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5/21/2019
Treasury and Risk Management

Generated on: 2019-05-21
SAP S/4HANA | 1809.000
PUBLIC
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Treasury and Risk Management

Use
The Treasury and Risk Management component is a subarea of the Treasury Management solution area. It provides the solution
capabilities Debt and Investment Management and Financial Risk Management, being based on a series of solutions that are
geared towards analyzing and optimizing business processes in the nance area of a company. The different components of
Treasury and Risk Management provide the functions for both of these solution capabilities.
Whereas, on the one hand, you can use the functions for Treasury and Risk Management in the back-end system, the offering is
complemented, on the other hand, by apps that are available on the SAP Fiori Launchpad. In this way, you can choose from a
broad range of functions both in the back end as well as on the SAP Fiori Launchpad.
Market Data Management

You can then enter market data manually in the system or import the market data using datafeed or the le interface. In
addition to the functions in the back end, there are also many apps on the SAP Fiori Launchpad that you can use to import
market data or enter it manually.
Master Data
Master data is basic data that is seldomly changed. You can enter the following master data in Treasury and Risk Management:
General Master Data in Treasury and Risk Management
Trader Authorizations
SAP Business Partners
Banks
House Banks
Treasury Positions
Position Indicator
Position Management Procedure
Money Market
Facilities
Securities Area
Class
Redemption Schedules
Securities Accounts
Listed Derivatives
Class
Futures Account
Treasury Reporting
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On the launchpad, you nd in this group various apps that provide you with comprehensive information about the nancial
status and the current status of your credit lines as well as apps that you can use to analyze your treasury positions.
Transaction Manager
A core task in many nance departments is concluding nancial transactions. Depending on the company policy, the emphasis
can either be on providing an internal service for the affiliated group companies, or participating actively in the nancial
markets in order to invest liquid assets, nance planned investment (Debt and Investment Management), or hedge existing
risks (Financial Risk Management). The Transaction Manager provides the instruments for processing the related nancial
transactions, from deal capture through to transferring the relevant data to Financial Accounting. The system supports both
traditional treasury departments that focus on trading as well as asset management departments. This enables you to use the
same platform for various types of transaction - from short-term nance to longer-term strategic investments.
Risk Management
Market Risk Analyzer
Besides traditional nance management tasks such as cash management and liquidity assurance, effective market risk
management is a decisive factor in securing your company’s competitive position.. In this eld, the Market Risk Analyzer
offers extensive position evaluations, such as mark-to-market valuations of nancial transactions. It also includes tools
for calculating risk and return gures, including exposure, future values, sensitivities and value at risk. When you run
these reports, you can incorporate both contracted positions and ctitious nancial transactions in the calculations. The
valuations can be based on both real and simulated market prices. Together with a high degree of exibility for creating
reports, the Market Risk Analyzer provides a reliable evaluation basis for market risk controlling.
Credit Risk Analyzer
The Credit Risk Analyzer focuses on measuring, analyzing and controlling counterparty default risk. The rst phase aims
to cover the speci c risks associated with nancial transactions in a company. The Credit Risk Analyzer enables you to
control risks actively by setting limits. This is supported by exible limit management functions with online monitoring, as
well as extensive reporting options. As a result, managers are in a position to identify credit risks as they occur and take
evasive action.
Portfolio Analyzer
Given that the funds available for investment are usually limited, and that there are numerous investment options to
choose from, the crucial question for investment policy decisions is how well the investments have actually performed.
The economic success of an investment is therefore a critical factor when it comes to making investment policy
decisions. The Portfolio Analyzer is designed to provide the answers regarding the economic success of investments. The
focus lies on analyzing performance, that is, in precisely measuring the success of investments as well as comparing the
success against the targets set. Furthermore, it is now possible to view the details of performance achieved according to
their cause, that is, the contribution of each portfolio element to overall performance. The basis for these evaluations is
the portfolio structure, which lets you group investments into different categories. You can run evaluations for portfolios
at different levels in the portfolio hierarchy, or for an asset category across several portfolios.
Accounting Analyzer
Treasury and Risk Management is an integrated solution in which the various components are closely connected to each other.
The nancial transactions managed in the Transaction Manager can be evaluated and monitored using the functions in Risk
Management. In addition to being linked to Risk Management, the Transaction Manager is also linked to Cash and Liquidity
Management.
Implementation Considerations
In the area of SAP Treasury and Risk Management, there are some Enterprise Business Functions that you can only use
after you have activated the relevant Enterprise Business Function in the Customizing activity Activate Business
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Functions (transaction SFW5).
See also: In the SAP Help Portal http://help.sap.com/s4hana under Product Assistance [choose language] Cross
Components Business Functions Enterprise Business Functions Accounting Financial Supply Chain Management SAP
Treasury and Risk Management (SAP Treasury and Risk Management)
To be able to use the functions of the individual components of SAP Treasury and Risk Management, you need to make
the required settings in Customizing for Treasury and Risk Management.
You make the settings for the SAP Business Partner in Customizing under Treasury and Risk Management Basic
Functions SAP Business Partner for Financial Services .
To make the settings for market data, go to Customizing and choose Treasury and Risk Management Basic
Functions Market Data Management .
Note
Treasury and Risk Management is intended for mapping B2B transactions between your enterprise and banks, nancial
institutions, brokers, and other enterprises. The nancial transactions mapped in Transaction Manager are B2B transactions
between your enterprise and banks, nancial institutions, brokers, and similar enterprises. The master data required for
Transaction Manager processes also refers to enterprises and nancial institutions. In Transaction Manager, checks are
carried out that you are not allowed to use natural persons as business partners. If you use a business partner that is a
natural person, the following error message is issued: No assignment of BP &1 possible, because partner is a natural person
(message class TI, message number 031). This means that simpli ed blocking and deletion of personal data in Transaction
Manager through SAP Information Lifecycle Management (SAP ILM) is not necessary; nevertheless, an end-of-purpose
check (function module TRTM_BUPA_EOP_CHECK) is available for this purpose.
If, for example, you use Transaction Manager to map nancial transactions with natural persons or your use of Transaction
Manager otherwise involves natural persons, you must ensure you adhere to the retention period for personal data and its
subsequent deletion by taking appropriate technical and administrative measures of your own. When these preconditions
are ful lled, you can issue the error message for checking the use of natural persons in Customizing under Treasury and Risk
Management Transaction Manager General Settings Tools Con gurable Messages Change Message Control .
If you only use Risk Management to analyze Transaction Manager data, it also applies that simpli ed blocking and deletion of
personal data in Transaction Manager through SAP Information Lifecycle Management (SAP ILM) is not necessary;
nevertheless, a where-used check (function module RM_BUPA_WUC_CHECK) is also available for this purpose.
If you use Risk Management to analyze data that also contains data on natural persons or your use of Risk Management
otherwise involves natural persons, you must ensure you adhere to the retention period for personal data and its
subsequent deletion by taking appropriate technical and administrative measures of your own.
Treasury and Risk Management naturally offers you archiving functions. See also: Archiving Data in Treasury and Risk
Management
Related Information
Roles in Treasury and Risk Management
Market Data Management
Master Data
Hedge Management and Accounting
Market Risk Analyzer
Credit Risk Analyzer
Portfolio Analyzer
Accounting Analyzer
Transaction Manager
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Apps for Treasury and Risk Management
Integration Scenarios
The Treasury and Risk Management component provides you with a series of integration possibilities.
Related Information
Integration with External Trading Platforms
Connection of Transaction Manager to In-House Cash
Integration with SAP Public Sector Management (PSM)
Integration with External Trading Platforms

