fsc110 en col97 fv co a4

FSC110Customizing in SAP Treasury &

Risk ManagementSAP ERP - Financials

Course OutlineCourse Version: 97 Revision ACourse Duration: 5 Day(s)Publication Date: 05-08-2014Publication Time: 1424

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FSC110 Contents

ContentsCourse Overview ......................................................................vii

Course Goals .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . viiiCourse Objectives ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . viii

Unit 1: Course Overview ............................................................. 1Overview Overall Treasury Process ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1Overview of Transaction Manager .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1Overview Example/Customizing Structure ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

Unit 2: Transaction Manager – General Settings ............................... 2Business Partner in the Application ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2Business Partner in Customizing ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2Business Partner Release Workflow ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2General Settings ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3Cash Management Integration ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

Unit 3: Transaction Manager – Money Market................................... 4Product and Transaction Types ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4Flow Types... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4Condition Types (MM) ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4Derived Flows ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5Update Types... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5Deal with Release Workflow... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5Bilateral/Syndicated Facility .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5General Valuation Class ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5Position Indicator.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6Creating Transactions in the Application... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

Unit 4: Transaction Manager – Foreign Exchange (Delta Settings) ........ 7Product and Transaction Types ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7Flow Types... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7Update Types for FX Transactions ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7Creating Transaction in the Application ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8

Unit 5: Transaction Manager – Derivatives/Commodities .................... 9Introduction/Basic Settings ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9Commodity Master Data ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9Product and Transaction Types (Derivatives and Commodities) .. . . . . . . . . . . . . 9

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Flow Types... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10Condition Types (Derivatives and Commodities) .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10Update Types... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10Creating Transactions in the Application... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

Unit 6: Transaction Manager – Securities and Listed Derivatives......... 11Securities Management - Overview ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .11Master Data Settings for Securities.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .11Basic Settings for Transaction Management .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .11Basic Settings for Position Management .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12Application Overview (Security Trading) .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12

Unit 7: Transaction Manager – Accounting/Valuation........................13Organizational Structure ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13Position Management .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13Interest Accruals/Deferrals .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13Valuation Procedure ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14Position Management Procedure ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14Link to Accounting ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14

Unit 8: Transaction Manager – Correspondence ..............................15Introduction ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15General Settings for Correspondence... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15Correspondence Messaging Interface ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15Correspondence Activities .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15Excurse: SAP Script. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16Application Settings/Example ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

Unit 9: Transaction Manager – Payment Program ............................17Overview ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17Customizing F110... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17Customizing F111 ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17Payment Forms ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18Executing the Treasury Payment Run ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18Business Add-On (BAdIs) in In-House Cash (IHC)... . . . . . . . . . . . . . . . . . . . . . . . . . 18

Unit 10: Market Data Management ................................................19Introduction to Market Data Management .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19Reference Interest Rates/Yield Curves ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19Exchange Rates... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19Security Prices ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20Index... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20Commodity Prices ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20Credit Spread... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

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FSC110 Contents

Statistical Market Data ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

Unit 11: Market Risk Analyzer......................................................22Introduction ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22Basic Analyzer Settings ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22General Settings ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22Value at Risk.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23Simulations ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23Results Database (Market Risk Analyzer) .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23Evaluation in the Application ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23

Unit 12: Credit Risk Analyzer ......................................................24Introduction ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24Basic Settings ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24Attributable Amount Determination ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24Limit Management .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25Limit Management Application Example... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25

Unit 13: Portfolio Analyzer..........................................................26Introduction ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26Benchmark... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26Results Database (Portfolio Analyzer) .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26

Unit 14: Transaction Manager – Summary ......................................27Summary... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27

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FSC110 Contents

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FSC110 Course Overview

Course OverviewThis course provides an introduction to the customizing settings for the Transaction Managerand Risk Analyzer modules. It includes the settings for the standard process for MoneyMarket, Foreign Exchange, Commodities, Derivatives, and Securities.

