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 TRM, Trade Repository Reporting, Collaterals


With this product feature you can create and send trade repository objects (TAROs) to inform trade repositories about the collaterals for single financial transactions or portfolio collaterals for many financial transactions.

You can define special fields for the valuation TAROs and for the collateral TAROs which are not considered in TAROs of other action types (e.g. New, Backloading or Modification)

You can create valuation and collateral TAROs for a specific key date in the past.

You can use the new format trees TARO_VU and TARO_CU for the trade repository messages for valuations and collaterals or you can use them as template for your own DMEE foramt trees.

Note Note

System does not fill the fields for these TAROs.

End of the note.

Technical Details

Technical Name of Product Feature


Product feature is


Country Dependency

Valid for all countries

Software Component Version


Application Component



SAP Enhancement Package 5 (SP14) for SAP ERP 6.0

SAP Enhancement Package 6 (SP13) for SAP ERP 6.0

SAP enhancement package 6 for SAP ERP 6.0, version for SAP HANA, Support Package 07

SAP Enhancement Package 7 (SP05) for SAP ERP 6.0

Required Business Function(s)

TRM, New Instruments, Accounting Enhancements, Reporting (FIN_TRM_LR_FI_AN_3)

Effects on Existing Data

The function Update Trade Repository Objects (transaction FTR_TARO_PROCESS) has been enhanced. The new scope of update 5 Collateral Update is available. The scope of update 3 now also considers collaterals and has been renamed to Update Including Valuation and Collateral. In addition, the new field Key Date Valuation/Collateral appears when you choose the scope of update 2 Valuation Update 3 Update Including Valuation and Collateral and 5 Collateral Update.

Effects on Customizing

Changed Customizing

In the Customizing under Start of the navigation path Treasury and Risk Management Next navigation step Transaction Manager Next navigation step General Settings Next navigation step Information System Next navigation step Trade Repository Reporting End of the navigation path the following Customizing activities have been changed:

  • Define Settings for Trade Repositories

    • The area Settings for Trade Repositories has been enhanced with the field Collateral Update. Here you decide whether you want to send collateral TAROs or not. You have the following options:

      • No Collateral Update

      • Update Collateral Separately

        Choose this option, when the trade repository expects to receive separate trade repository messages for the collaterals of the reported financial transactions. The changes in the collaterals will be reportet to the trade repository with a seperate trade repository message with action type 35 (Collateral Update). The trade repository messages with action type 10 (New) and 20 (Modification) do not contain the collateral value. You trigger these trade repository messages with the function Update Trade Repository Objects (transaction FTR_TARO_PROCESS) by choosing the scope 5 (Collateral Update) or 3 (Update TAROs Including Valuations and Collaterals).

      • Update Collateral (Not Separately)

        In this case, the collaterals are reported to the trade repository with trade repository messages with action type 10 (New) and 20 (Modification). The system determines the collateral value whenever you create or change a financial transaction.

    • In the area Format Trees for Outgoing Messages there is now a field to enter a format tree for the Collateral Message.

      The new format trees TARO_VU for valuation update und TARO_CU for collateral update are available which you can use as template to build your own DMEE format trees.

    • The dialog structure has been enhanced by the new pages Fields for Valuation and Fields for Collateral. When you do not enter fields here the following fields are used as default:

      • Valuation

        • MTM_CURR

        • MTM_VALUE




      • Collateral


        • COLLAT_CURR

        • COLLAT_PORTF

        • COLLAT_PORTF_C

        • COLLAT_VALUE

  • BAdI: Fill Content for Trade Repository Object

    The new method GET_COLLATERAL_PORTFOLIO of the BAdI BADI_TLR_TARO_FILL_CONTENT is available which you can use to detemine the collateral portfolio for a financial transaction.