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How to view total balance per bank ?

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Dear all,

I have a question with regards to the cash position report FF7A. My client is using many different currencies but whishes to have the cash position per Bank in USD.

 

The issue is that in this report you first have to select the currency and then you can view the balance per Bank. Is it possible to have it the other way around, that is first choose the Bank to then be able to convert all currencies into USD by using button "Translate to display currency"?

 

Thank you in advance for your kind help.

 

Kind regards.


FTR_TEX_REXP_OVERVIEW_UI - Function moduel

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Hi,

 

I like to use FTR_TEX_REXP_OVERVIEW_UI  to      get the position amount . I exceute the FM with import parameters with ranges values given the exposure id in ranges..its shown error.I dont know why but without ranges values in import parameter its executing correctly with all exposure id . But I want particular ranges of exposure id.

 

Solve this.

SYNTAX_ERROR- after implemnting note for TPM15M CPLTD

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Hello All,

 

I have been encountering many syntax error after  implementing below SAP note as by below post.

 

Example for TPM15M CPLTD (current portion of a long term debt)

 

515125    reclassification money market: current portion long term

 

1776554  release of CPLTD reclassification functionality



1) Syntax error example: below error while trying TPM82


Syntax error in program "CL_VALCLASS_TRANSACTION_VCL===CP


Syntax error for example 1.JPG


2) Syntax error example: below error while trying FWZZ


Syntax error in program "SAPLFVW4

 

Syntax error - 2.JPG

 


Can anyone, Please let me know whether you had face this issue too? and how you have resolve this.


I will really appreciate if anyone can share some inputs to resolve this issue. I am aware at the end i need to take technical help but point is i am facing many syntax error after implementing note for TPM15M CPLTD.


Regards,

Jain


TBB4 - Treasury Module (Virtual Close)

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Hello Experts,

 

Our client is planning to go for Virtual Close, so they want to know from Treasury side if TBB4 can run on a daily basis?

As TBB4 is usually a  month end activity used for accrual of interest expense/income, and it get reversed the next day i.e. 1st day of the next month.

 

If we can run TBB4, what will be the impact?

Do we need to change the configuration?

Is there any risk involved?

 

Please advise.

Thanks - Imran.

Define Account Assignment Reference for securities for different portfolio

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Hi,

 

In need to assign different account reference for the same product type but different portfolio for securities. Example:

 

Account assignment reference REF_Z01 for product type Z40 and PORFOLIO1

Account assignment reference REF_Z02 for product type Z40 and PORFOLIO2

 

I customized in Treasury and Risk Management->Transaction Manager-> General Settings -> Accounting -> Link to Other Accounting Components ->Define Account Assignment References

 

REF_Z01 Account assignment reference 1

REF_Z02 Account assignment reference 2

 

Then in Treasury and Risk Management->Transaction Manager-> General Settings -> Accounting -> Link to Other Accounting Components ->Define Account Asst Reference Determination (Securities/Listed Derivatives)

 

Constant REF_Z01

 

Target field: COMMON DATA: AA_REF

Tab Condition:

COMMON DATA PRODUCT_TYPE = Z40 

COMMON DATA PORTFOLIO = PORFOLIO1

 

And

 

Constant REF_Z02

 

Target field: COMMON DATA: AA_REF

Tab Condition:

COMMON DATA PRODUCT_TYPE = Z40 

COMMON DATA PORTFOLIO = PORFOLIO2

 

However when I enter in transaction TPM55A to create the position indicator the Acct Assign Ref is in blank and the field Portfolio in blank too.

 

Is possible define a different account assignment reference for the same product type but different Portfolio?

 

Could anybody help me, please?

 

Thanks,

 

Adriana Rivera

Borrowing base setup in SAP treasury

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Hi Experts,

 

Can someone guide to setup borrowing base functionality in SAP treasury module. As per this concept,The amount of money a lender (Bank) will loan to a company based on the value of the collateral the company pledges. The borrowing base is usually determined by a method called margining, where the lender determines a discount factor that is multiplied by the value of the collateral; the result is the amount that will be loaned to the company.

 

I am not not sure how to track these collateral (assets/commodities etc) to borrowing base product.  Can guide me configuration steps involved here?

 

Thanks,

AR

Cash Mgmt FF7A Error

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Hi Friends,

 

I have activated CM for TRM module and done the required configuration. But, while drill downing the FF7A I am getting the below error.

 

Level LB belongs to Treasury. No matching line items found

Message no. RQ147

 

Please do let me know did I miss any thing?

 

Your accurate response is highly appreciated.

 

Thanks,

VNTR

Currency physical inventory in TRM

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Dears,

 

My client is a financial services company (foreign currency exchange company), and one of their process at the end of the day is currency physical inventory for the amounts the tellers have, So how to map this cycle in SAP FI/TRM, or we should go to a Z solution.