Target AudienceThis course is intended for the following audiences:

• Project leaders• Project team members• Consultants• Users

Course PrerequisitesRequired Knowledge

• FSC010 Process in SAP Treasury and Risk Management• Basic knowledge of Treasury and SAP• SAP FI• Financial Products (Money Market, Foreign Exchange, Derivatives, Securities,

Commodities)

Recommended Knowledge

• AC805 Cash Management

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FSC110 Course Overview

Course GoalsThis course will prepare the participant to:

• Customize the SAP standard process for:Money marketForeign exchangeDerivativesCommoditiesSecurities

• Customize the SAP standard process• Set up business processes, accounting, and valuation• Configure Market Data Management• Perform, basic configuration in the area of:

Market Risk AnalyzerCredit Risk AnalyzerPortfolio Analyzer

Course ObjectivesAfter completing this course, the participant will be able to:

• Make general settings in the Transaction Manager• Set up transaction and position management• Set up the release workflow• Set up the new correspondence process• Set up accounting and valuation• Integrate into the Cash Management module• Use the payment program• Use the standard Hedge Management for managing FX, yield, and commodity risk• Manage market data, such as yield curves and exchange rates• Set up the Market and Credit Risk Analyzers• Provide an overview about Portfolio Analyzer

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FSC110 Course Outline

Unit 1Course Overview

Unit OverviewIntroduction to the SAP Treasury solution. Overview about the SAP standard process, theavailable functionalities, and the financial product types in SAP Transaction Manager.

Lesson: Overview Overall Treasury ProcessLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Provide a functional view of SAP Treasury and Risk Management• Provide a process view of SAP Treasury and Risk Management

Lesson: Overview of Transaction ManagerLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Describe and understand the Transaction Manager process• Describe the transaction management process for the money market,

foreign exchange and OTC derivatives• Give an overview of Position and Transaction Management for securities

and traded derivatives/commodities

Lesson: Overview Example/Customizing StructureLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Describe the Transaction Manager customizing structure

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Unit 2Transaction Manager – General Settings

Unit OverviewThis unit gives an overview of the relevant settings relating to the SAP Business Partner andWorkflow. In addition, you will learn how to set up a Cash Management integration fromthe Transaction Manager module.

Lesson: Business Partner in the ApplicationLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Create a business partner• Assign business partner roles and define standing instructions• Define business partner data and use the standard role concepts

Lesson: Business Partner in CustomizingLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Structure and describe business partner roles• Set up field modifications• Specify business partner relationships

Lesson: Business Partner Release WorkflowLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Activate and define the business partner workflow• Maintain workflow settings• Use release workflow for business partners



Lesson: General SettingsLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define company code additional information• Create portfolios• Create traders and assign SAP users• Make basic settings for the activation of the Treasury

Lesson: Cash Management IntegrationLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Assign planning levels• Activate the Cash Management connection• Understand the interaction between Customizing and the application• Activate the CM integration for TM deals



Unit 3Transaction Manager – Money Market

Unit OverviewIn this unit, you learn the basic Customizing settings for the creation of new money marketproduct types. Before you can start, a business blueprint is required, which describes eachproduct and the relevant cash flow structure in detail.

Lesson: Product and Transaction TypesLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define product types• Create number intervals• Define and assign transaction types

Lesson: Flow TypesLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Create flow types• Assign the flow types to transaction and product types• Assign a general valuation class• Define and assign flow types

Lesson: Condition Types (MM)Lesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define condition types and assign them to the transaction and product types• Specification of calculation method of the cash flow



Lesson: Derived FlowsLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define calculation procedures (such as for interest income tax)and the necessary derivation rules

• Define calculation and derivation procedure

Lesson: Update TypesLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define update types and assign these to the flow types• Understand the naming convention of update type

Lesson: Deal with Release WorkflowLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Activate the release workflow and define the release templates• Use a deal release workflow

Lesson: Bilateral/Syndicated FacilityLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define Partner Ranking• Understand the structure of an facility

Lesson: General Valuation ClassLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define and assign a general valuation class• Define asset types / valuation classes



