Use

You can use this logical database to evaluate positions in SAP Treasury and Risk Management ( TR ) on a given key date. This enables you to analyze all the key figures and characteristics that are relevant for accounting for the specified key date.

Integration

This logical database is used for InfoSets in the SAP Query application.

See also:

InfoSets for the Transaction Manager

Features

This logical database enables you to analyze all the position components for the evaluation key date.

Acquisition value

Book value

Amortization

etc.

The following key date references are available:

Value date

The key date refers to the value date of the subledger positions.

Posting Date in the Document

The key date refers to the FI posting date.

Position evaluation usually occurs on only one key date.

If multiple individual key dates or key date intervals are selected using the multiple selection function, SAP Query determines the positions for each individual key date. The key figures used in the query are recalculated for each individual key date and displayed in a list. You can compare key dates for a defined period.

Based on this logic, multiple selections result in considerably longer runtimes, so the number of key dates to be evaluated should be kept as small as possible.

Example

Position evaluation on 05/31/2005

SAP Query interprets the key date as the position value date or posting date, depending on the selected key date reference. The position calculation is based on all business transactions up to and including 05/31/05. The system calculates the position on the key date from these business transactions. Any business transactions after the key date are not included in the key date position calculation:

Moreover, accounting regulations such as IAS or US GAAP prescribe that financial assets must be subdivided into different holding categories in the balance sheet. Within these categories, unrealized gains and losses resulting from valuations may need to be treated differently depending on how they affect profit/loss:

Affecting profit/loss: Unrealized gains or losses are posted directly to the profit/loss account.

Not affecting profit/loss: Unrealized gains or losses are initially posted to a revaluation reserve. Any opposing write-ups or write-downs or (partial) outflows must be cleared against this account before they are posted to the profit/loss account.

The FTI_LDB_TR_POSITIONS logical database enables you to make a distinction between valuation results that affect the profit/loss account and those that do not.

Note

The FTI_LDB_TR_POSITIONS logical database enables cross-evaluations for SAP Treasury and Risk Management ( TR ) and CML ( Loans ). However, the key figures available in the area of CML are restricted to accounting-based basic key figures.

Acquisition value

Book value

Valuation

Amortization

If you require more information for your CML positions, you can use the FTI_LO_POSITIONS logical database instead. This database has a range of key figures and characteristics specific to CML.

In structure LDB FTI_TR_POSITIONS, each key figure is offered in different currencies:

Position currency (PC)

Local currency (LC) / Valuation currency (VC)

You define the valuation currency for each combination of parallel valuation area and accounting code and determine the currency in which positions are managed for this combination. The valuation currency can therefore be regarded as the "local currency" of the valuation area within the accounting code.

Evaluation currency

The currency in which you run an evaluation. You can define your evaluation currency. The core calculation component uses the evaluation currency for analytical operations, such as costing, controlling, and risk analysis. The evaluation currency differs from the transaction currency and the display currency.

Example:

During the NPV analysis, the system determines the net preset value in the evaluation currency.

Display currency (DC)

If the display currency is different to the original currency, the currency is translated using the translation type specified at the start of the report. The default translation type is "001", with currency translation at the average rate and today as the key date . However, you can create and use your own translation type.

Portfolio (position)

You can use this field to select positions that are defined using the following differentiation terms: valuation area, special valuation class, accounting code, ID number, and portfolio.

Business partner (commitment)

The business partner is interpreted differently depending on the contract type:

In the case of loans (contract type 1), selection is made based on the main borrower.

In the case of securities (contract type 2), selection is made based on the issuer.

For all other contract types, selection is made based on the counterparty.

Interpretation of leading currency indicator

If you set this indicator, then in the case of swap transactions (forex and forward exchange transactions, swaps) the (default) logic of the pure transaction master data is not used to fill the following key figures. Instead, those key figures with the currency reference "position currency of incoming side" now carry the value of the leading currency side (with a positive '+' sign if this is also the incoming side of the transaction, and with a negative '-' sign if it is the outgoing side of the transaction) and the other way around.

