© 2014 SAP AG. All rights reserved. 2
(K03) - Treasury and Risk Management:
Foreign Exchange Instruments – Without Options (page 1)
Cash Manager
SAP ERP
(K01) Treasury and Risk
Management: Money Market
Instruments
Analyze Liquidity Forecast
C
Analyze daily cash position
B
Trader Back Office
Send outgoing MT300 message
3
Import incoming MT300 message
4
Match correspondence objects and settlement
status
5
Check matching
F
Next Page
Import Market Data
1A
Create Foreign Exchange contract
E
Check limit utilization report
D
Check Correspondence Monitor
F
Generate limit utilizations
2
1
Risk Controller
Send confirmation email
6
Check Correspondence Monitor
F
Find deal and match detail details
F
Set settlement status
5
(K03) Treasury and Risk
Management:Foreign
Exchange Instruments –Options only
Receive incoming confirmation
1
(K01) Treasury and Risk
Management: Money Market
Instruments
© 2014 SAP AG. All rights reserved. 3
(K03) - Treasury and Risk Management:
Foreign Exchange Instruments – Without Options (page 2)
Cash Manager
SAP ERP
Trader Back Office Accountant Risk Controller
Previous Page
Next Page
2
Calculate or maintain fair value of transaction
7H
Perform key date valuation
8I
Monitor Trade Repository Messages
G
© 2014 SAP AG. All rights reserved. 4
(K03) - Treasury and Risk Management:
Foreign Exchange Instruments – Without Options (page 3)
Previous Page
3
Post to general ledger
9K
Post realized profit and loss
M
Fix rate
J
For NDF only
SAP ERP
Back Office Accountant Risk Controller
Generate payment request for mature
transaction
9K
Process payment request
L
Bank initiated payment
Not-NDF
Send confirmation email
6
Check Correspondence Monitor
F
Find deal and match deal details
F
Set settlement status
5
Send outgoing MT300 message
3
Import incoming MT300 message
4
Match correspondence objects and settlement
status
5
Check matching
F
Check Correspondence Monitor
F
Receive incoming confirmation
Check subledger positions
O
Check subledger Cash Flow
N
Check Posting Journal
Q
Use Alert Monitor
P
4
Check limit utilization report
D
Run Threshold Calculation
Check Threshold Report
R
© 2014 SAP AG. All rights reserved. 5
(K03) - Treasury and Risk Management:
Foreign Exchange Instruments – Without Options -
Intercompany (page 1)
Cash Manager
SAP ERP
Trader Back Office
Create Foreign Exchange contract
E
Risk Controller
1
Create FX mirror deal
Next Page
Check Correspondence Monitor
F
Set deal to matched
F
Set settlement status
5
Send confirmation email to subsidiary
6
Check Transaction Management Collective
Processing Report
S
Set settlement status for subsidiary
S(K01) Treasury and Risk
Management: Money Market
Instruments
Analyze Liquidity Forecast
C
Analyze daily cash position
B
(K03) Treasury and Risk
Management:Foreign
Exchange Instruments –Options only
Import Market Data
1A
Generate limit utilizations
2
1
© 2014 SAP AG. All rights reserved. 6
(K03) - Treasury and Risk Management:
Foreign Exchange Instruments – Without Options –
Intercompany (page 2)
Cash Manager
SAP ERP
Trader Back Office Accountant Risk Controller
Previous Page
Monitor Trade Repository Messages
G
Next Page
2
Calculate or maintain fair value of transaction
7H
Perform key date valuation
8I
© 2014 SAP AG. All rights reserved. 7
(K03) - Treasury and Risk Management:
Foreign Exchange Instruments – Without Options –
Intercompany (page 3)
Previous Page
3
Post to general ledger
9K
Post realized profit and loss
M
Fix rate
J
For NDF only
SAP ERP
Back Office Accountant Risk Controller
Generate payment request for mature
transaction
9K
Process payment request
L
Not-NDF
Check Correspondence Monitor
F
Set deal to matched
F
Set settlement status
5
Send confirmation email to subsidiary
6
Check Transaction Management Collective
Processing Report
S
Set settlement status for subsidiary
S
Check subledger positions
O
Check subledger Cash Flow
N
Check Posting Journal
Q
Use Alert Monitor
P
4
Check limit utilization report
D
Run Threshold Calculation
Check Threshold Report
R
© 2014 SAP AG. All rights reserved. 8
(K03) - Treasury and Risk Management:
Foreign Exchange Instruments – Options Only (page 1)
Cash Manager
SAP ERP
Create Liquidity Forecast
C
Trader Back Office
Next Page
Create Foreign Exchange contract
E
Check limit utilization report
D
Risk Controller
Check Correspondence Monitor
F
Send confirmation email
6
(K03) Treasury and Risk
Management:Foreign
