your transactions efficiently.

Also flexible reporting and evaluation structures for analyzing your financial transactions, positions, and portfolios are provided.

2 Process Overview Table

Process Step Business Condition

Business Role

Transaction Code

Expected Results

Create Business Partner

New business partner becomes counterparty.

BP New business partner with relevant Treasury roles is created.

Maintain Business Partner

New role of a business partner due to a deal.

BP The roles (Counterparty, issuer, depository bank) of the already existing business partner are maintained.




Business Role

Transaction Code

Expected Results

Maintain Payment Details

– TBI1 Payment details as standing instructions for the Business Partner (if necessary, can also be done in each single deal) are maintained.

Maintain Transaction Authorizations

– TBI6 Deal authorizations as standing instructions for the Business Partner (if necessary, can also be done in each single deal) are maintained.

Maintain Derived Flows

– TBI7 Rules for derived flows for example, Taxation rules (if necessary, can also be done manually in each single deal) are maintained.

Import Market Data – TBEX Market data are maintained.

Define Market Data Shift

– JBR0 Market data shift is defined.

Define Limit – TBL1 The limit is defined on company code level.

Specify Limit – KLMAXLIMIT Additional limit attributes are specified on product type, transaction type and currency level.

Define Key Figure – AISGENKF Key figures for analysis are defined.

Maintain Profile and BP Group Assignments to External Recipients

– FTR_EXT_ASSIGN Profile and bg group assignments to external recipients are maintained.

Maintain Profile and BP Group Assignments to Internal Recipients

– FTR_INT_ASSIGN Profiles and bp group assignments to internal recipients are maintained.

Assign BIC and External Security Account ID to Business Partner

– FTR_BP_BIC BIC and external security account id are assigned to business partner.

Assign Correspondence Class for Inbound Process Dependent on Recipient

– FTR_INB_FUNC Correspondence class for inbound process dependent on recipient is assigned.

Assign Business Partner Group for Inbound Process

– FTR_INB_ASSIGN Business partner group for inbound process is assigned.




Business Role

Transaction Code

Expected Results

Create Contract A new deal Is required for liquidity and cash reasons.

FTR_CREATE Financial instrument as contract between the counterparties (FTR = Financial Transaction) is created.

Check Status of Outgoing Correspondence

– FTR_COMONI The status of the outgoing correspondence is checked.

Import Incoming Messages

– FTR_IMPORT Incoming messages are imported and partly matched.

Settle Financial Instrument Transaction

– FTR_EDIT Financial instrument transaction is settled.

Post Financial Instrument Transaction

– TBB1 In this step the financial transaction is posted which leads to positions in the particular valuation areas.

The program must run every day. Interest and repayments or final repayments in case of maturity are posted too.

Post Realized Profit and Loss

– TPM18 Realized profit and loss is posted.

Run Accrual – TPM44 Accrual in the balance sheet is built.

Calculate Net Present Value of Financial Instrument Position

– TPM60 Determine today’s value of a future instrument

Maintain Net Present Value Manually

– JBNPV Net present value is maintained.

Perform Key Date Valuation

– TPM1 Perform the key date valuation to get the actual value of a financial instrument

Generate Utilizations

A new limit was defined

KLNACHT Initialize all new limits.

Report Financial Transaction Processing

– FTR_ALERT Report can be used to check the processing status of financial transactions concerning to:

- settlement

- release




Business Role

Transaction Code

Expected Results

- payment & posting

- correspondence

- interest rate adjustment

Report Positions – TPM12 Positions are listed for analysis per key date and with relevant attributes.

Report Positions Including Simulative Valuation Key Figures

– S_ALN_01001144 Positions are listed for analysis with simulative valuation key figures like write-down.

Report Transactions

– TMR1 All created deals are listed with several other attributes like the interest rate for example.

Report Flows – TPM13 Flows for a certain period of time are listed.

Report Postings – TPM20 Posting journal is shown.

Report Periodic Key Figures

– TPM51 Periodic TRL reporting, key date comparison and position trend analysis are shown.

