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SAP TR Derivatives - Cross Currency Swap

The document discusses SAP's capabilities for managing cross currency swap transactions. It describes the key master data needed such as business partners, roles, authorizations, and payment details. It then outlines the steps for entering a cross currency swap transaction in SAP, including creating the contract, settlement, accrual/deferral, posting journals, and maintaining interest market data.

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Prima Nugraha
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982 views18 pages

SAP TR Derivatives - Cross Currency Swap

The document discusses SAP's capabilities for managing cross currency swap transactions. It describes the key master data needed such as business partners, roles, authorizations, and payment details. It then outlines the steps for entering a cross currency swap transaction in SAP, including creating the contract, settlement, accrual/deferral, posting journals, and maintaining interest market data.

Uploaded by

Prima Nugraha
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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by S.

Nugraha - SAP FICO Consultant

SAP TR-Derivatives Overview


(Cross Currency Swap)

SAP-Derivatives
1. The derivatives transactions protect the company against unpredictable fluctuation exchange rate. 2. The Derivatives area is a sub component of the Transaction manager and is closely integrated with other components. 3. Support to implement cash management decisions in the derivatives area based on the liquidity surplus or deficit determined in Cash Management. 4. It is also closely linked to the Financial Accounting (FI) component since all the data that is relevant for posting in the Money Market area is automatically transferred to FI.

Derivatives
Cross Currency Swap

Cross Currency Swap transactions are Swap transaction with different currency when payment and receives.

Derivatives
Master Data

Business Partner
Business Partner Standing
Instruction

Role Category: Counterparty

Transaction Authorization
Money Market House Bank Account ID

Payment Detail

Derivatives
Master Data : Business Partner (TCode: BP)

Derivatives
Master Data : Business Roles
Business Counter

Partner General Party

Derivatives
Master Data
Transaction Authorization (TCode: TBI6)

Derivatives
Master Data
Payment Detail (TCode: TBI1)

Derivatives
Cross Currency Swap - Data Entries (Tcode:TO01)
1. 2. 3. 4. 5. 6. 7. 8. 9. 10.
Company Code Product Type (62B) Transaction Type (300) Business Partner Portfolio (DER-09) Amount (USD & IDR) Start Date (USD & IDR)

End Date (USD & IDR)


Interest Rate (USD & IDR) Interest Calculation Method (USD & IDR)

Derivatives
Cross Currency Swap Create Contract

Derivatives
Cross Currency Swap Create Contract

Derivatives
Cross Currency Swap Settle Contract

Derivatives
Cross Currency Swap Accrual/Deferral

Derivatives
Cross Currency Swap Accrual/Deferral

Derivatives
Cross Currency Swap Post Journal

Derivatives
Cross Currency Swap Post Journal

Derivatives
Cross Currency Swap Interest Market Data

Derivatives
Cross Currency Swap

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