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

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.

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