Check Limit Utilization

– TBLB This step provides an overview report of the current limit utilization.

Report Key Figures – AISGENKF All defined key figures are listed.

3 Process Steps

3.1 Create Business Partner (Scenario Y13)

External ProcessThis process step is part of the scenario Maintain Business Partner. For more information, see the corresponding Business Process Documentation.

3.2 Maintain Business Partner (Scenario Y13)

External Process



This process step is part of the scenario Maintain Business Partner. For more information, see the corresponding Business Process Documentation.

3.3 Maintain Payment Details (Scenario Y13)


3.4 Maintain Transaction Authorization (Scenario Y13)


3.5 Maintain Derived Flows (Scenario Y13)


3.6 Import Market Data (Scenario Y14)

External ProcessThis process step is part of the scenario Maintain Market Data. For more information, see the corresponding Business Process Documentation.

3.7 Define Market Data Shift (Scenario Y14)

External Process



This process step is part of the scenario Maintain Market Data. For more information, see the corresponding Business Process Documentation.

3.8 Maintain Limits by Company Code

UseYou can create characteristic values for each combination of limit characteristics defined in a limit type.

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 Master Data Limits Maintain

Transaction Code TBL1

2. On the Limits: Choose Limit Types screen, mark the row containing Limit type 101 (01: CoCod (Exposure)) and press the button Create Limits.

3. On the popup Create Limits: Define Characteristics enter Company Code 1000 and press Continue.

4. On the Limit: Choose Limit Types screen, mark the following entries and press CREATE LIMITS:

Field Name Description User Action and Values Comment

Limit Type 101

Name 01: CoCod (Exposure)

5. On the appearing pop-up enter company code, you want to define a limit for (here 1000). Enter the following data:


Valid From Date Date from which the limit is effective

Enter an appropriate date from which the limit is effective

for example, 01.01.2010

Valid To (Internal) Date on which validity of an internal limit ends

Enter an appropriate date on which validity of an internal limit ends


Valid To (External) Date on which validity of an external limit ends

Enter an appropriate date on which validity of an external limit ends


Limit Currency EUR




Internal limit amnt 500.000.000,00 Or any other amount

External limit amnt 400.000.000,00

Critical limit utilization

90%

Max.Risk Commitment Period

999

Limit Check

6. Save the entries

7. On the selection screen mark the following entry:


Limit Type 102

Name 01: CoCod / BP (Exposure)

8. On the appearing pop-up enter company code and business partner you want to define a limit for. Enter the following data:


Valid from XX.XX.XXXX

Valid to (int) 31.12.9999

Internal limit amt.

10.000.000 Or any other amount

Critical limit utilization

90%

Max.Risk Commitment Period

999

Limit CHECK

3.9 Specify Limits by Product Type and Transaction Type

UseIn this step some additional limit attributes are maintained on the level of product types, transaction types and currencies.



Procedure


SAP ECC Menu Accounting Financial Supply Chain Management Treasury and Risk Management Credit Risk Analyzer Master Data Limit Edit Limits by Product Type and Transaction Type

Transaction Code KLMAXLIMIT

2. On the Change View “Limit per Product Type/Transaction Type”: Overview screen, press the New Entries button, make the following entries and save:


Company Code

CoCd 1000

Product Type PTyp Y10

Transaction Type

TTyp Y00

Business Partner Number

BP Deuba

Trader

Transaction Currency

Trx. Crcy X

Limit per Product Type/ Transaction Type

100.000.000,00

Currency EUR

3. Enter the further data corresponding to the process above:


Company Code

CoCd 1000


Transaction Type

TTyp Y00

Business Partner Number

BP Deuba

Trader

Transaction Currency

Trx. Crcy X

Limit per Product

25.000.000,00




Type/ Transaction Type

Currency USD

3.10 Define Key Figure

UseThis transaction provides an analysis of generic key. In this step the key figures are determined.