Lesson: Position IndicatorLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define the generation of a Treasury sub-ledger position indicator• Explain the relevance of a position indicator

Lesson: Creating Transactions in the ApplicationLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Explain the connection between Customizing and the application in order tocarry out further settings on the basis of this information

• Explain the Front Office process



Unit 4Transaction Manager – Foreign Exchange

(Delta Settings)Unit OverviewIn this part of the trainings session, you learn about the basic delta customizing settings forthe creation of new foreign exchange product types. Settings for deal release workflow, cashmanagement integration, position indicator, general valuation class, and derived flows arenot described in this lesson because the customizing logic is identical to that used in moneymarket. Before you can start this lesson, a business blueprint is required, which describes eachproduct and the relevant cash-flow structure in detail.

Lesson: Product and Transaction TypesLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define FX Product and Transaction Types• Set up Forex Attributes


• Define and Assign Flow Types

Lesson: Update Types for FX TransactionsLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define and Assign Update Types for FX



Lesson: Creating Transaction in the ApplicationLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Describe the Front Office trading process



Unit 5Transaction Manager – Derivatives/Com-

moditiesUnit OverviewIn this lesson you learn, how to setup new OTC derivatives and commodity product types incustomizing. You also learn about the connection between customizing and the application.

Lesson: Introduction/Basic SettingsLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Overview Derivatives and Commodities• Define currency units

Lesson: Commodity Master DataLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define commodity types• Set up user defined groupings• Display commodity master data

Lesson: Product and Transaction Types (Deriva-tives and Commodities)Lesson ObjectivesAfter completing this lesson, the participant will be able to:

• Derivative and commodity products and cash flow structure• Relevant transaction types per product type




• Define and assign flow types to derivatives and commodity products types

Lesson: Condition Types (Derivatives and Commodities)Lesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define and Assign Condition Types for COM and DE

Lesson: Update TypesLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define and Assign Update Types for COM and DE

Lesson: Creating Transactions in the ApplicationLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Overview Front Office Process for COM and DE• Connection between Customizing and Application



Unit 6Transaction Manager – Securities and

Listed DerivativesUnit OverviewIn this lesson you learn how to set up new securities and listed derivative product types inCustomizing. Position and transaction management need to be set up, too. Active, passive, andlending positions of securities and listed derivative can also be managed.

Lesson: Securities Management - OverviewLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Manage active, passive and lending security and traded derivative positions• Distinguish between transaction and position management• Give an overview of processes and connections between Front/Middle/Back Office

Lesson: Master Data Settings for SecuritiesLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Create new products in the area of security transaction management ormake small changes to existing products

• Set up master data settings for Securities

Lesson: Basic Settings for Transaction ManagementLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Create new products in the area of security transaction management ormake small changes to existing products

• Define Transaction Management settings for Securities



Lesson: Basic Settings for Position ManagementLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Carry out all the necessary settings for new product types in thearea of position management

• Define corporate actions in Customizing• Security/Future account management; Rights; Corporate actions; Account statement

Lesson: Application Overview (Security Trading)Lesson ObjectivesAfter completing this lesson, the participant will be able to:

• Establish a connection between Customizing and the application• Distinguish between transaction management and position management• Understand the connection between Application and Customizing



Unit 7Transaction Manager – Accounting/Valu-

ationUnit OverviewAn automatic account determination logic is used for all financial transactions that aremanaged in the Transaction Manager module and from loans management (only parallelaccounting). At monthly and year-end closing, a valuation run and interest accrued takes place.To guarantee a full automatic process chain, a details customizing is set up.

