Risk Profiles
You use risk profiles to create commodity price exposures for specific customer groups. By selecting a risk profile in Customizing, you specify which data is relevant for your business processes and is considered in the program.
The following business scenarios exemplify different views of risks and consequently different risk profiles:
A commodity consumer purchases commodities on a market with price volatility, consumes these commodities in a production or refinement process, and sells the resulting finished products on a market without price volatility. Variable prices on the call side represent a risk.
A producer or trader of commodities sells commodities on markets with price volatility. Any differences from the market price or market price references, for example, as a result of price fixing or price rules, represent a risk.
A commodity converter sells commodities on a market with price volatility, processes them, and then sells them on another market with price volatility. Price fixing either on the call or put side represents a price risk.
From a technical point of view, risk profiles are filter-specific implementations of the BAdI BAdI: Risk Profiles for Commodity Price Exposures
(BADI_COEX_RISK_PROFILE
). You can find this BAdI in Customizing for Treasury and Risk Management
under 
Transaction Manager
General Settings
Exposure Management 2.0
Reporting for Commodity Price Exposures
Risk Profiles for Commodity Price Exposures
.
The BAdI contains the following methods:
GENERATE_FTA_EXPOSURE
Risk Profile 100: Generate contract price exposures and market price exposures from financial transactions
Risk profile 200 and 300: Generate contract price exposures from financial transactions
CHANGE_SIGN
Change +/- sign for commodity transactions
Note: For risk profile 200, the exposure quantity resulting from the fixed price of the purchase order is displayed as a positive value. The exposure quantity resulting from the fixed price of the sales order is displayed as a negative value.
GET_MARKET_PRICE_RULE
Risk profile 100: Determine market price rules for commodity transactions
Risk profile 200: To display material stock exposures, the system adds the standard index information for the commodity to the raw exposures whose origin is
MATST
.Risk profile 300: Determine market price rules for commodity transactions