Procedure


SAP ECC Menu Accounting Financial Supply Chain Management Treasury and Risk Management Market Risk Analyzer Information System Mark-to-Market Key Figure Analysis

Transaction Code AISGENKF

2. On the Single Value Analysis for Generic Key Figures screen, make the following entries:


Evaluation Currency

EUR

Evaluation Type

YT01

Evaluation Date

Enter current date.

Horizon Enter current date.

Gen. Selections

Report Layout

YTLAYOUT

3. Press the button Define Report Layout and enter the following values.


Layout-ID YTLAYOUT

Short Name YTLAYOUT

Long Name YTLAYOUT

4. Press enter, select the created entry and click on Key Figures.



5. Press the button New Entries and enter the following values:


Key Figure Name

CLEANPRICE

Position Area Pos. Area X

PH Area Portfolio Hierarchy Area

X

Key Figure Category

CLEANPRICE

Leave the rest of the fields as they are.

6. Enter the further data corresponding to the last step:

Key Figure Name Position Area PH Area Key Figure Category

NPV X X NPV

BASIS_POINT_VALUE X X SKF_BASE_POINT

TIME_VALUE X NPV_TIME_VALUE

MODIFIED_DURATION X X SKF_FWDURATION

MACAULAY_DURATION X X SKF_MACAULAY

7. Save the entries.

8. Leave the transaction with the back button (F3).

3.11 Maintain Profile and BP Group Assignments to External Recipients

UseThis step is required to define correspondence specific master data. Here the profiles and business partner group assignments to external recipients are maintained.

Procedure


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 Recipient

Transaction Code FTR_EXT_ASSIGN



2. On the Assingment of Profile and BP Grps to External Recipient screen, choose Insert row and make the following entries:


BusPartner Business Partner DEUBA

Company Code

1000

Recipient/ Sender Type

Recpt/Send Type YTCOUNTERPARTY

3. Due to the last step one entry will be created. Go to the right box at the bottom and press Insert row. Put in the following data:


Profile YTCOMPROF_DEUBA

Business Partner Group ID

BP Group YTBPG_DEUBA

4. Save.

3.12 Maintain Profile and BP Group Assignments to Internal Recipients

UseThis step is required to define correspondence specific master data. The profile and business partner group assignments to internal recipients are maintained.

Procedure


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 Recipients

Transaction Code FTR_INT_ASSIGN

2. On the Assingment of Profile and BP Grps to External Recipients screen, choose Insert row and make the following entries:


Internal Recipient

YINTERNAL




Company Code

1000


Recpt/Send Type YTCOUNTERPARTY

3. Due to the last step one entry will be created. Go to the right box at the bottom and press Insert row. Put in the following data:




BP Group YTBPG_DEUBA

E-Mail Adress

[email protected]

4. Save.

3.13 Assign BIC and External Security Account ID to Business Partner

UseThis step is required to define correspondence specific master data. BIC and external security account id are assigned to business partner.

Procedure


SAP ECC Menu Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market 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, make the following entries:


Business Partner

BPartner DEUBA

Valid From 01.01.2000


YTCOUNTERPARTY




Correspon-dence Class

YTDEAL_MM_FILE

SWIFT code Enter a SWIFT code, for example, COBADEFF700

3. Repeat the input process with following data:


Business Partner

BPartner DEUBA

Valid From 01.01.2000


YTINTERNAL


YTDEAL_MM_EMAIL

SWIFT code Enter a SWIFT code, for example, COBADEFF700

4. Press Save at the end.

3.14 Assign Correspondence Class for Inbound Process Dependent on Recipient

UseThis step is required to define correspondence specific master data. Correspondence class for inbound process dependent on recipient is assigned.

Procedure


SAP ECC Menu Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Back Office Correspondence Master Data Assign Correspondence Class for Inbound Process Dependent on Recipient

Transaction Code FTR_INB_FUNC

2. On the Change View “Inbound CO function assignment”: Overview screen, make the following entries:


Format MT320




Business Partner

BPartner DEUBA


YTCOUNTERPARTY


YTDEAL_MM_FILE


3.15 Assign Business Partner Group for Inbound Process

UseThis step is required to define correspondence specific master data. Business Partner group for inbound process is assigned.

