Real-Time Update of Mark-to-Market Values

If a physical or financial transaction, or a raw exposure is changed the respective mark-to-market values are automatically updated.

Prerequisites: To use this function, you must set the Real-Time Update Upon Change indicator for a specified single records procedure in the Market Risk Manager (transaction AFWKF_RA). This setting can be performed for the key figure categories RAB01 und RAB04 (discounted and undiscounted mark-to-market).

Once a day (for example at the start of the day) you must manually execute the basic run so that the follow-up adjustment runs can automatically be performed (transaction AFWKF_RA)

Log for Real-Time Update of Mark-to-Market Values

Real-time updates of mark-to-market values are recorded in a log file. As soon as a source document position is changed, the respective log item is automatically updated accordingly. For real-time updates that could not be performed, error log items are created. Reasons can be, for example, that the basis run has not been started yet, or other technical issues.

For checking the error log items you can use transaction FTREX_LG1 in the SAP Easy Access menu under  Treasury and Risk Management Financial Risk Management for Commodities Exposure Management Tools .