Editing a Scenario (SAP Library

Editing a Scenario

Choose Market data ® Scenarios ® Change.

This brings you to the screen Scenario administration: Initial screen.

Enter the (or a new) description for the scenario. To edit, choose Create, Change, Display or Delete.

To speed up the process of creating an entirely new scenario, you have the option of copying an existing scenario and simply making the necessary changes to it. The scenario data is transferred from the template.

To create a scenario, enter a scenario long text for the F4 help and a scenario short text for the drilldown.

If you wish to activate an additional authorization check for the individual scenario, assign an authorization group to this scenario on the tab page administrative data. You define the authorization group in Customizing of Treasury by choosing Market risk management ® Authorization administration ® Maintain authorization group.

Enter the required data by choosing the appropriate tab page. To enter new details, choose insert line.

Forex rates:

Always specify a reference currency and choose Continue. In the currency field, enter for which (foreign) currency you wish to define a currency rate scenario. Enter a bid rate and an ask rate. When you choose Continue, the system automatically enters the fields from currency and to currency on the basis of the settings you have made in Customizing of Treasury by choosing Treasury Management ® Basic functions ® Transaction management ® Currencies ® Leading currency.

Yield curves:

Before you can enter interest rates for yield curves, you need to enter a currency and a yield curve type (YCtype) and choose Continue. To maintain interest rates, select the line and choose . On the screen that now appears (Create grid points for yield curves), enter the scenario rates. The system offers you all the reference interest rates of the specified yield curve.

By choosing you can have a look at and change the selected yield curve. Choosing the help pushbutton provides you with general information on how to use the graphic. Double clicking on a grid point allows you to change the yield curve when in graphic mode. You have the following options for changing the yield curve in the SAP presentation graphic:

Function	Procedure	Result
Interpolation	Choose Interpolation, select the 2 grid points by dragging the mouse (the grid points' text changes to **), choose the interpolation type Polynomial, Spline or Linear.*	The yield curve is interpolated between the two selected grid points.
Mirror image	Choose Mirror image, double click on a grid point.	The yield curve is mirrored at the chosen grid point.
Total shift	Choose Total shift and move a grid point with your mouse.	All grid points are "shifted" by the chosen amount.
Rotation	Choose Rotation, double click on a grid point as axis (the grid point's text changes to **), choose with angle* or with shift. For a rotation with angle you can explicitly define the angle of rotation. Note that a 100% change is defined as a rotation angle of 0,3%.	The yield curve is rotated round the chosen grid point.
Single shift	Choose Single shift and move a grid point with your mouse.	The chosen grid point is "shifted" by the chosen amount.

To "shift" yield curves directly by a certain number of percentage points, choose Shift. This brings you to the screen Shifting yield curves. Enter for the yield curve you wish to "shift" the respective percentage by which it is to be shifted. The effect of the shift is that the zero coupon curve of the scenario is moved by the value entered. Then the system determines the grid points (reference interest rates) from the shifted yield curve.

The shifts are applied to the reference interest rates. If you choose Shift again, the previous shift will no longer be visible to you. Then you can define a new shift, this, however, again being based on the current market data.

If you wish to use current or historical market data as scenario values, choose Import market data and choose the desired Evaluation type, (which must already have been defined in Customizing), the date of the market data and the price parameters.
Choose .