 

Thanks,

Ahmed Samir


Calculation Error in Securities Valuation

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Hi EXPERTS, Im having the following issue: When trying to valuate (TPM1) a local variable rate bond Im getting the full present value of the bond in the valuation. For example the book value is 3000 and the actual price is 100.5 so the result Im ACTUALLY getting is 3150 and what Im looking to get is the difference of the book value to actual price that is 150.


I have the following configuration:

 

1. Position management procedure = (1000) SE/Loan: Mark-to-Market (P/L) / Amortization (SAC Net)

2. Position Management Cat: Sec./Loans/M.Mkt/List.Opts.Norm.Style.(w/o index link bonds)

3. Transf Cat: Only Post to Used Componentes

4. Step 1: Type of Step: 4 - Security Valuation

5. Procedure: 1000 Mark to Market (P+L)

6. In 1000 Mark to Market (P+L) the configuration is as follows:

     1. Rate/Price Type: 01 (Spot)

     2. NPV Type: 001 (Continuos Valuation)

     3. NPV Category: Dirty

     4. Price Rate Type: M

     5. Write Up Rule: Write Up to Market Value/Present Value

     6. Write Down: Write Down to Market Value/Present Value

     7. All the other boxes unchecked

7. In Key Date Valuation>Assign Update Types for Valuation> 1000

     1. Sec. Valuation: Security Write Up: V200; Security Write Down V201. Reset VR200, VR201

 

ANY HELP WOULD BE GREATLY APPRECIATED

 

best regards

 

Santiago

Market Risk Analyzer screenshots Value at Risk, Stress Testing

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Hi,


Could anyone provide screenshots of the results of transactions in the area of FSCM TRM Market Risk Analyzer and Portfolio Analyzer for:

1. Daily Value at Risk (DVaR) and backtesting of DVaR,

2. Stress testing (simulation scenarios, market data shifts) and backtest

 

Transactions:

VaR Individual analysis RMV0, AIS_STDREP, JBWA

Portfolio hierachy (AFWPH, JBRK)

Single value analysis (profit & loss) AISPL

Simulation scenarios: scenario administration (TV21), market data shifts (JBRO)


My business users need some examples to start the discussion going and get then get the detailed requirements.

 

Thanks!

TBB1 Error-Urgent

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Dear All,

 

While running TBB1 Posting maturity flows of Fixed term deposit (51A) getting the below error in PRD. I researched on the below errors

 

 

1.Internal error: Business transaction I'm not sure exactly why its coming but recently we activated business transactions in PRD system may be its one of the reason.

 

 

2. Recording Position Management error during distribution: I Checked all the setting of PMP all required fields are assigned.

 

 

Please request you to give inputs from your end and it Would be greatly appreciated.

 

 

tbb1 error.PNG

 

Thanks and Regards,

Prasad

Structured Products in SAP Treasury

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HI All I have a unique scenario where in I need to map the structured FX products in SAP for my corporate treasury group Presently my business uses an online platform from bank which helps them to deal in various structured products Below are the products the client deals in 1. Zero Collar 2. At Expiry 3. Dual Currency Forward Say for example At Expiry Suppose business is entering into a buy transaction where they decide to purchase the USD Call JPY Put option. Here in the current online platform business enters below parameter for processing 1. SPOT Rate 2. Strike 1 3. Strike 2 4. Strike 3 Amount  :: 2M Leverage :: 1.5times Leveraged amount :: 3M (Calculates automatically) Premium amount :: 1000 USD. Expiry dates :: Here business has multiple expiry dates upfront on weekly basis , means I buy an structured product on 1st Oct my first expiry for same shall be on 7thfollowed by 14,21,28, till 13 periods Now if below are my values in Spot rate :: 120 Strike 1 : 121 Strike 2 :: 118 Strike 3 :: 117 The condition will work as below If USD / JPY 118 and 121 – Business to buy 300M at 121 Can someone please help me if such scenario with multiple expiry dates / Leverage amount and condition be done for Options in SAP. Thanks Vishal

Zero Coupon

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Hi Friends,

 

Could you please let me know how to calculate the Zero coupon in risk analysis. For example interest rate is different from the Zero coupon value in the below screen shot.

Term

Annual base

days

Interest days

Interest rate

Zero coupon

ZBDF

Cumulated

ZBDF

1 month

360

31

4.2

0.42000000

0.996396366

3 months

360

92

4.5

0.45000000

0.988630746

1 year

360

365

5.3

0.53000000

0.949004205

2 years

360

730

5.45

0.54521000

0.897943323

0.962184819

Please do let me know if any formula to calculate the Zero coupon.

 

Thanks,

VNTR

Realised valuation for FX/forward deal

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Dear Friends,

 

Is it possible to vary the valuation method for Realised valuation (Derived Bus Trans - TPM18) like its possible for TPM1?

