What's New Viewer - SAP S/4HANA

Date for Exposure Item Determination for Non-Deliverable Instruments

With this feature, you can influence how exposure items are determined for non-deliverable instruments, such as non-deliverable forwards, that are used as hedging instruments. You can now decide in the hedging area whether the value date or the fixing date of the non-deliverable instrument is used.

Technical Details

Type

New

Functional Localization

Not applicable

Scope Item

Not applicable

Application Component

FIN-FSCM-TRM

Available As Of

SAP S/4HANA 1909 FPS01

Additional Details

The determination of the exposure item hedged with a non-deliverable instrument, such as a non-deliverable forward, is now subject to the newly introduced Date for Determining Exp.Itm for Non-Del. Inst. indicator.

Two different attribute values are available:
  • Fixing date

  • Value date

The default value is the value date.

Depending on this setting in the hedging area, the system searches for the exposure item using the value date or the fixing date.

If hedge accounting is active for the hedging area, the hedging relationships are created, and the planned dedesignation date and the dedesignation date of the hedging relationship are set either to the value date or to the fixing date of the hedging instrument.

Effects on Existing Data

This newly introduced indicator does not have an effect on existing hedging relationships. The indicator is visible in the hedging area and shows the default value Value Date. This setting corresponds to how system behavior was previously.

You cannot apply the indicator to existing hedging areas. To be able to use the indicator, you have to create a new hedging area.