Category Archives: SAP Treasury

Risk Analyzers

In this article, I want to give a very brief outline on the Risk Analyzers and show the steps for configuring the credit risk and market risk analyzers and a very short one on the portfolio analyzer. I need to … Continue reading

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Partly Paid Shares

In this, I make an attempt to explain / show the configuration required for recording of subsequent payments in case of partly paid shares. Below, I show it through the creation of a new update type for the ‘part payment … Continue reading

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Futures–Valuation of a Position in a Foreign Currency

In this, I try to make an attempt to explain the valuation logic for futures in SAP where the position currency is different from the valuation currency (read…..Local Currency). I am not sure whether I will succeed. But anyway here … Continue reading

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SAP Process–Index Futures, Repo…….

In this, the following process are covered: Index Futures, Repos with Collateral Transfer, Interest Rate Swap, Forward Rate Adjustment (FRA) and OTC Forex European Currency option cycle where settlement is ‘Physical Exercise’

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SAP Process–Dividends, Interest on Bonds

  This covers Dividends on Shares and Interest on Bonds including accrual of Bonds Interest.

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SAP Process–Corporate Actions

In these series, I try to cover the various process in SAP Treasury for recording of various Financial Instruments and its associated activities. First it will have the process map and then the detailed process step instructions and finally a … Continue reading

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SAP Exposure Management 2.0

In this article I try to show the new Exposure Management module – 2.0, which has been introduced in EHP4 by SAP. Please note that I have not done any actual implementation for any customer on this new Exposure management module 2.0. … Continue reading

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Hedge Management

Below I try to explain the basic principles in Hedge Accounting and the process in SAP. Please note that Hedge Accounting and Financial Instruments under IFRS are undergoing changes including replacement of IAS39 and changes to Hedge Accounting and Disclosure requirements. Hence, … Continue reading

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How to Upload Foreign Exchange Rates, Reference Interest Rates, Securities Prices into SAP using Excel

With this I am starting to put on blog the little I know about SAP especially the SAP Treasury module. I shall not always be putting detailed documents like the one below. I shall be happy if one person finds … Continue reading

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