Sönke Jarré / Reinhold Lövenich / Andreas Martin / Klaus G. Müller
SAP Treasury and Risk Management
Sönke Jarré / Reinhold Lövenich / Andreas Martin / Klaus G. Müller
SAP Treasury and Risk Management
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This comprehensive guide introduces you to the functionality and helps you quickly master the usage of SAP Treasury and Risk Management. Learn about the most important customization settings as well as typical use cases and get straightforward solutions to many of the most common problems. With volumes of detailed screenshots, in-depth overviews and practical examples, all components of the tool are covered in detail - from transaction and position management, to risk and performance analyses, to reporting and beyond. Plus, you’ll also benefit from expert guidance on interfaces and integration…mehr
This comprehensive guide introduces you to the functionality and helps you quickly master the usage of SAP Treasury and Risk Management. Learn about the most important customization settings as well as typical use cases and get straightforward solutions to many of the most common problems. With volumes of detailed screenshots, in-depth overviews and practical examples, all components of the tool are covered in detail - from transaction and position management, to risk and performance analyses, to reporting and beyond. Plus, you’ll also benefit from expert guidance on interfaces and integration as well as compliance requirements. The book is up-to-date for SAP ERP 6.0.
Highlights include:
- Master Data
- Transaction Management
- Position Management
Highlights include:
- Master Data
- Transaction Management
- Position Management
Produktdetails
- Produktdetails
- Verlag: Galileo Press
- Englisch
- ISBN-13: 9781592291496
- ISBN-10: 159229149X
- Artikelnr.: 23518440
- Herstellerkennzeichnung Die Herstellerinformationen sind derzeit nicht verfügbar.
- Verlag: Galileo Press
- Englisch
- ISBN-13: 9781592291496
- ISBN-10: 159229149X
- Artikelnr.: 23518440
- Herstellerkennzeichnung Die Herstellerinformationen sind derzeit nicht verfügbar.
Sönke Jarré trained as a banker before going on to study Computer Science at the University of Bremen, Germany. After completing his studies, he took up a post in the Treasury and Risk Management area of SAP AG in 2001, where he has since progressed to the role of Senior Developer. His area of expertise is transaction management and its interfaces, and he also supports Installed Base Maintenance and Support (IMS) for customer messages. Sönke's main areas of responsibility include development projects and application modeling in collaboration and cooperation with adjacent areas.
Dr. Reinhold Lövenich studied Physics at RWTH Aachen and Jülich Research Center. He was awarded a PhD degree by the University of Dortmund in 1999. After completing a research scholarship at the Lawrence Berkeley National Labo¬ratory in the U.S., he started work in the Treasury and Risk Management area of SAP AG in 2002. His main tasks as a Senior Developer are in the area of Position Management and its interfaces with adjacent SAP modules. Reinhold's work is influenced by his collaboration with development teams in other modules, and his previous maintenance work.
Dr. Andreas Martin studied Mathematics at the University of Kaiserslautern, Germany and the Univer¬sity of Warwick, England, and was awarded his doctorate degree by the Lud¬wig-Maximilians-Universität in Munich, Germany. While studying for his PhD, he worked as a researcher at the Institute for Biomathematics and Biometry at the GSF National Research Center for Environment and Health GmbH in Munich. He also spent a one-year research scholarship at the École Polytechnique Fédé¬rale de Lausanne in Switzerland. He has worked in the Financial Services Team for Installed Base Maintenance and Support (IMS) at SAP AG since 2003. It is his work at SAP that gives Andreas his knowledge of Treasury and Risk Management from the viewpoint of developers and users alike, and enables him to take a comprehensive view of architecture, ongoing development, and application.
Dr. Klaus G. Müller studied Physics at the University of Bonn, Germany and the Max Planck Institute for Polymer Research in Mainz, Germany. He was awarded his PhD degree by the Johannes Gutenberg University in Mainz in 1996. Since then, Klaus has worked at SAP AG in the Treasury and Banking areas, focusing on analytic applications. His areas of responsibility to date are development and support, product management, and project management. He has worked on rollout projects for customers such as MEAG, Provinzial, and Statoil, as well as a variety of pilot projects. In his current role as Development Architect, he deals with architecture issues in Treasury and Risk Management.
Dr. Reinhold Lövenich studied Physics at RWTH Aachen and Jülich Research Center. He was awarded a PhD degree by the University of Dortmund in 1999. After completing a research scholarship at the Lawrence Berkeley National Labo¬ratory in the U.S., he started work in the Treasury and Risk Management area of SAP AG in 2002. His main tasks as a Senior Developer are in the area of Position Management and its interfaces with adjacent SAP modules. Reinhold's work is influenced by his collaboration with development teams in other modules, and his previous maintenance work.