Procedure


SAP ECC Menu Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market 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, make the following entries:


Business Partner

BPartner DEUBA

Company Code

1000


YTCOUNTERPARTY



YTDEAL_MM_FILE


YTBPG_DEUBA




3.16 Create Contract

UseThis step allows creating financial transactions in the area Money Market. In scope of the PSP are the instruments Fixed-term Deposit and Interest Rate Instrument.

PrerequisitesYou have created and released Business Partners, assigned them Roles, and determined the transaction authorizations. And you should have set up the Standing Instructions.

Procedure


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 the transaction FTR_CREATE can be used for creating financial instrument transactions. There are also some more transactions such as FTR_00 and TM00 which allow you to for example, a collective handling of Money Market contracts.

2. On the Create Financial Transaction screen, make the following entries:


Company Code

1000

Product Type Y10

Transaction Type

Y00

Partner Deuba

3. Press Enter after putting in all values above.

4. On the Create Fixed-Term Deposit: Structure screen, make the following entries:


Structure

Payment Amount

10.000.000,00

Start for example, Enter the current date.


http://aiokeh.wdf.sap.corp:1080/SAPIKS2/contentShow.sap?_CLASS=IWB_EXTHLP&TMP_IWB_TASK=DISPLAY&_LOIO=D26F6E26415E11D182B10000E829FBFE&_SLOIO=42C50ED419DC1D65E10000000A1553F6&LANGUAGE=EN&RELEASE=701&_SEQNUM=2&_SCLASS=IWB_STRUCT

http://aiokeh.wdf.sap.corp:1080/SAPIKS2/contentShow.sap?_CLASS=IWB_EXTHLP&TMP_IWB_TASK=DISPLAY&_LOIO=3021DB392B210C56E10000000A11402F&_SLOIO=42C50ED419DC1D65E10000000A1553F6&LANGUAGE=EN&RELEASE=701&_SEQNUM=2&_SCLASS=IWB_STRUCT

http://aiokeh.wdf.sap.corp:1080/SAPIKS2/contentShow.sap?_CLASS=IWB_EXTHLP&TMP_IWB_TASK=DISPLAY&_LOIO=D26F8439415E11D182B10000E829FBFE&_SLOIO=42C50ED419DC1D65E10000000A1553F6&LANGUAGE=EN&RELEASE=701&_SEQNUM=2&_SCLASS=IWB_STRUCT



End for example, Enter the current date plus 6 months.

Percentage Rate

3,0000000

Interest Calculation Method

Int.calc.method Act/360

Administration

General Valuation Class

Gen. Valn Class Amortized Costs / Current Assets

For checking the flows press the tab Cash flow.

5. Choose Check to verify the input data.

6. Save the correct data.

3.17 Check Status of Outgoing Correspondence

UseThe Correspondence Monitor is the single point of entry to all the processing related to treasury correspondences. The desired correspondences to be processed can be selected by filling the appropriate criteria on selection screen.

For better usability, three views are made available in the Correspondence monitor

- Standard view

In this view, all the correspondence objects selected based on the selection parameters are displayed in one single list.

- Assignment view

In this view, the selected correspondence objects are displayed divided in two lists. The top half shows all the COs already assigned to a deal and the lower half shows all the COs yet to be assigned to a deal. It is possible to choose an unassigned CO in lower half and assign it to the deal to which any CO in the upper half is assigned to.

- Matching view

In this view, only the COs selected based on selection parameters which are relevant for matching are displayed. The COs relevant for matching are divided based on their direction (i.e. Incoming or outgoing). The outgoing COs relevant for matching (i.e. status ‘Delivered’ and ‘Matched’) are shown in the upper half and the incoming COs relevant for matching (i.e. status ‘Received’ and ‘Matched’) are shown in the lower half. It is possible to choose COs in both the halves and match them.

In the scope of this PSP the Correspondence Monitor is only needed to check the right assignment and matching between the right objects which are matched automatically.



