Object documentationFinancial Objects

 

If you want to analyze financial transactions, bank transactions, positions, and so forth in the risk analyzers of Treasury and Risk Management or in the SEM components of SAP Banking, you have to create a financial object for each object that you want to analyze. Additional information that is required for risk analysis is also entered into the financial object.

You can create financial objects for SAP Banking or SAP Treasury and Risk Management, for example, for the following objects:

  • SAP Banking

    • BCA Accounts

    • Positions

    • Generic Transactions

    • Variable Transactions

    • Facilities

    • Loans

  • SAP Treasury and Risk Management

    • Money Market Transactions

    • Foreign Exchange Transactions

    • OTC Derivatives

    • Securities and Listed Derivatives

      • Security Transactions

      • Class Positions in Securities Account

      • Class Positions in Positions Account

      • Lot-Based Positions in Futures Account

    • Subledger Positions and Subpositions

    • Interest-Independent Financial Statement Items

    • Operating Exposures: Raw exposures and exposure positions for the risk categories Commodity Price Risk and Currency Risk

    • Trade Finance

Structure

When creating a financial object, (transaction JBDO), enter the following data:

  • General Part: General data (such as the product type) for the financial object.

  • Profitability Analysis data

  • Analysis: Data that is relevant for Market Risk Analysis and Asset Liability Management

  • Default Risk Limit: Data about the Default Risk and Limit System

  • External Key Figures:

    External key figures are items of information that you can store in the SAP system for further calculations. They take the form of amounts, quantities, or percentages. The key figures themselves are not calculated in the system. The external key figures are used in the Default Risk and Limit System (for determining the settlement amount) and in Asset Liability Management.

    As a prerequisite, you must define the customer-specific key figure categories (in the namespaces Y or Z) that you need for customer-specific key figures. You can find this setting in Customizing under Start of the navigation path Treasury and Risk Management Next navigation step Credit Risk Analyzer Next navigation step Basic Settings Next navigation step Master Data End of the navigation path or under Start of the navigation path SAP Banking Next navigation step SEM Banking Next navigation step Data Pool Next navigation step Define External Key Figures End of the navigation path.

  • Additional Data: Object number for financial transactions

Integration

Financial objects can be created immediately when creating financial data or exposure data. To be able to do so, you need to activate the automatic financial object integration. Moreover, you can store derivation strategies that can be used to fill the fields of the financial objects automatically. For more information, see Automatic Integration of Financial Objects.

More Information

Edit Financial Objects

Maintain Financial Objects for Subledger Positions and Subpositions

Display Financial Objects