Calculating the Cash Flow (SAP Library - Market Risk Management (TR-MRM))

Calculating the Cash Flow

Choose Accounting ® Treasury ® Market Risk ® Information System ® Cash Flow ® Global Evaluation of Cash Flow.

The Cash Flow Analysis selection screen appears (report program RFTVCF00).

Select the financial transactions and underlying transactions to be analyzed. You can narrow the selection right down to single transactions.

Choose the Date from and the Date to.

Choose an evaluation type.

To stop posted transactions from being selected, mark the indicator Don’t include posted trans.

You can also specify a scenario.

Choose Execute.

Result

The cash flow contains all payments which are generated from the Date from until the Date to (horizon) by the selected financial transactions and underlying transactions.

The cash flows are assigned to five equal subperiods and totaled for each period.

In addition to fixed payments, you also see the conditional payments. The conditional payments are derived from the conditional transactions by using the market data for the date from and the forward/scenario data at the period end/horizon.