Risk Profiles for Commodity Position Overview

The following new risk profiles are available for the Commodity Position Overview:

Risk Profile 200:

Risk profile 200 represents the risk perspective of a commodity trader or producer. In this risk profile, the fixed price is seen as a price risk. The risk profile shows the quantities of stock exposures, physical transactions, financial transactions, and the outright positions. For this risk profile, the following queries are provided:

Commodity Position Overview (2O0CFM_CTY_EXP/0CFM_CTY_EXP_Q2001)
Historic Commodity Position Overview (2O0CFM_CTY_EXP/0CFM_CTY_EXP_Q2002)
Commodity Position Overview (hierarchical) (2O0CFM_CTY_EXP/0CFM_CTY_EXP_Q2003)
Historic Commodity Position Overview (hierarchical) (2O0CFM_CTY_EXP/0CFM_CTY_EXP_Q2004)

Risk Profile 300:

Risk profile 300 represents the risk perspective of a commodity consumer. In this risk profile, the floating price is seen as a price risk. The risk profile shows the quantities of stock exposures, physical transactions, financial transactions, and the outright positions. The hedge ratio shown is the quota of floating against fixed quantities. For this risk profile, the following queries are provided:

Commodity Position Overview (0CFM_CTY_EXP_Q3003)
Historic Commodity Position Overview (0CFM_CTY_EXP_Q3004)
Commodity Position Overview (hierarchical) (0CFM_CTY_EXP_Q3001)
Historic Commodity Position Overview, (hierarchical) (0CFM_CTY_EXP_Q3002)

You can create additional reporting variants considering market price rules and with all origins that reflect your individual risk perspectives.

Technical Details

Technical Name of Product Feature	COMMRM_ANALYTICS_RP
Product feature is	New
Country Dependency	Valid for all countries
Software Component Version	EA-FINSERV 617
Application Component	FIN-FSCM-TRM (Treasury and Risk Management) FIN-FSCM-TRM-TM (Transaction Manager) FIN-FSCM-TRM-TM-TR ( FIN-FSCM-TRM-TM-TR) FIN-FSCM-TRM-CRM (Commodity Risk Management)
Availability	SAP Enhancement Package 7 (SP04) for SAP ERP 6.0
Required Business Function(s)	FIN_TRM_COMM_RM_4

Customizing

You need to have made the settings under Treasury and Risk Management Transaction Manager General Settings Exposure Management 2.0 Reporting of Commodity Price Exposures Risk Profiles for Commodity Price Exposures .
From the technical point of view, risk profiles are filter-dependent BAdI implementations. You can find this BAdI under Treasury and Risk Management Transaction Manager General Settings Exposure Management 2.0 Reporting of Commodity Price Exposures Risk Profiles for Commodity Price Exposures BAdI: Risk Profiles for Commodity Price Exposures .
To consider risk positions from purchase orders and sales orders, you need to make the settings under Logistics - General Treasury and Risk Management Integration Sales and Distribution Settings (or Materials Management Settings) Assign Commodity IDs to Condition Types .
The risk-relevant conditions for purchase orders must be defined. You find this setting under Logistics - General Treasury and RiskManagement Integration Materials Management Settings Define Commodity Settings for MM Condition Types .
For material stock exposures, you need to have made the settings under Logistics - General Treasury and Risk Management Integration Materials Management Settings Define Relevance Settings .