1. SAP TREASURY AND RISK MANAGEMENT
ON-LINE TRAINING
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ON-LINE TRAINING
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2. SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
course overview
Overview SAP Treasury
General Master Data
Market Data Management
Transaction Manager: Money Market Trading
Transaction Manager: Foreign Exchange Trading
Transaction Manager: Derivative Trading
Transaction Manager: Commodity Trading
Transaction Manager: Hedge Management
Transaction Manager: Securities Management
Analyzer Basic Settings
Market Risk Analyzer
Credit Risk Analyzer
Portfoli Analyzer

3. SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
• Provide an overview of SAP Treasury and Risk Management
• Explain the various processes and the standard functions within Treasury
• Give an overview of the Transaction Manager
• Give an overview of the Market Risk Analyzer
• Give an overview of Credit Risk Analyzer
• Describe the full Treasury process
• Describe the different sub processes
• Know the difference between Money Market, Foreign Exchange,
Commodity, Derivative, and Securities
• Set up connection to Loans Management
• Identify connection points to other SAP modules
• Understand the reporting opportunities within SAP Treasury and Risk
Management (TRM)
• Provide an overview of the different risk processes
• Explain the Market Risk Management process
• Explain the Credit Risk Management process
• Explain the Portfolio Analyzer process
• Explain the Accounting Analyzer process
• Explain the Hedge and Exposure Management functionalionality.

4. SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
Treasury and risk management plays a critical role in an organization’s financial
operations, acting as the steward of the firm’s assets and liabilities.
The focus of treasury was historically on cash management,but today’s treasurer is
playing a more strategic, advisory role within the firm, working in partnership with
operational groups to oversee an organization’s financial supply chain.
Treasurers are interacting with a greater number of internal and external
constituents than ever before, and are increasingly relying on treasury management
technology to gain accurate,and timely visibility over their global cash position and
to move toward a goal of straightthrough-processing
of treasury transactions.

5. SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
Functional View of the Treasury and Risk Management
All SAP Treasury tasks and their distribution across the areas of Transaction
Manager and Risk Management can be derived from the business objectives. You
can use the Transaction Manager to optimize yields and cost structures, and Risk
Management to hedge against market and credit risks.
Transaction Manager supports the management of financial transactions and
positions.
You can use Market Risk Analyzer to analyze interest rate, currency, and stock
risks.
Credit Risk Analyzer helps you determine credit risks and includes an online
limit check.Comprehensive management of financial transactions and positions
• Trading and back office support
• Monitoring, checking, and releasing
• Data transfer to Financial Accounting (including accruals/deferrals and
valuations)
Flexible configuration of company-specific transaction and position management
processes
Assignment of financial transactions to portfolios or management in securitie

6. SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
General Master Data
You would like capture financial transaction in SAP Transaction Manager, master
data settings are required. You would be define required master data settings for
trading financial transactions.
• Set up House Bank settings, Process the SAP business partners
• Explain the role types defined in the business partner and create business
partner relationships
• Set up standing instructions and define authorizations for the business partner
• Differentiate between banks in general, business partner banks, and house
banks.Bank details, which are required for your own and the business partner bank,
maintained centrally in a “bank data pool”.
The bank data you enter is maintained in the Financial Accounting bank
directory, that is, structured automatically or manually, and can be accessed
throughout the system.
The bank directory contains the bank master data. This includes bank address data
and control data, such as swift codes and bank groups.
The bank directory must contain the master data for all banks that is required
for processing payments. These include your own house banks and the business
partner banks.

7. SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
Transaction Manager: Money Market Trading
Money market transactions
Interest rate instruments
Cash flow transactions
Facilities
Fixed-term deposits
– Due date arranged from the outset
– Fixed interest for the whole term (at least 30 days)
– Rollover facility
• Overnight money
– Term only lasts one day (current practice until further notice)
• Deposit at notice
– Concluded for an unspecified period
– Due date depends on the period of notice
Commercial Paper
• Short-term, discounted bearer bond
• No interest payments during the term.

8. SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
Transaction Manager: Foreign Exchange Trading
Name the product types in foreign exchange trading and the most important
business operations and functions in Trading, Back Office, and Accounting
• Process delta view in connection to money market
• Perform front-office processing for a spot or forward transaction and a
foreign exchange swap.
• Transfer the flows from the foreign exchange transaction to Financial
Accounting using the accounting functions
• Prepare and execute a key date valuation
• Standard reporting for FX transaction
Forex trading includes the following product types:
• Spot exchange (maturity 1–2 working dates)
• Forward exchange transactions
• FX Swap (spot and forward transaction)
Foreign exchange is traded as strategic investment (speculation) or as
hedging
instrument. Different product are use (posting, valuation)

9. SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
Transaction Manager: DerivativeTrading
Provide an overview of the derivative financial instruments supported by
Transaction Manager.
• Explain the various instruments for hedging against risks derived from
currency fluctuations
• Map these instruments in Transaction Manager
• Explain the various instruments for hedging against interest rate risks
• Map these instruments in Transaction Manager
• Explain the cash flow and product structure of an CCS
• Show an application example of an CCS
Derivative financial instruments relating to currency and interest can be divided
roughly into exchange transactions (upper half) and optional transactions (lower
half). The latter can also be further sub-divided into listed and OTC (Over The
Counter) options.
The building block concept applies here. This means that one instrument can be
formed from another or combined with others to create a new instrument.

10. SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
Transaction Manager: Commodity Trading
Trading commodity forwards, futures and swaps transactions in the Transaction
Manager module. Use the financial product for selling or purchase of commodity
positions.
Differentiate between transaction and Future Account Management
• Explain the various processes and the standard functions within Treasury
for Commodities
• Explain the different Product Types and Product Structures
Different commodity Product Types
• Differentiation between Transaction and Future Account Management
Define different types of master data settings, for trading commodities. The
lesson
include an overview about the following master data settings:
• Commodity ID,• Future Account,After completing this lesson, you will be able
• Set up commodity ID
• Set up a Commodity Class
• Set up Future Accounts

11. SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
Transaction Manager: HedgeManagement
Using SAP Hedge Management for mapping exposure and hedge item together.
Base of the hedge relationship you would be, carried out hedge effectiveness test
and post OCI valuation result into SAP-FI.
Understand Hedge Management (cash flow , fair value hedge and hedge for
net investment)
• Create a Hedge Relationship
• Perform an Effectiveness Test (prospective, retrospective)
At the end of this lesson, you will be able to distinguish the following hedge types:
• Cash Flow Hedge
• Fair Value Hedge
• Hedge of Net Investment
With a fair value hedge, balance sheet assets or liabilities or liabilities or
parts thereof that are not recorded on the balance sheet are hedged against
fair value changes due to a certain risk
• Fair value changes of the derivative as well as of the underlying transaction
to be hedged are shown in profit and loss statements.

12. SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
Transaction Manager: Securities Management
overview of securities management
• Available product types
• Overview transaction and position management
• Create business partners in different roles
• Maintain class master data, including basic data, conditions, and other data
• Set up securities accounts and portfolios, if required, to manage your
positions
• Understand and create position indicators
• Trading securities transactions
• Using the Collective Processing Function for entering security transactions
• Overview about the Position Management
• Familiarize yourself with the interface to accounting and the necessary
closing operations.
• Differentiate posting out of the transaction and position management
• Carrying out interest accrued and an valuation run
• Explain and perform position management in Transaction Manager

13. SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
Analyzer Basic Settings
You would like managing financial risks out of the financial transaction in the
Market Risk and Credit Risk Analyzer module.
Explain the risk type matrix (allocation of the different risk types
• Define a risk controlling process
Risk is the probability of a loss from a financial transaction.
The risk to a financial transaction is described as a market risk if it arises purely
from changes to market parameters (interest rates, exchange rates, currency
exchange rates, volatilities

14. SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
Market Risk Analyzer
Explain and execute NPV and sensitivity analyses
• Perform ALM analyses
• Calculate sensitivity key figures
• Perform Grid Analysis
• Define and use market data scenario and shifts
• Structure risk factors
• Define risk hierarchies
• Explain value-at-risk evaluations
• Differentiate between Monte Carlo simulation, the variance/covariance
approach, and historical simulation
• Explain how back testing works
• Understand the architecture of the Results Data Base
• Explain reporting in the Results Data Base
• Perform evaluations in the Results Data Base

15. SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
Credit Risk Analyzer
• Distinguish between credit risks and settlement risks
• Explain the CRA process (limit process)
• Define and check limits
• Make the connection between creating a transaction and determining the
attributable amount
• Use end-of-day processing in a target-oriented way
• Understand exposure determination
• Explain the basic terms of CRA
• Create a limit structure from individual limit types
• Create limit types from standard characteristics and characteristics you have
defined yourself
• Understand attribution amount determination
• Define n-dimensional limit structures
• Describe the determination procedure
• Explain the additional Limit Management functions
• Include business partner relationships in the setting up of limit structures

16. SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
Portfolia Analyzar
Trader remuneration
Profit source analysis
Analysis of investment policies
Internal controlling
Special funds
Quality rating of funds managers
Yield trends
Anonymous data -composite Standards (AIMR, DVFA, )
CompetitionMarketing
Anonymous data -compositesStandards