SAP Treasury & Risk Management Course Content:

Treasury & Risk Management Introduction

  • Basic Settings
  • Company Code and Required setting till GL Accounts Creation
  • Customer Master Data
  • Business Partners Creation

General Settings in Transaction Manager

  • General settings
  • Define Company Code additional data
  • Define Portfolio ( Money Market, Foreign Exchange, Derivatives,
  • Commodities and Securities)
  • Define Traders (Business Partners)
  • Assign Factory Calendar
  • Define and Assign Accounting codes and Valuation areas
  • Initialization of Parallel Valuation Areas
  • Define and Assign Valuation Classes
  • Define Account Determination

Money Market / Foreign Exchange (includes Delta settings)

  • Define Product Types
  • Define Number range for Transaction Types
  • Define Flow Types Assign Flow Type to Transaction Type
  • Define Calculation Procedure for Derived Flows
  • Define Derivation Procedures and Rules
  • Define Update Types and Assign Usages
  • Assign Flow Types to Update Types
  • Define Correspondence Activities
  • Assign General Valuation Class

Securities

  • Define Currency Units
  • Define Number Range for Security Classes
  • Define Company Code-Dependent Settings for the Product Type
  • Assign Flow Type to Transaction Type
  • Define Calculation Procedure for Derived Flows
  • Define Derivation Procedures and Rules

Market Data Management

  • Currency Exchange Entries
  • Reference Interest Rate Entries
  • Securities and Indexes
  • Enter Commodities Spot Prices
  • Credit Spreads for Transactions, Securities and Loans,
  • Volatilities Interest, Securities, Exchange

Credit Risk Analyzer (under SAP Risk Management)

  • Global Settings
  • Define Collateral Priority
  • Define Collateral Type
  • Activate/Deactivate Financial Object Integration
  • Derive Default Risk Control Parameters for Money Market transactions
  • Activate Integrated Default Risk Limit Check

Market Risk Analyzer (under SAP Risk Management)

  • Basic Settings
  • Define Maturity Band
  • Define Cash Flow Indicators& Cash Flow Types
  • Value at Risk
  • Key Figures and Evaluation Procedures
  • Simulation