Overview

Get the answers to your SAP Treasury and Risk Management questions in this updated comprehensive reference. This book explores the intricate solution from end to end, and includes helpful examples of how to work with business requirements and customize your system. Master the most common problem areas, and get familiar with SAP's additions and improvements up to EHP6. 1. Master the Basics: Understand how to work with and ensure the quality of your master and market data, and get to know transaction management processes in detail. 2. Position Management and FI Integration: Get familiar with position management in the Transaction Manager, external position management, and integration with the SAP General Ledger and other SAP components. 3. Exposure and Hedge Management: Learn how to manage your hedge risks from operations, treasury external risks, or treasury positions. 4. Portfolio Controlling: Find out what tools are available to monitor the risks of your portfolio and how to use them: Market Risk Analyzer, Value at Risk, or the results database. 5. ...and Much More: In this second edition, you'll find all topics updated, including correspondence and exposure management, reporting, and enhancements. Highlights include: Master and market data Transaction management Correspondence Position management Exposure management Integration with other modules Hedge Accounting for Exposures and Positions Reporting Portfolio controlling with the Analyzers Interfaces and enhancements Legal regulations Integration and system tools

Full Product Details

Author:   Rudolf Bryša ,  Thomas Fritzsche ,  Markus Heß ,  Sönke Jarré
Publisher:   SAP Press
Imprint:   SAP Press
Edition:   Second Edition
Dimensions:   Width: 17.50cm , Height: 5.30cm , Length: 22.90cm
Weight:   1.882kg
ISBN:  

9781592294336

ISBN 10:   1592294332
Pages:   1114
Publication Date:   28 April 2013
Audience:   General/trade ,  General
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

Introduction Welcome to SAP Treasury and Risk Management Content and Structure of the Book Overview of Financial Instruments History of SAP Treasury and Risk Management Enhancement Packages for SAP ERP 6.0 Rapid Deployment Solution and SAP Treasury and Risk Management Master Data Central Customizing Settings Commodity Master Data Class Master Data Business Partners Organizational Elements Transaction Management Financial Transaction Trading Back-Office Processing Operative Reporting Product Categories Architecture Specific Topics Correspondence The Old Correspondence Functions Migration Basic Principles Customizing and Master Data Outbound Process Inbound Process Mapping Matching Alerts Display Correspondence Monitor Enhancements (BAdIs) Position Management Basic Terms External Position Management Basic Principles of Internal Position Management Processes of Internal Position Management Sample Scenarios Integration with Other Modules Paying Valuation Area Financial Accounting Processing Payments SAP Cash and Liquidity Management Public Sector Management Regulatory Reporting Market Data Foreign Exchange Rates and Foreign Exchange Swap Rates Security Prices Reference Interest Rates and Yield Curves Commodity Prices and Commodity Forward Curves Indexes Credit Spreads Volatilities Correlations Net Present Value Repository Scenarios and Market Data Shifts Market Data Interface Exposure Management Basic Principles Raw Exposure Raw Exposure Customizing Releasing Raw Exposures Exposure Position Integration of Logistics into Treasury Hedge Accounting for Exposures Processes in Hedge Accounting for Exposures Customizing Ways to Create Exposures Implementation Guide Hedge Accounting for Positions Processes in Hedge Accounting for Positions Position Management in Hedging Relationships Effectiveness Test Reporting with the Information System Logical Databases SAP Query Function Module LDB_PROCESS and RAPIs SAP NetWeaver BW Portfolio Controlling with the Analyzers The Analyzer Family Basic Principles, Architecture, and Data Retention Common Control and Structuring Entities Value at Risk Online Analyses of the Market Risk Analyzer The Results Database of the Market Risk Analyzer, Portfolio Analyzer, and Accounting Analyzer Credit Risk Analyzer Tools: Parallel Processing Interfaces and Enhancements BAPIs PI Message Enhancements Legal Regulations Sarbanes-Oxley Act Tax Authority Requirements Integration and System Tools Attribute Derivation Tool Legacy Data Transfer Initialization Migration Archiving Appendices Bibliography The Authors Acknowledgments Index

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Author Information

Rudolf Bryša, 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 Bryša 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. Thomas Fritzsche studied Mathematics at Bergische Universität in Wuppertal, Germany. After receiving his degree in Mathematics, he started working at SAP AG's SAP Treasury and Risk Management development department in 2002. He initially started in the business management area and processing of financial products, and then transferred to SAP Japan in Tokyo for more than three years. There, he supported numerous international SAP customer projects. He then returned to SAP AG in Walldorf in 2009. Since then, he has primarily worked in the area of treasury position management. As a development architect, his work focuses on the software architecture of the entire SAP Treasury and Risk Management solution. Dr. Markus Heß studied Physics at Ruprecht Karls University in Heidelberg, Germany. After completing his doctorate work at the Max Planck Institute for Nuclear Physics, he was awarded his PhD by the Heidelberg University in 1998. In the very same year, he started his professional career at SAP AG. He has always worked in software development for financial applications. Since 2010, he has worked in the SAP Treasury and Risk Management area. In his role as senior developer, he assumes responsibility for the development and architecture of Analyzers, focusing on the Market Risk Analyzer. 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 Laboratory 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 University of Warwick, England, and was awarded his doctorate degree by the Ludwig-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 Fédérale 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.

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