Decipher the complex world of TRM! With this all-in-one guide to SAP S/4HANA Finance for treasury and risk management, you'll get the detailed, expert help you need to run your operations smoothly. Set up your core configuration elements for debts and investments, foreign exchange, derivatives, and securities. Then expand your scope with exposure management, cash flow hedging, and balance sheet hedging. With information on correspondence forms, analyzers, reports, and integration, this book is your one-stop shop for TRM!
Highlights Include:
1) Master data
2) Debts and investments
3) Foreign exchange
4) Derivatives
5) Securities
6) Contracts
7) Exposure management
8) Cash flow hedging
9) Balance sheet hedging
10) Correspondence
11) Reporting
12) Integration
Inhaltsverzeichnis
. . . Preface . . . 19
. . . Objective of the Book . . . 19
. . . Content and Structure of the Book . . . 20
. . . Acknowledgements . . . 23
1 . . . Introduction to Treasury and Risk Management with SAP . . . 25
1. 1 . . . Changes in Technology and the Evolving Corporate Treasury Function . . . 26
1. 2 . . . Treasury and Risk Management with SAP . . . 27
1. 3 . . . SAP Fiori User Experience . . . 32
1. 4 . . . Supported Treasury Contracts . . . 46
1. 5 . . . Summary . . . 51
2 . . . Master Data . . . 53
2. 1 . . . Company Code . . . 54
2. 2 . . . Bank Master . . . 55
2. 3 . . . House Bank . . . 57
2. 4 . . . House Bank Account/Account ID . . . 59
2. 5 . . . Business Partners . . . 60
2. 6 . . . Derivative Contract Specification . . . 74
2. 7 . . . Calendars . . . 84
2. 8 . . . Traders . . . 86
2. 9 . . . Market Data . . . 89
2. 10 . . . Market Data Interfaces . . . 99
2. 11 . . . Summary . . . 102
3 . . . Core Configuration Elements . . . 103
3. 1 . . . Company Code Additional Data . . . 104
3. 2 . . . Accounting Codes . . . 106
3. 3 . . . Valuation Areas . . . 107
3. 4 . . . Valuation Class . . . 108
3. 5 . . . General Valuation Class . . . 109
3. 6 . . . Position Management Procedure . . . 113
3. 7 . . . User Data . . . 131
3. 8 . . . Product Categories . . . 134
3. 9 . . . Product Types . . . 141
3. 10 . . . Number Ranges . . . 145
3. 11 . . . Transaction Types . . . 146
3. 12 . . . Field Selection . . . 148
3. 13 . . . Flow Types . . . 151
3. 14 . . . Update Types . . . 156
3. 15 . . . Condition Types . . . 161
3. 16 . . . Accruals and Deferrals . . . 165
3. 17 . . . Portfolios . . . 170
3. 18 . . . Administration Fields . . . 171
3. 19 . . . Workflow . . . 172
3. 20 . . . Account Symbols . . . 176
3. 21 . . . Posting Specifications . . . 178
3. 22 . . . Account Assignment Reference . . . 184
3. 23 . . . Position Transfers . . . 194
3. 24 . . . Summary . . . 199
4 . . . Contract-Specific Configuration . . . 201
4. 1 . . . Debt and Investments . . . 201
4. 2 . . . Foreign Exchange . . . 256
4. 3 . . . Securities . . . 275
4. 4 . . . Derivatives . . . 293
4. 5 . . . Commodity Derivatives . . . 305
4. 6 . . . Summary . . . 319
5 . . . General Contract Processes . . . 321
5. 1 . . . Create Financial Transaction App . . . 321
5. 2 . . . Contract Settlement . . . 342
5. 3 . . . Transaction Posting . . . 344
5. 4 . . . Payment Processing . . . 364
5. 5 . . . Summary . . . 368
6 . . . Treasury Management? Specific Processes . . . 369
6. 1 . . . Debt and Investments . . . 369
6. 2 . . . Facilities . . . 390
6. 3 . . . Intercompany Loans . . . 402
6. 4 . . . Securities . . . 415
6. 5 . . . Foreign Exchange . . . 438
6. 6 . . . Interest Rate Swaps . . . 459
6. 7 . . . Trade Finance . . . 468
6. 8 . . . Commodity Contracts . . . 476
6. 9 . . . Summary . . . 484
7 . . . Exposure Management . . . 485
7. 1 . . . Raw Exposures . . . 486
7. 2 . . . Raw Exposures Apps . . . 491
7. 3 . . . Releasing Raw Exposures . . . 495
7. 4 . . . Exposure Configuration . . . 497
7. 5 . . . Summary . . . 514
8 . . . Cash Flow Hedging . . . 515
8. 1 . . . Hedge Management Configuration . . . 517
8. 2 . . . Hedge Accounting for Positions Configuration . . . 523
8. 3 . . . Hedging Area . . . 541
8. 4 . . . Cash Flow Hedging Process . . . 558
8. 5 . . . Period End Closing . . . 591
8. 6 . . . Contract Close . . . 594
8. 7 . . . Summary . . . 597
9 . . . Balance Sheet Hedging . . . 599
9. 1 . . . Reviewing Balance Sheet Risk . . . 600
9. 2 . . . Taking a Foreign Exchange Snapshot for Balance Sheet Risk . . . 602
9. 3 . . . Balance Sheet Risk Overview Reporting . . . 608
9. 4 . . . Processing Hedge Requests . . . 609
9. 5 . . . SAP Trading Platform Integration . . . 613
9. 6 . . . Master Data Setup . . . 636
9. 7 . . . Summary . . . 645
10 . . . Correspondence . . . 647
10. 1 . . . Configuration . . . 648
10. 2 . . . Inbound and Outbound Process Settings . . . 663
10. 3 . . . Additional Correspondence Settings . . . 667
10. 4 . . . Correspondence Mapping Rules . . . 671
10. 5 . . . Outbound Messaging . . . 683
10. 6 . . . Inbound Messaging . . . 687
10. 7 . . . Correspondence Matching . . . 690
10. 8 . . . Display Correspondence . . . 693
10. 9 . . . Alerts . . . 699
10. 10 . . . Summary . . . 703
11 . . . SAP Treasury Analyzers . . . 705
11. 1 . . . Credit Risk Analyzer . . . 705
11. 2 . . . Market Risk Analyzer . . . 724
11. 3 . . . Summary . . . 741
12 . . . Integration with Other Areas . . . 743
12. 1 . . . Cash Management . . . 744
12. 2 . . . Accounting . . . 752
12. 3 . . . Payments . . . 753
12. 4 . . . In-House Cash and In-House Banking . . . 759
12. 5 . . . Summary . . . 761
13 . . . Reports, Key Performance Indicators, and Alerts . . . 763
13. 1 . . . Standard SAP Fiori Reports . . . 763
13. 2 . . . SAP Fiori Analysis Reports . . . 782
13. 3 . . . SAP GUI Reports . . . 794
13. 4 . . . Summary . . . 803
. . . Conclusion . . . 805
. . . The Evolution and Importance of Treasury and Risk Management . . . 805
. . . Addressing Common Scenarios and Challenges . . . 805
. . . Practical Applications and the User Experience . . . 806
. . . Integration . . . 806
. . . Looking Ahead . . . 807
. . . Final Thoughts . . . 807
. . . The Authors . . . 809
. . . Index . . . 811
