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 BI Content Scenario for Treasury and Risk Management

The Treasury and Risk Management component comprises the following key areas:

  • Transaction Management

  • Position Management

  • Hedge Management

  • Results database of the Market Risk Analyzer and Portfolio Analyzer

  • Limit Management

Each area is assigned persistent databases for transaction data.

The BI Content is then displayed for the following operative areas: Transaction Management , Position Management, and Hedge Management . The namespace for these BI Content objects is 0CFM*.

Master Data Extraction

The applications require not only transaction data but also master data as a basis for the operational functions. The following grouping applies when mapping master data to BI Content InfoObjects:

  • Reuse general master data ( 0COMP_CODE for company code, for example)

  • Define InfoObjects that reflect the roots of both Treasury and Risk Management and CML (Loans Management), or objects that can be used together.

  • The namespace assigned to these objects is 0FS* (for example, 0FS_BALIND for balance sheet indicator).

  • Define original InfoObjects from Treasury Management with the namespace 0CFM*.

In addition, the logic for the extraction process differs for the relevant DataSources. Almost all InfoObjects are supplied with data from the operational system using simple full upload DataSources. One exception to this is the delta extractor 0FS_CTR_NO (loans contract number).

To simplify the modeling process, we strive to group all the required InfoObjects in the Treasury and Risk Management InfoObject catalogs.

Flow Data Extraction

Position management data from the Transaction Manager (Treasury Ledger) is available in BI Content in modeled form from the areas mentioned above.

Due to the large amount of data, an extractor capable of producing delta figures is used with a central incoming DataStore object (DSO 0CFM_O01 ).

The data from this DataStore object is updated to a position cube (IC 0CFM_C01 ) that has its own initialization DataSource. The DataStore object data can also be updated to other data targets at the same time.

Note Note

Delta extraction from Loans Management (CML) and Position Management in the Transaction Manager is controlled by time stamp management.

End of the note.

This DataStore object contains all the changed and new Position Management flows. An additional InfoProvider, InfoCube IC 0CFM_C02 with data from Position Management, is also available. This InfoCube contains transaction (flow) information (market values and simulated values) from Position Management that does not have delta flows.

Flow of BIC Scenario Flow Data