Correspondence objects are created after the deal has been settled. Please execute the correspondence activities after the deal settlement.

In this scenario the deal correspondence is created and sent after the deal has been settled. The recipient (for example, bank) gets the request to execute the deal and sends a confirmation.

An alternative could be that the correspondence for external addresses is created after the creation of the deal and before the internal settlement.

It could make sense that the deal is settled then, maybe after the acknowledgement of the counterparty.

PrerequisitesA financial deal has been created and settled.

Procedure


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 – Standard view screen, make the following entries and press Execute:


Company Code

1000

Deal number 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 column status you can check the current status of the correspondence objects. Here please check if the status of the correspondence object is ‘Delivered’.

As the customizing of the PSP system is set up that no response of the SWIFTNet is required, the status of the correspondence object is set automatically to ‘Delivered’. If it is required to receive an acknowledgement from the SWIFTNet the relevant customizing (please see configuration guide ‘Correspondence’) the status is changed to ‘Delivered’ after receiving the acknowledgement. If the acknowledgment does not come in the status remains on ‘Acknowledgment awaited’. In this case you need to set the status manually in the correspondence monitor by selecting the function ‘Acknowledgement receipt’. If done so the status changes to ‘Delivered’.



3.18 Import Incoming Messages

UseThis step is done to import all arrived incoming SWIFT files from the server to the correspondence monitor. In addition the system searches for a related outgoing correspondence object and executes the matching.

Procedure


SAP ECC Menu Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Back Office Correspondence Correspondence Monitor Import Incoming Messages

Transaction Code FTR_IMPORT

2. On the Correspondence monitor – Standard view screen, make the following entries:



Correspondence Class

YTDEAL_MM_FILE

Recipient/ SenderType

YTCOUNTERPARTY

3. Choose Execute to import the relevant files. A message appears showing you if messages have been imported. This step also leads to the automatic matching between related correspondence objects. You can check the matching between the incoming and outgoing correspondence object via the correspondence monitor (FTR_COMONI). Here select and mark the relevant object and show the assigned object by choosing Show all related correspondence.

If the wrong correspondence object is assigned you can undo the assignment and assign the right object in the matching view of the correspondence monitor.

If the customizing is done so that a response from the SWIFTNet is awaited to set the status to ‘Delivered’ and there is no acknowledgement and also the Import of the SWIFT files is done then the matching needs to be done manually via the correspondence monitor or automatically via the transaction FTR_COMATCH. To be able to do the matching you need to set the status of the relevant outgoing correspondence objects to ‘Delivered’ via the function ‘Acknowledgement receipt’.

3.19 Settle Financial Instrument Transaction



UseAfter a deal has been created the settlement of the transaction has to be done before posting the related positions. This step is defined to check once more the defined deal data and to release the deal for posting.

PrerequisitesThe deal has been created. See step Create Contract.

Procedure


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, enter the company code and transaction number and press the Settlement button.

3. Check the defined values and press Save for settlement if the input data is correct.

After executing the settlement one outgoing correspondence object with the status ‘Delivered’ will be created and a SWIFT file with financial deal data will be created and sent to the SWIFTNet which transfers the file to the relevant business partner. ‘Delivered’ means that the file has been sent to the SWIFTNet.

It is also possible to choose a customizing for awaiting an acknowledgement (this is not realized in this PSP). If an acknowledgement is required usually the SWIFTNet sents an acknowledgement which leads to the changed status ‘Delivered’ of the outgoing correspondence object in the source system. If the SWIFTNet does not send an acknowledgement the status will not be changed.

The customizing for the correspondence monitor is exemplary done for external fixed-term deposit (Investment) and for external forex deals as forward transactions. This customizing can be included for realizing the customizing of the other products.

3.20 Post Financial Instrument Transaction (Scenario Y18)

External ProcessThis process step is part of the scenario Accounting of Financial Instruments. For more information, see the corresponding Business Process Documentation.



