flat compounding interest rate swap?
Hello, Does SAP have standard or workaround functionality to handle flat compounding interest rate swap? So,in our scenario,interest is settled every 6 months. Variable portion is calculated as...
View ArticleField selection for TS01
Hi All, Please let me know were can I change the field status for the following fields in Tcode TS01. Interest calculation methodInterest calendarCouponEffective interest rate methodEffective interest...
View ArticleNacha File Format
Hello Gurus, In my client place I have to genereat NACHA( Flate) FILE For outgoing payment of Vendor (Garnishment Child support) So as per the client Requiremet I have to use ACH specification...
View ArticleForeign Exchange Postings
Hello Experts, Please advise. What is the procedure with regards to the following situation. If I have foreign exchange forward and spot transactions with my house bank, how does the clearing happen...
View ArticleBest practices for Treasury
Hi,currently I am using a best practice (configuration guide) document for IHC to implement a prototype of Inhouse Cash. Therefore I asked myself if something like this exists for TRM and tata...
View ArticleLong haul method for Swap effectiveness
Hi, I find that SAP provides the following hedging strategies for calculating interest rate swap effectiveness100 CF spot period/period103 CF forward disc. cumulative106 CF fwd disc....
View ArticleAmortization of premium and upfront fee on bonds
Hi , We have to pass bond premium and upfront fee amortize entry (IFRS Standard) . I have tried throuhg Product Type 04M Please guide RegardsVilas
View ArticleNeed to post interest on a month basis in Bonds
Dear Experts, We have a scenario where interest is received on a monthly or quarterly basis for a Bond. The bond is purchased at a discounted value. How to do it in treasury? ThanksOM
View ArticleSAP Forex treasury G/L account determination on house bank base
Hi, While creating Forex contract in treasury module by using T code TX01, house bank and bank id information updated in payment details tab. I consider BP legal form, product type and transaction...
View ArticleForex hedge contract
Dear Gurus I am trying to evaluate a forex foward contract scenario. The scenario is as follow 100000$ fwd rate 48 conclusion date 03/07/2009. contract validity date is 01/03/2010 to 15/03/2010....
View ArticleInterest rate swap rate reset frequency different from payment frequency
I'm trying to enter a USD interest rate swap fix-flt against 3 month libor. The payment frequency is every 6 months but the rate is reset every 3 months. On some swaps interest is compounded in the...
View ArticleZTPM12
HI,In TPM12 transcation I am getting the output of profit / Loss in value.However I want the output in percentage (%). I have seen in Field selection also , but there is no field for percentage.I have...
View ArticleLoan Management
Dear Experts, We would like to implement Loan Management in our company. May I know where to find config note or guidance on how to start and maintain the config? Thanks.
View ArticleCreating business partner in counter party role without general role
Hello Experts When I create business partner (BP) for my broker, i directly use BP role - TR0151 (Counter Party). When I use this, system gives warning whether to directly create in General BP role...
View ArticlePosting of brokerage and restricting Margin Accounting Entry
Hello Experts I want to know regarding posting of Margin in Listed Derivatives - Commdity Futures. I have posted one purchase of future (Flow type - 1500). Future ID - Chana_MCX, Margin is Rs.10 per...
View ArticleCFM Market Risk Analyzer
Hi Experts, I am trying to configure Market risk analyzer part for my client in ECC5. Can anyone send me full configuration documents for this please..
View ArticleMarket Risk Analyzer : ALM simulation
Business requirement : to make a interest income/expense budget/forecast for the next fiscal year and to evaluate the P&L impact of future changes in the debt / investment portfolio. Idea for...
View ArticleDefine Account Assignment Reference for securities for different portfolio
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...
View ArticleSAP Treasury - TPM60 functionality
Dear All, I have a quick question around the functionality of TPM60 - Save NPV values. I am trying to do the set up for a FX forward (60A - 102)Based on my understanding, the data thats required for...
View ArticlePosition management procedure
When executing transaction TPM1, is there a way to credit a revaluation account, but debit two different accounts (changes in spot rate to one account and changes in forward points to another account)?...
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