SAP Treasury and Risk Management - Covers Functions, Usage, and Customizing in Detail. Explains Transaction Management, Position Management, and Hedge Management. Explores Reporting, Portfolio Management, and Risk Management

This comprehensive guide introduces you to the functionality and helps you quickly master the usage of SAP Treasury and Risk Management. Learn about the most important customization settings as well as typical use cases and get straightforward solutions to many of the most common problems. With volumes of detailed screenshots, in-depth overviews and practical examples, all components of the tool are covered in detail from transaction and position management, to risk and performance analyses, to reporting and beyond. Plus, you ll also benefit from expert guidance on interfaces and integration as well as compliance requirements. The book is up-to-date for SAP ERP 6.0.
Highlights include:
Master Data
Transaction Management
Position Management
Integration With Other SAP Modules
Market Data
Hedge Management
Reporting
Risk and Performance Analysis
Interfaces and Enhancements
Compliance and Sarbanes-Oxley Act

Sommario

1 Introduction 15 1.1 Dear Reader 15 1.2 Topics of this Book 18 1.3 Overview of Financial Instruments 22 1.4 History of Treasury and Risk Management 26 1.5 Development of Functions in Recent Releases 272 Master Data 31 2.1 Central Customizing Terms 32 2.2 Product Master Data 36 2.3 Business Partners 45 2.4 Organizational Elements 513 Transaction Management 55 3.1 Financial Transaction 56 3.2 Trading 90 3.3 Back Office Processing 98 3.4 Operative Reporting 113 3.5 Architecture 119 3.6 Specific Topics 1284 Position Management 139 4.1 Basic Terms 140 4.2 External Position Management 147 4.3 Basic Principles of Internal Position Management 182 4.4 Processes of Internal Position Management 2135 Integration with Other Modules 257 5.1 Operative Valuation Area 258 5.2 Financial Accounting 259 5.3 Processing Payments 287 5.4 Cash Management 2976 Market Data 301 6.1 Foreign Exchange Rates and Foreign Exchange Swap Rates 301 6.2 Security Prices 303 6.3 Reference Interest Rates and Yield Curves 308 6.4 Indexes 319 6.5 Volatilities 320 6.6 Correlations 327 6.7 Net Present Value Repository 328 6.8 Scenarios and Market Data Shifts 332 6.9 Market Data Interface 3357 Hedge Management 347 7.1 From Exposure to Hedge Accounting 348 7.2 Customizing in Hedge Management and Hedge Accounting 373 7.3 Exposure Entry Types 389 7.4 Exposure Management 395 7.5 Implementation Guide 4118 Reporting with the Information System 415 8.1 Logical Databases 416 8.2 SAP Queries and Drilldown Reports 452 8.3 LDB_PROCESS and RAPIs 458 8.4 SAP NetWeaver BI 4669 Portfolio Controlling with the Analyzers 475 9.1 The Analyzer Family 476 9.2 Basic Principles, Architecture, and Data Retention 479 9.3 Common Control and Structuring Entities 520 9.4 Value at Risk 538 9.5 Online Analyses of the Market Risk Analyzer 552 9.6 The Results Database of the Market Risk Analyzer and Portfolio Analyzer 557 9.7 Credit Risk Analyzer 613 9.8 Tools: Parallel Processing 63910 Interfaces and Enhancements 641 10.1 BAPI 642 10.2 XI Message 653 10.3 Enhancements 66211 Legal Regulations 671 11.1 Sarbanes-Oxley Act 672 11.2 Tax Authority Requirements 67412 Integration and System Tools 681 12.1 The Attribute Derivation Tool 681 12.2 Legacy Data Transfer 686 12.3 Initialization 693 12.4 Migration 697 12.5 Archiving 699Appendix 701A The Authors 703B Acknowledgments 705Index 707

Info autore

Dr. Klaus G. Müller studierte Physik an der Universität Bonn und am Max-Planck-Institut für Polymerforschung Mainz und wurde 1996 von der Johannes-Gutenberg-Universität Mainz promoviert. Seit 1996 arbeitet er bei der der SAP AG im Umfeld von Treasury- und Bankenanwendungen, immer mit Schwerpunkt auf analytischen Applikationen. Seine bisherigen Aufgaben lagen in Entwicklung und Support ebenso wie im Produktmanagement und der Projektleitung. Er begleitete Einführungsprojekte bei Kunden wie MEAG, Provinzial oder Statoil genauso wie verschiedene Pilotierungsprojekte. Heute beschäftigt er sich als Development Architect mit Fragen der Architektur innerhalb des Treasury and Risk Management.

Riassunto

• Master Data


• Transaction Management


• Position Management


• Integration With Other SAP Modules


• Market Data


• Hedge Management


• Reporting


• Risk and Performance Analysis


• Interfaces and Enhancements


• Compliance and Sarbanes-Oxley Act

Dettagli sul prodotto

• Autori: Sönke Jarré, Reinhold Lövenich, Andreas Martin
• Editore: Rheinwerk Verlag
• Lingue: Inglese
• Formato: Copertina rigida
• Pubblicazione: 30.04.2008
• Pagine: 722
• Peso: 1335 g
• Illustrazioni: w. num. figs.
• Serie: SAP PRESS
• Categoria: Scienze sociali, diritto, economia > Economia > Economia aziendale