If yes, where to customize?

 

The expected result were that only the imputed swap points (forward rate minus the spot rate) would be posted as realised gain/loss...

 

Eg data from a SAP contract:

1000     Buy foreign exchange     34 438 000,00     +     USD

2000     Sell foreign exchange     114 341 047,60-     -     MYR

 

Rate           3,320200000

Spot           3,316000000

Swap         0,004200000

 

The realised G/L should be: swap x USD amount = 144 639,60 USD

 

Many thanks,

Denes

Structured FX Products in SAP Treasury

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HI All I have a unique scenario where in I need to map the structured FX products in SAP for my corporate treasury group Presently my business uses an online platform from bank which helps them to deal in various structured products

Below are the products the client deals in

1. Zero Collar

2. At Expiry

3. Dual Currency Forward

Say for example At Expiry Suppose business is entering into a buy transaction where they decide to purchase the USD Call JPY Put option.

Here in the current online platform business enters below parameter for processing

1. SPOT Rate

2. Strike 1

3. Strike 2

4. Strike 3

Amount  :: 2M

Leverage :: 1.5times

Leveraged amount :: 3M (Calculates automatically)

Premium amount :: 1000 USD.

Expiry dates :: Here business has multiple expiry dates upfront on weekly basis , means I buy an structured product on 1st Oct my first expiry for same shall be on 7thfollowed by 14,21,28, till 13 periods

Now if below are my values in

Spot rate :: 120

Strike 1 : 121

Strike 2 :: 118

Strike 3 :: 117

 

The condition will work as below

If USD/JPY below 118 - Business to buy 200M at 118

If USD / JPY 118 and 121 ; Business to buy 200M at 121

If USD greater than:; Business to buy 300M at 121

 

 

Can some please help and let me know if this is feasible and provided in SAP if not what best approach can be taken

Thanks

Vishal


NPV calculation in TPM60

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Hi Friends,

 

I have a query about the calculation process of NPV in TPM60.

 

I have created one FD on 01.10.2015 and the maturity date is 02.10.2015 which means the days count comes as 61 days. I have maintained the reference interest rates are as follows:

 

for 31 days 0.16

for 61 days 0.19

 

If I am generating TPM60 on 01.10.2015 system is considering par value and Zero coupon rate as 0.19, and generating ZBDF and calculating the NPV accordingly - This I have understand.

 

But, If I am generating the TPM60 on 10.10.2015 system is considering par value and Zero coupon rate as 0.1809989 and calculating ZBDF and NPV accordingly - This logic I am not able to understand

 

Please help me to understand the logic behind the calculation of NPV on 10.10.2015.

 

Thanks in advance.

 

Regards,

VNTR

IHC- Error ALE

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Hello All,

 

I am facing issue for IHC module, When i tried F110  i am not able to generate IDOC. i checked all the setting relevant with same but yet not luck.

 

Can anyone share experience on this.

IDoc type could not be determined for the IDoc

Message no. B1090

 

IDOC error.JPG

Look forward for some inputs.

 

Regards,

Jain

TPM1 Valuation Message no. VAL105

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Dear Experts,

i am experimenting problems when running TPM1, with this operation OTC; interco Facilities Utilization product.

 

I am getting this messages:

  • The position was valued according to the settings of the relevant position management procedure. No write-ups/write-downs were generated.)


This is not true the update type is set in Settings for Position Management, increases as Post Negative Purchase Value, and the Investment / Decrease set as Post Purchase Value. The transaction has no postings, but flows Flagged for posting

 

And following messages:

  • “Market exchange rate is being used instead of purchase exchange rate”
  • "Market exchange rate is being used instead of book exchange rate”

 

 

Could you get me a hint?

 

Thanks!

user exit in Fixed Term Deposit (Transaction TM01)

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Hi,

 

I want block creating some production type(Eg: 101)  in transaction TM01 through user exit, because this certain production type will be migrated to  New system (Summit) on cut over day,others production type transaction will be remain on SAP system.


What i need is, If some user create transaction with production type 101 using TM01 transaction,then system will delivery message " This production type 101 is offline,Exit and not saved".  then transaction halt and exit.


but others,(Eg: 102) will continue without break.


can anyone tell me what user exit or method can achieve it? 


Appreciate any inputs - thanks.


System Overwrites FX Rate

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Hi EXPERTS, when entering a FX spot transaction in FTR_CREATE Product type 60A entering the following information:

 

BUY

Currency: USD

Amount: 1000000

 

SELL

Currency: MXN

Amount: BLANK (I enter NO Value)

 

Rate/Value Date

Rate: 12

 

When I hit <Enter> after entering the date the System overwrites the 12 and substitutes it automatically to 15.79. After this is impossible to change the rate.

 

PLEASE HELP!!

 

Any help, info would be greatly appreciated

 

Best Regards

 

SANTIAGO

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