Lesson: Organizational StructureLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define valuation areas for IFRS, HGB, and other accounting standards• Define accounting codes and assign them to valuation areas and company codes• Initialize parallel valuation areas

Lesson: Position ManagementLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define general valuation classes and assign them local valuationclasses and valuation areas

• Change Logic and Customizing settings

Lesson: Interest Accruals/DeferralsLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define and set values for accrual/deferral procedures, such as for interest and charges• Distinguish between the difference and reset procedures• Perform basic Knowledge and Customizing settings



Lesson: Valuation ProcedureLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Name the various valuation procedures and define them in Customizing,depending on the accounting standard

• Name the differences between the individual valuation templates forthe individual product types (money market/foreign exchange/deriva-tives/commodities/securities/loans)

• Describe the specification of valuation procedures

Lesson: Position Management ProcedureLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Include the valuation procedures in valuation templates• Define position management procedures for HGB, IFRS, and other

accounting standards• Specify position management procedures

Lesson: Link to AccountingLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Structure a transfer between Transaction Manager and SAP FI toensure automatic updating

• Define and set up your individual posting logic• Update the results of valuation to financial accounting• Explain the connection between Customizing and application



Unit 8Transaction Manager – Correspondence

Unit OverviewUsing a dealing slip and confirmation for the internal and external communication. Withthe new correspondence monitor a counter confirmation can be reported and matchedautomatically to the financial transaction. All correspondence could be created via fax,printout, e-mail, swift, or IDoc.

Lesson: IntroductionLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Explain the new correspondence process

Lesson: General Settings for CorrespondenceLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define Business Partner Group• Set up number ranges• Define internal recipients

Lesson: Correspondence Messaging InterfaceLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define different formats and communication channel

Lesson: Correspondence ActivitiesLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Set up correspondence activities for MM, FX, DE, SE, and COM



Lesson: Excurse: SAP ScriptLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Understand the SAP Script files• Adapt the standard SAP Script files and text components

Lesson: Application Settings/ExampleLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Make master data settings• Create correspondence• Use the correspondence monitor



Unit 9Transaction Manager – Payment Program

Unit OverviewFor the regulation of incoming (direct debit) and outgoing cash flows, the treasury payment runF111 could be used. All cash flows which would be regulated via the payment run, a paymentrequest must be generated. With enhancement package 5, no posting is required.

Lesson: OverviewLesson ObjectivesAfter completing this lesson, the participant will be able to:

• See how the payment run fits into the overall process• Distinguish between F110 and F111, and describe how they are used• Differentiate between F110 and F111; Payment with payment request

posting/without payment request posting

Lesson: Customizing F110Lesson ObjectivesAfter completing this lesson, the participant will be able to:

• Perform the basic Customizing for F110.• Define different payment methods• Explain relevant customizing setting

Lesson: Customizing F111Lesson ObjectivesAfter completing this lesson, the participant will be able to:

• Perform the basic Customizing for F111.• Control F111 identically so that a consistency check will not return any errors



Lesson: Payment FormsLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Adjust additional texts• Describe different forms

Lesson: Executing the Treasury Payment RunLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Execute payment run F111• Understand the connection between customizing and application

Lesson: Business Add-On (BAdIs) in In-House Cash (IHC)Lesson ObjectivesAfter completing this lesson, the participant will be able to:

• Name the BAdI for connecting IHC• Establish a connection between the IHC and TM• Make In-House-Cash Payments



Unit 10Market Data Management

Unit OverviewMarket data is used for the calculation of NPV and risk key figures. Before the market data canbe entered, some customizing settings are required.

Lesson: Introduction to Market Data ManagementLesson ObjectivesAfter completing this lesson, the participant will be able to:

• List different market data retrieval types• List different types of market data• Explain the file interface and market data overview

Lesson: Reference Interest Rates/Yield CurvesLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define different reference interest rates and assign individual values• Assign the defined reference interest rates to a yield curve and

explain the structure of the yield curves• Maintain reference interest rates and yield curves in the application• Customize reference rates and yield curves

Lesson: Exchange RatesLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Set up the generally valid SAP currency Customizing and definethe relevant conversion factors

• Define your individual rounding rules• Define currency code, rounding rules, and currency translation



Lesson: Security PricesLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Maintain different exchanges and security price types• Establish a connection between Customizing and the application• Define currency units, exchange, and security price types

Lesson: IndexLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Specify an index• Define index types and price index