Nominal value, incoming side in position currency of incoming side

Nominal value, outgoing side in position currency of outgoing side

Net present value, incoming side in position currency of incoming side

Net present value, outgoing side in position currency of outgoing side

And the respective fields in display currency and calculation currency

The indicator has no other effects, not even on the positive/negative sign for the net present value or other values.

Exclude planned data indicator

Planned records are not taken into account if you set this indicator.

When a selection is made using the key date reference "posting date", the indicator is irrelevant as planned records are not taken into account in this case.

This indicator is not supported for loans in valuation area 001.

You can select by securities account/securities account group. Note that a selection according to these characteristics is only possible if a position differentiation by securities account/securities account group has been defined in the relevant valuation areas. Only then are positions “tailored” to fit these characteristics and only then is a logical data selection possible.

Relationship between selection fields Securities Account and Securities Account Group

If securities account was selected as the only differentiation criteria in a valuation area, a selection based on securities account group will not return any positions. If you leave the securities account group field empty, the system gets the relevant positions. In the report display, the Securities Account Group field is not filled.

If securities account group was selected as the only differentiation criteria in a valuation area, a selection based on securities account will not return any positions. If you leave the securities account field empty, the system gets the relevant positions. In the report display, the Securities Account field is not filled.

If both securities account and securities account group are selected as differentiation criteria, selections are based on both the securities account and securities account group , however in this case you cannot carry out a cross-securities account valuation.

You often have a scenario in which one parallel valuation area only uses the securities account group as the differentiating criterion, and a second parallel valuation area only uses the securities account. If you want to evaluate a securities account group (as defined in the securities account master data) for both valuation areas, and restrict the selection for the securities account group accordingly, no positions are selected for the valuation area that is differentiated by securities account, and vice versa. For this reason there is an indicator, Interpretation of Securities Account Group , described below.

Interpretation of Securities Account Group indicator

If you select positions by securities account group for a valuation area that is only differentiated by securities account, the system selects the securities accounts assigned to this securities account group in the securities account master data.

In the report display, the otherwise empty Securities Account Group field is filled.

Control Risk Management (NPV) Buffer

You can use the logical database FTI_TR_LDB_POSITIONS to calculate risk key figures (such as NPV or duration) in real time. These calculations may be very time-consuming, depending on the scope of the position. You can therefore calculate the key figures in advance and transfer them to the market data buffer using batch planning (table FTI_MARKET_VALST).

Choose one of the following methods to determine the risk key figures:

Risk management data is recalculated.

The key figures are always recalculated. The terms may be very long.

Risk management data is read from the buffer.

The system first attempts to read the key figures from the market data buffer. If the system cannot find any values, the key figure is recalculated online.

Risk management data is read from the buffer limit.

The system first determines the number of selected position records. If this number exceeds the predefined limit, the system accesses the market data buffer. If the limit is not exceeded, the key figures are recalculated.

See Performance Functions for Reporting

Remaining term

The remaining term lets you see the terms of the capital investments that belong to the position. The remaining term is computed as the difference between two dates, as specified on the selection screen.

Remaining term based on key date

The report computes the difference between the end of term of the financial product and the selected key date.

Remaining term based on today

The report computes the difference between the end of term of the financial product and the current date.

Remaining term based on reference date

Here, an additional date field is shown. The report computes the difference between the end of term of the financial product and the specified reference date.

Three characteristics are available in the logical database for the output of the remaining term:

Remaining term in days

Remaining term in months

Remaining term in years

Historical account assignment reference indicator

If you select this indicator, the system may access historical data when evaluations are made in the past, instead of reading the current account assignment reference. For example, if an account assignment reference transfer was posted in the past, the system displays the account assignment references and G/L accounts as per the respective key date.

Summarize results indicator

Summarizing Results using Characteristics

Hide zero records indicator

If this indicator is set, the data records containing key figures selected in the report definition with a key date value of zero are excluded from the report output.