Dr. Andreas Martin studied Mathematics at the University of Kaiserslautern, Germany and the Univer¬sity of Warwick, England, and was awarded his doctorate degree by the Lud¬wig-Maximilians-Universität in Munich, Germany. While studying for his PhD, he worked as a researcher at the Institute for Biomathematics and Biometry at the GSF National Research Center for Environment and Health GmbH in Munich. He also spent a one-year research scholarship at the École Polytechnique Fédé¬rale de Lausanne in Switzerland. He has worked in the Financial Services Team for Installed Base Maintenance and Support (IMS) at SAP AG since 2003. It is his work at SAP that gives Andreas his knowledge of Treasury and Risk Management from the viewpoint of developers and users alike, and enables him to take a comprehensive view of architecture, ongoing development, and application.
Dr. Klaus G. Müller studied Physics at the University of Bonn, Germany and the Max Planck Institute for Polymer Research in Mainz, Germany. He was awarded his PhD degree by the Johannes Gutenberg University in Mainz in 1996. Since then, Klaus has worked at SAP AG in the Treasury and Banking areas, focusing on analytic applications. His areas of responsibility to date are development and support, product management, and project management. He has worked on rollout projects for customers such as MEAG, Provinzial, and Statoil, as well as a variety of pilot projects. In his current role as Development Architect, he deals with architecture issues in Treasury and Risk Management.
1 Introduction 15
... 1.1 Dear Reader 15
... 1.2 Topics of this Book 18
... 1.3 Overview of Financial Instruments 22
... 1.4 History of Treasury and Risk Management 26
... 1.5 Development of Functions in Recent Releases 27 2 Master Data 31
... 2.1 Central Customizing Terms 32
... 2.2 Product Master Data 36
... 2.3 Business Partners 45
... 2.4 Organizational Elements 51
3 Transaction Management 55
... 3.1 Financial Transaction 56
... 3.2 Trading 90
... 3.3 Back Office Processing 98
... 3.4 Operative Reporting 113
... 3.5 Architecture 119
... 3.6 Specific Topics 128
4 Position Management 139
... 4.1 Basic Terms 140
... 4.2 External Position Management 147
... 4.3 Basic Principles of Internal Position Management 182
... 4.4 Processes of Internal Position Management 213
5 Integration with Other Modules 257
... 5.1 Operative Valuation Area 258
... 5.2 Financial Accounting 259
... 5.3 Processing Payments 287
... 5.4 Cash Management 297
6 Market Data 301
... 6.1 Foreign Exchange Rates and Foreign Exchange Swap Rates 301
... 6.2 Security Prices 303
... 6.3 Reference Interest Rates and Yield Curves 308
... 6.4 Indexes 319
... 6.5 Volatilities 320
... 6.6 Correlations 327
... 6.7 Net Present Value Repository 328
... 6.8 Scenarios and Market Data Shifts 332
... 6.9 Market Data Interface 335 7 Hedge Management 347
... 7.1 From Exposure to Hedge Accounting 348
... 7.2 Customizing in Hedge Management and Hedge Accounting 373
... 7.3 Exposure Entry Types 389
... 7.4 Exposure Management 395
... 7.5 Implementation Guide 411 8 Reporting with the Information System 415
... 8.1 Logical Databases 416
... 8.2 SAP Queries and Drilldown Reports 452
... 8.3 LDB_PROCESS and RAPIs 458
... 8.4 SAP NetWeaver BI 466
9 Portfolio Controlling with the Analyzers 475
... 9.1 The Analyzer Family 476
... 9.2 Basic Principles, Architecture, and Data Retention 479
... 9.3 Common Control and Structuring Entities 520
... 9.4 Value at Risk 538
... 9.5 Online Analyses of the Market Risk Analyzer 552
... 9.6 The Results Database of the Market Risk Analyzer and Portfolio Analyzer 557
... 9.7 Credit Risk Analyzer 613
... 9.8 Tools: Parallel Processing 639 10 Interfaces and Enhancements 641
... 10.1 BAPI 642
... 10.2 XI Message 653
... 10.3 Enhancements 662 11 Legal Regulations 671
... 11.1 Sarbanes-Oxley Act 672
... 11.2 Tax Authority Requirements 674
12 Integration and System Tools 681
... 12.1 The Attribute Derivation Tool 681