Lesson: Commodity PricesLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define different quotation types and summarize them in quotation groups• Enter different commodities (for example, iron or coal) in the application• Establish a connection between Customizing and the application• Explain quotation source, types, and data

Lesson: Credit SpreadLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define credit spread type• Define credit spread for financial transactions

Lesson: Statistical Market DataLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Name the different statistical market data types and make the re-quired basic Customizing settings

• Establish a connection between Customizing and the application• Define Statistic, Volatility and Correlation Type



• Define Price/NPV Type



Unit 11Market Risk Analyzer

Unit OverviewBetween the transaction manager module and the market risk analyzer a real-time connectionexists. All saved contracts can be reported in the MRA module. Before the MRA can be used,cruxial basic settings and an activation are required.


• Explain a company risk structure• Define risk hierarchy• Describe the risk controlling process

Lesson: Basic Analyzer SettingsLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define and activate an analysis structure• Define reporting characteristics• Activate the automatic financial object integration from Transaction Manager

and Loan Management and control it individually

Lesson: General SettingsLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define a portfolio hierarchy to structure your evaluations• Define valuation rules• Define evaluation types to specify which different market data is

to be used for evaluation purposes• Define the maturity band• Valuation settings



Lesson: Value at RiskLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Create number range intervals for back testing in order to be able to compare data sets• Implement the customizing for the value at risk• Establish a connection between Customizing and the application

Lesson: SimulationsLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define liquidation scenarios in order to simulate additional liq-uidation revenue/ expenses

• Perform the customizing for simulated interest payments• Define due date scenarios to change future cash flows• Cash flow and market scenarios

Lesson: Results Database (Market Risk Analyzer)Lesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define key figures and evaluation types for evaluations in the results database• Process and customizing overview• Start single and final record in the application

Lesson: Evaluation in the ApplicationLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Carry out various evaluations in Market Risk Analyzer - NPV-Sensitivity analysis- Value at risk

• Make evaluations in the results database• Establish a connection between Customizing and the application



Unit 12Credit Risk Analyzer

Unit OverviewThe CRA is the central limit management tool in SAP. In customizing, the limit structure andthe determination procedure are defined. For money market and foreign exchange producttype, a real-time connection between TM and CRA exists. All other product types areintegrated into the CRA module via the treasury end-of-day activities.


• See how Credit Risk Analyzer fits into the overall company risk structure• Differentiate between operative and global control options• Distinguish between credit and settlement risk• Understand the relevant of CRA

Lesson: Basic SettingsLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Activate the automatic financial object integration from Transaction Manager• Define determination procedure• Define default risk rule

Lesson: Attributable Amount DeterminationLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define individual attributable amount determination methods• Create various limit attribution methods• Define different determination procedures



Lesson: Limit ManagementLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define an individual limit structure• Define derivation rules for the limit attribution• Define the related limit types in Customizing• Set up limit structure

Lesson: Limit Management Application ExampleLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Specify limits in the application• Evaluate the limit utilization in the application• Establish a connection between Customizing and the application• Transfer customizing knowledge into an application



Unit 13Portfolio Analyzer

Unit OverviewFor benchmark reporting and calculation of performance key figures, the portfolio analyzermodule is used. The reporting could done only via the results database; online reportingis not available.


• Explain the relevance for calculation performance key figures andbenchmark reporting

• Describe the Portfolio Analyzer process

Lesson: BenchmarkLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Define master data for the benchmark determination• Define the evaluation structure for performing benchmark analysis• Specify a benchmark

Lesson: Results Database (Portfolio Analyzer)Lesson ObjectivesAfter completing this lesson, the participant will be able to:

• Set up the results database for benchmark analysis• Perform Benchmark and Results analyses via the Results Database



Unit 14Transaction Manager – Summary

Unit OverviewShort summary of the training session.

Lesson: SummaryLesson ObjectivesAfter completing this lesson, the participant will be able to:

• Understand the Transaction Manager (Front, Middle, Back Office,Accounting, Payments) process

• Understand the Market Risk Analyzer• Understand the Credit Risk Analyzer• Understand the Portfolio Analyzer


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