Logical Database FTI_TR_DEALS

Use

The FTI_TR_DEALS logical database is used to evaluate financial transactions in SAP Treasury and Risk Management on a given key date. It focuses on evaluating data that originates from transaction management.

Integration

This LDB is used for InfoSets in the SAP Query application.

See also:

InfoSets for the Transaction Manager

Features

  • In addition to the basic transaction data, the logical database also evaluates a range of detailed information:

    • Transaction flows

    • Conditions

    • Formulas used in the conditions

    • Interest rate adjustment data

    • Payment data (payment details)

    • In the case of options, the data for the underlying and its flows

    • Key figures (including sensitive key figures)

  • The logical database FTI_TR_DEALS does not have a flat structure, but is rather hierarchically structured according to individual areas. The structure maps the foreign key relationships that exist in the underlying tables in the SAP system.

  • You can display many risk key figures (for the NPV, duration, or option, for example) that provide an integrated view of all the transaction data.

  • Evaluations based on LDB FTI_TR_DEALS are for a given date, in which the key date always refers to the position value date of the financial transaction. The system also determines the transaction status that is effective on the key date.

    The key date-based selection takes into account the transaction activity effective on the key date as well as the start and end of term of a financial transaction. The flows and conditions valid for the relevant activity are selected. This type of selection is particularly relevant for OTC transactions that create the position. Listed transactions (transactions for securities, futures and listed options) do not have a term end. Transactions selected according to key date cannot provide "positions" for the valid transactions. For these types of transactions, it is useful to limit by the closing date. Due to the different characteristics of OTC transactions that create a position (with an end of term) and listed transactions (without an end of term) you should avoid combined reporting.

    The key date also determines certain time-based attributes such as the current valid reference interest rate or the next fixing date. The net present value and sensitive key figures are also calculated on the key date.

  • You can make your selections on the basis of reference categories that reference financial transactions for different purposes.

    These may include foreign exchange swaps, foreign exchange rollovers, or mirror transactions. The new 'ICH' reference category refers to issue positions and manually linked interest rate hedge transactions (such as interest rate swaps).

    If you select the ICH reference category, the following special function is activated in the logical database:

    In addition to selecting the financial transactions, the system also selects the corresponding class positions in the securities account. This provides you with an overview of the current securities issues and their hedge transactions.

  • Indicator Split Syndicate

    If you set the indicator, all drawing objects (drawing transactions) in syndicated facilities are broken down (split) according to the participant behind it.

  • Indicator Generate Duplicate-Sided Transactions

    If you leave the initial indicator blank, each transaction is displayed in reporting for the logical database as a record with the keys company code and transaction . A series of key figures is available in three versions with three currency references.

    • Key Figure

    • Key Figure Incoming Side

    • Key Figure Outgoing Side

      An example of a key figure in three variants is the "nominal value". For all exchange transactions (swaps, FX, FX forward transactions) both side references (“key figure incoming side" and "key figure outgoing side") are filled. The key figure that does not explicitly reference a side remains empty. However, for all other non-exchange transactions, the key figures without an explicit side reference are filled.

      If the indicator has been set , however, the following logic applies to exchange transactions (swaps, FX, FX forward transactions):

    • A record with the keys company code, transaction , and side , is generated for each side of the transaction (incoming and outgoing).

    • Key figures that reference a side are mapped in the key figure without an explicit side reference in which the following applies:

      • the "side" key is filled according to the reference to the side.

      • the amounts of the outgoing side with a change to the plus/minus sign are mapped to the amount that is in the key figure without explicit side references.

    • Key figures that cannot be assigned to a side are sometimes displayed in a third record with “no side”.

    • The Interpretation of Leading Currency indicator is inactive and therefore cannot be set.

  • 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.