... 12.2 Legacy Data Transfer 686
... 12.3 Initialization 693
... 12.4 Migration 697
... 12.5 Archiving 699 Appendix 701
A The Authors 703
B Acknowledgments 705
Index 707
... 1.1 Dear Reader 15
... 1.2 Topics of this Book 18
... 1.3 Overview of Financial Instruments 22
... 1.4 History of Treasury and Risk Management 26
... 1.5 Development of Functions in Recent Releases 27 2 Master Data 31
... 2.1 Central Customizing Terms 32
... 2.2 Product Master Data 36
... 2.3 Business Partners 45
... 2.4 Organizational Elements 51
3 Transaction Management 55
... 3.1 Financial Transaction 56
... 3.2 Trading 90
... 3.3 Back Office Processing 98
... 3.4 Operative Reporting 113
... 3.5 Architecture 119
... 3.6 Specific Topics 128
4 Position Management 139
... 4.1 Basic Terms 140
... 4.2 External Position Management 147
... 4.3 Basic Principles of Internal Position Management 182
... 4.4 Processes of Internal Position Management 213
5 Integration with Other Modules 257
... 5.1 Operative Valuation Area 258
... 5.2 Financial Accounting 259
... 5.3 Processing Payments 287
... 5.4 Cash Management 297
6 Market Data 301
... 6.1 Foreign Exchange Rates and Foreign Exchange Swap Rates 301
... 6.2 Security Prices 303
... 6.3 Reference Interest Rates and Yield Curves 308
... 6.4 Indexes 319
... 6.5 Volatilities 320
... 6.6 Correlations 327
... 6.7 Net Present Value Repository 328
... 6.8 Scenarios and Market Data Shifts 332
... 6.9 Market Data Interface 335 7 Hedge Management 347
... 7.1 From Exposure to Hedge Accounting 348
... 7.2 Customizing in Hedge Management and Hedge Accounting 373
... 7.3 Exposure Entry Types 389
... 7.4 Exposure Management 395
... 7.5 Implementation Guide 411 8 Reporting with the Information System 415
... 8.1 Logical Databases 416
... 8.2 SAP Queries and Drilldown Reports 452
... 8.3 LDB_PROCESS and RAPIs 458
... 8.4 SAP NetWeaver BI 466
9 Portfolio Controlling with the Analyzers 475
... 9.1 The Analyzer Family 476
... 9.2 Basic Principles, Architecture, and Data Retention 479
... 9.3 Common Control and Structuring Entities 520
... 9.4 Value at Risk 538
... 9.5 Online Analyses of the Market Risk Analyzer 552
... 9.6 The Results Database of the Market Risk Analyzer and Portfolio Analyzer 557
... 9.7 Credit Risk Analyzer 613
... 9.8 Tools: Parallel Processing 639 10 Interfaces and Enhancements 641
... 10.1 BAPI 642
... 10.2 XI Message 653
... 10.3 Enhancements 662 11 Legal Regulations 671
... 11.1 Sarbanes-Oxley Act 672
... 11.2 Tax Authority Requirements 674
12 Integration and System Tools 681
... 12.1 The Attribute Derivation Tool 681
... 12.2 Legacy Data Transfer 686
... 12.3 Initialization 693
... 12.4 Migration 697
... 12.5 Archiving 699 Appendix 701
A The Authors 703
B Acknowledgments 705
Index 707
1 Introduction 15
... 1.1 Dear Reader 15
... 1.2 Topics of this Book 18
... 1.3 Overview of Financial Instruments 22
... 1.4 History of Treasury and Risk Management 26
... 1.5 Development of Functions in Recent Releases 27 2 Master Data 31
... 2.1 Central Customizing Terms 32
... 2.2 Product Master Data 36
... 2.3 Business Partners 45
... 2.4 Organizational Elements 51
3 Transaction Management 55
... 3.1 Financial Transaction 56
... 3.2 Trading 90
... 3.3 Back Office Processing 98
... 3.4 Operative Reporting 113
... 3.5 Architecture 119
... 3.6 Specific Topics 128
4 Position Management 139
... 4.1 Basic Terms 140
... 4.2 External Position Management 147
... 4.3 Basic Principles of Internal Position Management 182
... 4.4 Processes of Internal Position Management 213
5 Integration with Other Modules 257
... 5.1 Operative Valuation Area 258
... 5.2 Financial Accounting 259
... 5.3 Processing Payments 287
... 5.4 Cash Management 297
6 Market Data 301
... 6.1 Foreign Exchange Rates and Foreign Exchange Swap Rates 301
... 6.2 Security Prices 303
... 6.3 Reference Interest Rates and Yield Curves 308
... 6.4 Indexes 319
... 6.5 Volatilities 320
... 6.6 Correlations 327
... 6.7 Net Present Value Repository 328