The treasury management integration for trading platforms application allows you to connect foreign exchange trading
platforms easily to your Treasury and Risk Management system.
Based on the SAP Cloud Platform, the treasury management integration for trading platforms application allows you to upload
FX transactions from the trading platform 360T to your Treasury and Risk Management system.
For more information on how to integrate the trading platform application with Treasury and Risk Management, see the product
documentation at https://help.sap.com/viewer/p/TREASURY_MANAGEMENT_INTEGRATION_FOR_TRADING_PLATFORMS.
Connection of Transaction Manager to In-

House Cash
Background
The Transaction Manager provides a BAdI that you can use to connect payment programs, for example, In-House Cash. The
technical name of the BAdI isTPM_EXT_PAYMENT_TRPR.
The BAdI methods are called by payment requests. In general, payments from the Transaction Manager can be processed using
postings to customer accounts and using payment requests. If you want to process a payment by using In-House Cash, payment
is done using payment requests.
Example Implementation
SAP provides an example implementation for this BAdI, HC_CFM_ADAPTOR, instead of a standard implementation. realizes the
connection to In-House Cash. SAP delivers the example implementation in an inactive status. If you want to activate this
implementation, we recommend that you create your own implementation which calls the methods of the example
implementation internally.
All payments are processed by using In-House Cash. Instead of payment requests in the general ledger, payment orders are
generated in In-House Cash.
You can process payments the same way as using payment requests and payment orders of In-House Cash. In the latter case,
you need to modify the method IS_RELEVANT in your implementation. If the method delivers an X, the payment is processed
by using In-House Cash. Otherwise the payment is processed by using a payment order.
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You can switch directly from the Transaction Manager into In-House Cash in the example implementation. You can display the
generated payment orders in the posting journal and in the cash ow of transactions.
Integration with SAP Public Sector