Exchange Instruments –w/o Options
Receive incoming confirmation
Find deal and match deal details
F
Set settlement status
5
Import Market Data
1A
Generate limit utilizations
2
1
© 2014 SAP AG. All rights reserved. 9
(K03) - Treasury and Risk Management:
Foreign Exchange Instruments – Options Only (page 2)
SAP ERP
Trader Back Office Accountant Risk Controller
Previous Page
Next Page
Post to general ledger
9K
2
Calculate or maintain fair value of transaction
7H
Perform key date valuation
8I
Bank initiated payment
Generate payment request
9K
Process payment request
L
Monitor Trade Repository Messages
G
© 2014 SAP AG. All rights reserved. 10
(K03) - Treasury and Risk Management:
Foreign Exchange Instruments – Options Only (page 3)
Previous Page3
Post realized profit and loss
M
SAP ERP
Trader Back Office Accountant Risk Controller
Decide to expire
S
Check subledger positions
O
Check subledger Cash Flow
N
Check Posting Journal
Q
Use Alert Monitor
P
4
Check limit utilization report
D
Decide to exercise option
S
Create FX Spot contract
Run Threshold Calculation
Check Threshold Report
R
Check Transaction Management Collective
Processing Report
S
2
© 2014 SAP AG. All rights reserved. 11
(K03) - Treasury and Risk Management:
Foreign Exchange Instruments – Icon Legends (1)
Transaction Menu Path
TBEX Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market
Environment Market Data Spreadsheet
FF7A Accounting Financial Supply Chain Management Cash and Liquidity Management Cash Management Information System
Reports for Cash Management Liquidity Analyses Cash Position
FF7B Accounting Financial Supply Chain Management Cash and Liquidity Management Cash Management Information System
Reports for Cash Management Liquidity Analyses Liquidity Forecast
TBLB Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Information System
Reports Risk Settings Limit Management Limit Utilizations Overview: Selection Using All Characteristics
TX.1/TX10/
FTR_CREATE
Accounting Financial Supply Chain Management Treasury and Risk ManagementTransaction Manager Foreign Exchange
Trading
FTR_COMONI Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market
Back Office Correspondence Correspondence Monitor
FTR_TARO_MONITOR Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Information System
Reports Regulatory Reporting Trade Repository Reporting Monitor for Trade Repository Objects
TPM60 Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market
Accounting Valuation Determine Net Present Values
TPM1 Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market
Accounting Valuation Execute Valuation
TXV5 Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Foreign Exchange
Back Office Rate Fixing Manual Fixing
TBB1 Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market
Accounting Posting Post Flows
F111 Accounting Financial Accounting Banks Outgoings Automatic Payment Payment Requests
TPM18 Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market
Accounting Derived Business Transactions Post and Fix
TPM13 Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market
Information System Position Trend Position Flow List
TPM12 Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market
Information System Position Position List
FTR_ALERT Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market
Information System Transaction Alert Monitor
TPM20 Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market
Information System Accounting Posting Journal
FTR_THRESHOLD_DISP Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Information System
Reports Regulatory Reporting Clearing Threshold Reporting Clearing Threshold Report
FTR_00 Accounting Financial Supply Chain Management Treasury and Risk Management Transaction Manager Money Market
Back Office Collective Processing Transaction Management
Icon
© 2014 SAP AG. All rights reserved. 12
(K03) - Treasury and Risk Management:
Foreign Exchange Instruments - Icon Legends (2)
Icon Legend for Batch Jobs Icon Legend for Timer Events / Links
1
2
3
Icon Name
Daily
Period end has been reached
Transaction is mature
Daily reporting
Start here for creation of a FX Spot
contract spawned by a FX Option
Continue with complete sequence (FX
w/o Options page 1) for the FX Spot
contract
4
2
1
Name
TBEX
KLNACHT
TSW2 (RFTXM320)
FTR_IMPORT
FTR_COMONI
FTR_COMONI
TPM60
TPM1
TBB1
F111
TPM18
FTR_THRESHOLD_CALC
FTR_CREATE
FTR_00
Icon