Basic Key Figures Calculated by the SAP
System 
The system calculates the NPV of a transaction in the following way:
Transaction Form |
Net Present Value |
Loans, money market transactions |
Net present value of incoming cash flows |
Generic transactions |
Net present value according to the selected transaction |
All other transactions |
Current net present value |
The system calculates the nominal amount of a transaction in the following way:
Transaction Form |
Nominal Amount |
Stocks |
Net present value of the stock item |
Index-based transactions |
Value of the index item |
Forward exchange transactions |
Nominal amount of incoming cash flows in transaction currency |
Interest instruments, loans |
The amount outstanding on the evaluation date |
Swaps with principal swap |
Amount of the highest occurring nominal amount after the evaluation date in transaction currency |
Swaps without principal swap |
Current, decisive nominal amount of the swap |
FRA |
Nominal volume |
Caps/floors |
Nominal volumes of the current caplets/floorlets |
Stock options |
Net present value of the stock item |
Index options |
Value of the index item |
Options on forward exchange transactions |
Nominal amount of incoming cash flows in transaction currency |
Options on interest instruments |
Nominal amount of the interest instruments |
Options on swaps |
Current nominal amount of the swap |
Warrants |
Same as for options (subscription ratio is also taken into account) |
Generic transactions |
Net present value according to the selected transaction |
The system calculates the advance payment amount of a transaction in the following way:
Transaction Form |
Advance Payment Amount |
Foreign exchange spot and forward transactions |
Nominal amount of outgoing cash flows in transaction currency |
Securities forward transactions |
Purchases – agreed purchase price, sales – NPV of the security item that is to be delivered |
Swaps |
The amount of the outgoing cash flow due after the current evaluation date |
The system calculates the return payment amount of a transaction in the following way:
Transaction Form |
Return Payment Amount |
Foreign exchange spot and forward transactions |
Nominal amount of incoming cash flows in transaction currency |
Securities forward transactions |
Sales – agreed purchase price, purchases – NPV of the security item that is to be delivered |
Swaps |
The amount of the incoming cash flow due after the current evaluation date |
Money market transactions |
Nominal amount + last incoming cash flow |
Loans |
Nominal amount |
The net present value and the nominal amount based on the external commitments of a transaction are calculated as follows:
Transaction Form |
Net Present Value and Nominal Amount Based on External Commitment |
Loans |
Commitment capital |
Variable transactions (not relevant in the TRM component), BCA accounts |
External commitment |
This setting cannot be used for any other transactions.
If you set the Maximum Commitment/Utilization indicator when you define the variable assignment ID, you can have even greater control over how basic key figures are assigned for loans, variable transactions, and BCA accounts. This function is only effective if you use the basic key figures net present value (0001), nominal amount (0002), net present value based on external commitment (0005) or nominal amount based on external commitment (0006) in the variable assignment.
If you do not set the indicator, then the system calculates basic key figures as follows:
Key Figure |
Loan |
Variable Transaction |
BCA Account |
0001 NPV |
NPV of incoming cash flows |
Current balance |
Current balance |
0002 Nominal amount |
Residual capital |
Current balance |
Current balance |
0005 NPV based on external commitment |
External commitment |
External credit line |
External account limit |
0006 Nominal amount based on external commitment |
Commitment capital |
External credit line |
External account limit |
If you have set the indicator, then the system calculates the maximum amount of the key figuresnet present value and net present value based on the external commitment, or nominal amount and nominal amount based on the external commitment.
Variable 1: Net present value
Variable 2: Nominal amount
Max. Commitment/Utilizationindicator is set.
If this setting is made, then for loans, variable transactions and BCA accounts the system checks the following:
Variable 1: Maximum of variable 0001 net present value and 0005 net present value of the external commitment
Variable 2: Maximum of variable 0002 nominal amount and 0006 nominal amount of external commitment.