The system now also supports the creation of financial objects (FO) for sub raw exposures (in addition to exposure positions). FOs can be created either for commodity price risks or for foreign exchange risks. The system can create multiple financial objects for the same raw exposure. The new granularity for the FO creation can be used, for example, in mark-to-market reporting, and this enables users to drill-down to source transactions and source documents.
The following transactions, among others, use the new FO granularity:
JBRF0
)
JBDO
)
- Generate Financial Objects for Raw Exposures
(AFO_AP_REXP_MMIG
)
- Edit Financial Objects for Raw Exposures
(AFO_AP_REXP_MUPD
)
- Analyze Logs
(AFO_FOI_PD
)
Technical Name of Product Feature |
|
---|---|
Product feature is | New |
Country Dependency | Valid for all countries |
Software Component Version | EA-FINSERV 617 |
Application Component | FIN-FSCM-TRM (FIN-FSCM-TRM) FIN-FSCM-TRM-TM (Transaction Manager) FIN-FSCM-TRM-MR (Market Risk Analyzer) FIN-FSCM-TRM-CRM (Commodity Risk Management) |
Availability | SAP Enhancement Package 7 (SP04) for SAP ERP 6.0 |
Required Business Function(s) |
|
If documents for Logistics
(such as purchase orders) need to be considered during FO creation, you need to have activated the Log2TRM
integration. For this, make the settings under . The activity type used must be assigned to an approach category with variable prices. You find this setting under . Note: For stock exposures (with origin MATST
), the creation of financial objects is not supported.
To enable FO data to be specified during the entry of transactional data, you need to activate the respective component. For this, choose CFAFOIACT_REXP
).
For operating exposures, you can activate the FO integration within a company code both for commodity price risks and FX risks. Note: If, for a selected company code, you want to activate financial object integration only for selected risk categories (FX risk or commodity price risk), you need to set the Use for Risk Category
indicator.
To prevent the same risk from being considered multiple times, you have to select the respective evaluation type. To do this, choose Financial Object Selection
tab and select an entry under FO for Operational Exposure
.
To determine how the system transfers the financial object properties from the data fields of raw exposures or exposure positions, you need to have defined a derivation strategy for each analysis structure.
For this, choose AFO_FOI_DER_REXP
) or Define Derivation Strategy for Exposure Positions
(view AFO_FOI_DER_EXP
).
For individual derivations, you can use the BAdI: Raw Exposures
.
With the BAdI: Relevance for Raw Exposures
, you can explicitly exclude raw exposures or exposure positions from FO creation.