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Function documentationEnter Expected Exposures

 

You use this function to enter expected exposures that have the category Manual Entry and to display expected exposure that already exist in the system for a specific key date.

Activities

Entering Expected Exposures Manually

  1. Call the function Enter Expected Exposures (transaction TPMEEM) in the application menu of the Transaction Manager under Start of the navigation path Transaction Manager Next navigation step Money Market/Foreign Exchange/Derivatives/Commodities Next navigation step Accounting Next navigation step Valuation End of the navigation path or under Start of the navigation path Financial Risk Management for Commodities Next navigation step Accounting Next navigation step Valuation End of the navigation path.

  2. In the Evaluation Parameters area, enter a date in the Effective From field and specify a type in the Expected Exposure Type.

    Note Note

    The expected exposure type needs to have the EE category Manual Entry.

    End of the note.

  3. Run the program by choosing Execute (Execute).

  4. The Maintain Expected Exposures screen appears. Choose Create Expected Exposures (Create Expected Exposures).

  5. In the dialog box that appears, select the relevant netting group or single transaction, and then choose Continue (Continue).

  6. In the list that appears, enter for each EE date the amount of the expected positive exposure and the amount of the expected negative exposure (with a minus sign).

    Note Note

    The dates are determined on the basis of the date in the Effective From field and the maturity band assigned in the Expected Exposure Type.

    End of the note.

  7. Save your entries.

Displaying Expected Exposures

  1. Call the function Enter Expected Exposures (transaction TPMEEM) in the application menu of the Transaction Manager under Start of the navigation path Transaction Manager Next navigation step Money Market/Foreign Exchange/Derivatives/Commodities Next navigation step Accounting Next navigation step Valuation End of the navigation path or under Start of the navigation path Financial Risk Management for Commodities Next navigation step Accounting Next navigation step Valuation End of the navigation path.

  2. Specify whether you want to display the expected exposures for single transactions or for netting groups.

  3. In the next screen, select a netting group or a single transaction.

  4. Enter a date in the Effective From field and specify a type in the Expected Exposure Type field.

  5. Execute the program.