Beschreibung
Manage financial risk more effectively with this comprehensive guide to SAPs treasury and risk management solutions, and learn how SAP ERP can help you meet legal and regulatory compliance requirements with ease. This book extensively presents the best ways to use the components of the Treasury and Risk Management solution, and identifies practical business solutions. Youll quickly learn how to maximize the potential of SAP Treasury and Risk Management and how to apply practical financial concepts to system interfaces. Reduce workflow inefficiencies and save process time with automated confirmation for completed transactions. Updated for SAP ERP 6.0, EHP6, this book includes expanded coverage on Customizing settings and all new content on transaction management, position management, market data, and hedge management. Highlights include: Master and market dataTransaction managementCorrespondencePosition managementExposure managementIntegration with other modulesHedge Accounting for Exposures and PositionsReportingPortfolio controlling with the AnalyzersInterfaces and enhancementsLegal regulationsIntegration and system tools
Autorenportrait
Rudolf Brysa, Ph.D., studied Financials and Computer Science at Masarykova Univerzita, Brünn, Czech Repulic, and at Georg August University in Göttingen, Germany. In 2012 he was awarded his doctorate degree by the Masarykova Univerzita. Since 2006, Rudolf Brysa has worked at SAP, initially as a support consultant, and in the area of Installed Base Maintenance and Support (IMS) since 2008. As a senior developer, Rudolf is in constant contact with customers, and his work focuses on both technical topics and questions regarding the implementation of business requirements in SAP Treasury and Risk Management.
Inhalt
1.1 ... Welcome to SAP Treasury and Risk Management ... 21
1.2 ... Content and Structure of the Book ... 24
1.3 ... Overview of Financial Instruments ... 31
1.4 ... History of SAP Treasury and Risk Management ... 35
1.5 ... Enhancement Packages for SAP ERP 6.0 ... 38
1.6 ... Rapid Deployment Solution and SAP Treasury and Risk Management ... 48
2.1 ... Central Customizing Settings ... 54
2.2 ... Commodity Master Data ... 60
2.3 ... Class Master Data ... 62
2.4 ... Business Partners ... 76
2.5 ... Organizational Elements ... 82
3.1 ... Financial Transaction ... 88
3.2 ... Trading ... 125
3.3 ... Back-Office Processing ... 133
3.4 ... Operative Reporting ... 147
3.5 ... Product Categories ... 151
3.6 ... Architecture ... 165
3.7 ... Specific Topics ... 174
4.1 ... The Old Correspondence Functions ... 185
4.2 ... Migration ... 189
4.3 ... Basic Principles ... 190
4.4 ... Customizing and Master Data ... 196
4.5 ... Outbound Process ... 221
4.6 ... Inbound Process ... 230
4.7 ... Mapping ... 238
4.8 ... Matching ... 243
4.9 ... Alerts ... 247
4.10 ... Display ... 250
4.11 ... Correspondence Monitor ... 251
4.12 ... Enhancements (BAdIs) ... 258
5.1 ... Basic Terms ... 264
5.2 ... External Position Management ... 272
5.3 ... Basic Principles of Internal Position Management ... 314
5.4 ... Processes of Internal Position Management ... 355
5.5 ... Sample Scenarios ... 411
6.1 ... Paying Valuation Area ... 420
6.2 ... Financial Accounting ... 421
6.3 ... Processing Payments ... 454
6.4 ... SAP Cash and Liquidity Management ... 466
6.5 ... Public Sector Management ... 469
6.6 ... Regulatory Reporting ... 475
7.1 ... Foreign Exchange Rates and Foreign Exchange Swap Rates ... 479
7.2 ... Security Prices ... 481
7.3 ... Reference Interest Rates and Yield Curves ... 486
7.4 ... Commodity Prices and Commodity Forward Curves ... 499
7.5 ... Indexes ... 506
7.6 ... Credit Spreads ... 507
7.7 ... Volatilities ... 508
7.8 ... Correlations ... 516
7.9 ... Net Present Value Repository ... 517
7.10 ... Scenarios and Market Data Shifts ... 521
7.11 ... Market Data Interface ... 524
8.1 ... Basic Principles ... 538
8.2 ... Raw Exposure ... 541
8.3 ... Raw Exposure Customizing ... 550
8.4 ... Releasing Raw Exposures ... 554
8.5 ... Exposure Position ... 562
8.6 ... Integration of Logistics into Treasury ... 569
9.1 ... Processes in Hedge Accounting for Exposures ... 576
9.2 ... Customizing ... 605
9.3 ... Ways to Create Exposures ... 624
9.4 ... Implementation Guide ... 633
10.1 ... Processes in Hedge Accounting for Positions ... 653
10.2 ... Position Management in Hedging Relationships ... 674
10.3 ... Effectiveness Test ... 689
11.1 ... Logical Databases ... 714
11.2 ... SAP Query ... 760
11.3 ... Function Module LDB_PROCESS and RAPIs ... 766
11.4 ... SAP NetWeaver BW ... 776
12.1 ... The Analyzer Family ... 788
12.2 ... Basic Principles, Architecture, and Data Retention ... 791
12.3 ... Common Control and Structuring Entities ... 840
12.4 ... Value at Risk ... 863
12.5 ... Online Analyses of the Market Risk Analyzer ... 892
12.6 ... The Results Database of the Market Risk Analyzer, Portfolio Analyzer, and Accounting Analyzer ... 907
12.7 ... Credit Risk Analyzer ... 976
12.8 ... Tools: Parallel Processing ... 1002
13.1 ... BAPIs ... 1006
13.2 ... PI Message ... 1020
13.3 ... Enhancements ... 1030
14.1 ... Sarbanes-Oxley Act ... 1046
14.2 ... Tax Authority Requirements ... 1049
15.1 ... Attribute Derivation Tool ... 1057
15.2 ... Legacy Data Transfer ... 1062
15.3 ... Initialization ... 1071
15.4 ... Migration ... 1075
15.5 ... Archiving ... 1078
A ... Bibliography ... 1085
B ... The Authors ... 1087
C ... Acknowledgments ... 1091