Management (PSM)
Purpose
The integration of SAP Public Sector Management (PSM) combines the public sector areas Funds Management and Grants
Management with Transaction Management in the Transaction Manager. This enables selected account assignment objects to
be transferred to the accounting area of SAP Public Sector Management.
Prerequisites
You have activated the TM, Integration in Funds Management business function.
You need to implement SAP Public Sector Management (PSM). You need to activate all the necessary Customizing
settings for PSM and Funds Management (PSM-FM) by choosing Public Sector Management Funds Management
Government Basic Settings Activate Global Functions for Funds Management (PSM-FM) . You also need to activate the
account assignment elements Fund or a combined Fund and Grant in Customizing by choosing Public Sector
Management General Settings for Public Sector Management Basic Settings: Account Assignment Elements Activate
Account Assignment Elements .
If you have not previously been using the Transaction Manager, you need to make the required Customizing settings for
the Transaction Manager area.
Required and Optional Migration Steps
If you are already using the Transaction Manager, you need to carry out the necessary and optional conversion steps by
choosing General Settings Tools Conversion Programs . Here you set the corresponding migration category and
conversion programs.
To enable the Transaction Manager to differentiate the positions by fund or grant, you need to make the following
settings in Customizing for the Transaction Manager:
In Customizing under General Settings Accounting Settings for Positions Management De ne and Assign
Differentiations , you need to create differentiations using the account assignment elements Funds or Funds and
Grant and assign them to positions.
You need to make the required settings in the activities De ne Update Types and Assign Usages and Assign
Update Types for Funds Transfer by choosing General Settings Accounting Funds Transfer .
You need to Assign Transaction Types for Investment Pool Participants and use the BAdI: Investment Pool
Participant Transactions. To do this, choose Transaction Manager Securities Transaction Management Special
Functions from Public Sector .
Key Features
The integration of SAP Public Sector Management provides the following functions:
You can assign available or requested capital to different funds or to a combination of a fund and grant.
In the areas Money Market and Securities, you can make multiple assignments of a transaction to different funds.
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The areas Transaction Management and Securities Account Management can mirror external payment ows
irrespective of the internal account assignment objects.
You can distribute transactions to multiple positions and split these positions into funds or funds and grants. It is also
possible to distribute positions to funds and grants in the valuation process (valuation of securities positions, write-ups,
write-downs, amortization.)
You can assign the positions to organizational units (functional areas or cost centers.) These assignments do not
physically split the positions.
You can transfer positions between funds or funds and grants without affecting the external payment ow.
The standard reports for the logical databases and the transactions Position List (TPM12), Position Flow List (TPM13)
and Posting Journal (TPM20) include the account assignment objects in Public Sector Management. Other account
assignment objects in Funds Management, such as Funds Center, Commitment Item, and Funded Program, can be
derived from selected terms in the Transaction Manager.
Functions are also available for managing investment pool participants and investment pools at universities.
Fund and Grant

De nition
To map investment pool participants and investment pools, the system uses the account assignment object Fund or a
combination of a Fund and Grant.
More Information
Entering Account Assignment Objects
Funds Transfer (Reassigning Account Assignment Objects)
Example: Fund Transfer for a Fixed-Term Deposit
For information on the subcomponents in Public Sector Management, see Funds Management and Grants Management.
Entering Account Assignment Objects

Prerequisites
To use the default values for the function area and cost center, you need to assign an account assignment reference. You
can do this in Customizing for the Transaction Manager General Settings Accounting Link to Other Accounting
Components Assign Additional Account Assignments to Account Assignment References. If these setting options are
not sufficient, you can use the BAdI TPM_POS_IND_TRAC. To do this, in Customizing for the Transaction
Manager, Money Market Position Indicator Suppress Account Assignment Reference Allocation in Subledger Position
Indicator.
Context
For all product types from the areas Money Market, Foreign Exchange, OTC Derivatives, Securities, Listed Options, and
Futures, you can specify the fund account assignment or a fund together with a grant for each transaction.
For each ow in the areas Money Market and Securities, you can specify more than one of these account assignments. You can
also assign each subledger position a function area and cost center.
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The following functions are available:
On the Management tab page, the Fund and Grant elds are displayed for each transaction in the Transaction Manager.
In the areas Money Market and Securities, on the Cash Flow tab page you can specify multiple account assignments for
the ows you have selected. You can do this for an increase or decrease in the nominal position with regard to money
market transactions. In the case of securities transactions, however, you can only specify multiple account assignments
for each purchase and sale ow.
To specify a function area or cost center, on the SAP Easy Access screen, choose Transaction Manager Securities /
Debt Management Master Data Position Indicator Change. If you have already prede ned values in Customizing, the
system provides you with default values.
Procedure
1. On the SAP Easy Access screen, choose Transaction Manager Money Market Trading Create Financial Transaction.
Enter the required date on the Structure tab page.
2. If you want to specify only one fund or a combination of a fund and grant account assignment for the transaction, enter
them on the Management tab page.
3. To enter multiple account assignments, use the Cash Flow tab page. Use the input help above the table to select a ow
and then enter the account assignments in the table. You can specify the payment amount, nominal amount, or
percentage as part of each account assignment record.
4. Repeat this activity for any increase or decrease in the nominal position. If you do not specify an account assignment
record for a ow, the system uses the account assignment record that you speci ed on the Management tab page. If the
account assignment record has not been speci ed on this tab page, the system displays an error message.
5. If you want to manually enter a function area or cost center, from the menu bar options choose Environment Position
Indicator and then choose Transfer Data from the window.
6. Save your entries.
Funds Transfer (Reassigning Account