... 6.8 Scenarios and Market Data Shifts 332
... 6.9 Market Data Interface 335 7 Hedge Management 347
... 7.1 From Exposure to Hedge Accounting 348
... 7.2 Customizing in Hedge Management and Hedge Accounting 373
... 7.3 Exposure Entry Types 389
... 7.4 Exposure Management 395
... 7.5 Implementation Guide 411 8 Reporting with the Information System 415
... 8.1 Logical Databases 416
... 8.2 SAP Queries and Drilldown Reports 452
... 8.3 LDB_PROCESS and RAPIs 458
... 8.4 SAP NetWeaver BI 466
9 Portfolio Controlling with the Analyzers 475
... 9.1 The Analyzer Family 476
... 9.2 Basic Principles, Architecture, and Data Retention 479
... 9.3 Common Control and Structuring Entities 520
... 9.4 Value at Risk 538
... 9.5 Online Analyses of the Market Risk Analyzer 552
... 9.6 The Results Database of the Market Risk Analyzer and Portfolio Analyzer 557
... 9.7 Credit Risk Analyzer 613
... 9.8 Tools: Parallel Processing 639 10 Interfaces and Enhancements 641
... 10.1 BAPI 642
... 10.2 XI Message 653
... 10.3 Enhancements 662 11 Legal Regulations 671
... 11.1 Sarbanes-Oxley Act 672
... 11.2 Tax Authority Requirements 674
12 Integration and System Tools 681
... 12.1 The Attribute Derivation Tool 681
... 12.2 Legacy Data Transfer 686
... 12.3 Initialization 693
... 12.4 Migration 697
... 12.5 Archiving 699 Appendix 701
A The Authors 703
B Acknowledgments 705
Index 707
... 1.1 Dear Reader 15
... 1.2 Topics of this Book 18
... 1.3 Overview of Financial Instruments 22
... 1.4 History of Treasury and Risk Management 26
... 1.5 Development of Functions in Recent Releases 27 2 Master Data 31
... 2.1 Central Customizing Terms 32
... 2.2 Product Master Data 36
... 2.3 Business Partners 45
... 2.4 Organizational Elements 51
3 Transaction Management 55
... 3.1 Financial Transaction 56
... 3.2 Trading 90
... 3.3 Back Office Processing 98
... 3.4 Operative Reporting 113
... 3.5 Architecture 119
... 3.6 Specific Topics 128
4 Position Management 139
... 4.1 Basic Terms 140
... 4.2 External Position Management 147
... 4.3 Basic Principles of Internal Position Management 182
... 4.4 Processes of Internal Position Management 213
5 Integration with Other Modules 257
... 5.1 Operative Valuation Area 258
... 5.2 Financial Accounting 259
... 5.3 Processing Payments 287
... 5.4 Cash Management 297
6 Market Data 301
... 6.1 Foreign Exchange Rates and Foreign Exchange Swap Rates 301
... 6.2 Security Prices 303
... 6.3 Reference Interest Rates and Yield Curves 308
... 6.4 Indexes 319
... 6.5 Volatilities 320
... 6.6 Correlations 327
... 6.7 Net Present Value Repository 328
... 6.8 Scenarios and Market Data Shifts 332
... 6.9 Market Data Interface 335 7 Hedge Management 347
... 7.1 From Exposure to Hedge Accounting 348
... 7.2 Customizing in Hedge Management and Hedge Accounting 373
... 7.3 Exposure Entry Types 389
... 7.4 Exposure Management 395
... 7.5 Implementation Guide 411 8 Reporting with the Information System 415
... 8.1 Logical Databases 416
... 8.2 SAP Queries and Drilldown Reports 452
... 8.3 LDB_PROCESS and RAPIs 458
... 8.4 SAP NetWeaver BI 466
9 Portfolio Controlling with the Analyzers 475
... 9.1 The Analyzer Family 476
... 9.2 Basic Principles, Architecture, and Data Retention 479
... 9.3 Common Control and Structuring Entities 520
... 9.4 Value at Risk 538
... 9.5 Online Analyses of the Market Risk Analyzer 552
... 9.6 The Results Database of the Market Risk Analyzer and Portfolio Analyzer 557
... 9.7 Credit Risk Analyzer 613
... 9.8 Tools: Parallel Processing 639 10 Interfaces and Enhancements 641
... 10.1 BAPI 642
... 10.2 XI Message 653
... 10.3 Enhancements 662 11 Legal Regulations 671
... 11.1 Sarbanes-Oxley Act 672
... 11.2 Tax Authority Requirements 674
12 Integration and System Tools 681
... 12.1 The Attribute Derivation Tool 681
... 12.2 Legacy Data Transfer 686
... 12.3 Initialization 693
... 12.4 Migration 697
... 12.5 Archiving 699 Appendix 701
A The Authors 703
B Acknowledgments 705
Index 707