3.21 Post Realized Profit and Loss (Scenario Y18)


For Money Market gain and loss can only be calculated for deals which are non-EURO-deals. For testing the functionality you need to check and maintain the market data, because realized gain and loss are calculated on the basis of currency rate differences. Therefore please check if the currency rate before start term and on/before end of term is different. For checking execute Accounting Financial Supply Chain Management Treasury and Risk Management Basic Functions Market Data Management Manual Market Data Entry Currency Enter Exchange Rates and maintain the relevant currency rates or process the step ‘Import Market Data’ again under the mentioned criteria.

3.22 Run Accrual (Scenario Y18)


3.23 Calculate Net Present Value of Financial Instrument Position (Scenario Y18)


3.24 Maintain Net Present Value Manually (Scenario Y18)




3.25 Perform Key Date Valuation (Scenario Y18)


The valuations are only possible for MM deals in foreign currency or in a currency different than the company code currency

3.26 Generate Utilizations

UseIn 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.

When creating a new contract an Online-Limit Check is executed when saving the contract. In order to perform this, all new limits must be initialized after definition. KLNACHT - Generate Utilizations report has to be planned as a batch job and run daily either in the morning or in the evening (could also run various times a day).

Procedure


SAP ECC Menu Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Credit Risk Analyzer Tools End-of-Day Processing Generate Utilizations

Transaction Code KLNACHT

2. On the End-of-Day Processing screen, make the following entries and press Execute:


Valuation Date

Enter the required date

Determination Procedure

1 to 90

Log Level 2


http://aiokeh.wdf.sap.corp:1080/SAPIKS2/contentShow.sap?IWB_INDUSTRY=SEM-BW&RELEASE=604&_CLASS=IWB_EXTHLP&_LOIO=37CD6A361FAF11D2B400006094B9CB2D&TMP_IWB_TASK=DISPLAY&_SLOIO=470D58357CE9FB43E10000009B38F889&LANGUAGE=EN&_SEQNUM=42&_SCLASS=IWB_STRUCT


3.27 Report Financial Transaction Processing (Scenario Y17)

External ProcessThis process step is part of the scenario Reporting for Treasury. For more information, see the corresponding Business Process Documentation.

3.28 Report Positions (Scenario Y17)


3.29 Report Positions Including Simulative Valuation Key Figures (Scenario Y17)


3.30 Report Transactions (Scenario Y17)


3.31 Report Flows (Scenario Y17)




3.32 Report Postings (Scenario Y17)


3.33 Report Periodic Key Figures (Scenario Y17)


3.34 Check Limit Utilization (Scenario Y17)


3.35 Report Key Figures (Scenario Y17)




4 Appendix

4.1 Reversal of Process StepsListed below are selected steps that enable you to reverse some of the activities described in this document.

Create Contract

Transaction Code ( SAP GUI) FTR_CREATE

Reversal: Reverse Financial Instrument Transaction

Transaction Code ( SAP GUI) FTR_EDIT

Business Role

Business Role Menu Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Back Office Edit Financial Transaction

Comment Put in a reversal reason and press Save. If the deal was settled this step can be done only after the settlement has been reversed.

Settle Financial Instrument Transaction


Reversal: Reverse Settlement of Financial Instrument Transaction


Business Role

Business Role Menu Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Back Office Edit Financial Transaction

Comment Put in a reversal reason and press Save.

Post Financial Instrument Transaction

Transaction Code ( SAP GUI) TBB1

Reversal: Reverse Posting of Financial Instrument Position

Transaction Code ( SAP GUI) TPM10

Business Role

Business Role Menu Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Posting Fix, Post, Reverse Business Transactions




Post Realized Profit and Loss


Reversal: Reverse Posting of Profit and Loss


Business Role

Business Role Menu Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Posting Fix, Post, Reverse Business Transactions


Run Accrual


Reversal: Reverse Accrual


Business Role

Business Role Menu Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Accrual/Deferral Execute Accrual/Deferral


Perform Key Date Valuation


Reversal: Reverse Key Date Valuation


Business Role

Business Role Menu Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market Accounting Valuation Reverse Valuation



Software

Money market building block