Position Management Procedure (SAP Library - Functions in the Parallel Valuation Areas)

Position Management Procedure

Definition

The position management procedure determines which steps are used in key date valuation or in generating the derived business transactions and also the sequence in which the steps are performed.

You use a transfer category to define how, in the case of a position transfer (for example, a position class transfer or a securities account transfer) the position components in the target position are to be filled where the target position components do not match the source position components.

The following steps are available dependent on the position management category:

OTC Derivatives (posting to P&L)

001 One-step price valuation
004 Security valuation
005 Foreign currency valuation

OTC Derivatives (transfer from underlying)

001 One-step price valuation
004 Security valuation
005 Foreign currency valuation

Forward exchange transactions

004 Security valuation
006 Security valuation - forward exchange transaction
007 Swap/Margin accrual
008 Swap valuation

Index-linked bonds

002 Amortization
003 Index valuation
004 Security valuation
005 Foreign currency valuation

Forwards

004 Security valuation
005 Foreign currency valuation
007 Swap/Margin accrual

Securities/loans/money market without index-linked bonds

001 One-step price valuation
002 Amortization
004 Security valuation
005 Foreign currency valuation

Integration

You determine how the various steps are to be carried out in Customizing. Choose the following IMG activities under Transaction Manager ® General Settings ® Accounting ® Parallel Valuation Areas ® Settings for Position Management ® Key Date Valuation.

Define Amortization Procedure

Define One-Step Price Valuation Procedure

Define Securities Valuation Procedure

Define Foreign Currency Valuation Procedure

Define Price Valuation Procedure for Forward Exchange Transactions

You create the position management procedure using the IMG activity Define Position Management Procedure.

Using Assign Position Management Procedure, you determine the rules for assigning the position management procedures to the positions.