Assignment Objects)
Use
You reassign account assignment objects to distribute cash resources from nancial transactions between Funds or Grants.
This does not affect the transaction data or business partner data. The following functions are available:
You can transfer positions to funds or grants. In the Money Market and Securities areas, you can also transfer partial
positions.
By reassigning account assignment objects, you can replace funds and grants with other ones.
You can enter the incoming or outgoing payment amounts in position currency.
The system calculates the accrued interest for nancial instruments that cover interest ows.
If the reassignments cause the amounts to differ from the book values, the system generates price gains and losses for
the source and target funds within a company code.
Prerequisites
You have con gured the fund transfer To do this, in Customizing for the Transaction Manager General
Settings Accounting Fund Transfer.
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You have made account determination settings for the update types in the fund transfer. You can do this in Customizing
for the Transaction Manager General Settings Accounting Link to Other Accounting Components.
Procedure
1. On the SAP Easy Access Transaction Manager Special Functions from Public Sector Management Fund
Transfer Execute Fund Transfer.
2. Enter the selection criteria for the positions to be transferred and specify the transfer key date.
3. Specify the target fund or target grant if they apply to all the selected positions.
4. All the selected positions are displayed on the following screen. On this screen, you can exclude other positons from
being transferred. You can also change the payment amount, and specify whether only a partial position should be
transferred.
5. Choose Execute. The system displays a list of all the selected positions with their status, and indicates whether the
positions were successfully transferred. To view any error messages, click on the status icon. To display the posting log,
select Messages and Log.
Note
We recommend that you rst execute a test run. The system then displays the transfer log for the test run. Choose Back and
execute the update run.
Reversing the Fund Transfer
The process for the transaction Reverse Fund Transfer corresponds on the whole to the process for transaction Execute Fund
Transfer. However, in this case you need to select the transfers that are to be reversed.
More Information
Example: Fund Transfer for a Fixed-Term Deposit
Example: Fund Transfer for a Fixed-Term

Deposit
You have created a xed-term deposit for fund A on 01/01 amounting to USD 10,000. On 12/31 at the end of the term, you
expect to receive an interest payment of 4 % (USD 400) in addition to the repayment. On 06/30, fund A requires a premature
payment of USD 2,000. Fund B can provide the amount and a payment of USD 1,990 is agreed upon.
Activities
On the SAP Easy Access Transaction Manager Special Functions from Public Sector Fund Transfer Execute Fund
Transfer.
Enter the transaction number, company code, the key date of 07/01, and target fund B.
The transaction is displayed on the following screen. Change the nominal amount to USD 2,000 and the amount in
position currency to USD 1,990. Execute the transfer.
To display the transaction cash ow, execute transaction Flow List (TPM13). The transfer covers the following ows:
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Fund A Clear 1990$
Fund B Post 1990$
Fund A Incoming accrued interest 40$
Fund B Outgoing accrued interest 40$
The derived business transaction covers the following ows:
Fund A Translation purchase value 2000$
Fund A Price losses 10$
Fund B Translation negative purchase value 2000$
Fund B Price gains 10$
The accrued interest corresponds to the proportional interest revenue of 4 percent, based on USD 2,000 for six months. Fund B
needs to pay the accrued interest into fund A. Fund A transfers the share of the xed-term deposit to fund B at a price below
the book value, resulting in a price loss for fund A. The system displays corresponding price gains for fund B. The transfer made
for the company code therefore does not affect the pro t and loss statement.
Investment Pools and Investment Pool

Participants
Investment pools that are established at institutions, such as universities, are used to manage cash donations or other assets.
The revenue earned from the investment of these funds represents a secure and long-term nancial source (for research
projects or scholarships, for example). If there are many investment pool participants at an institution, they are often grouped
in investment pools. Grouping reduces administrative work and its associated costs, and the greater amounts of investment
result in higher yields.
To have a share in an investment pool, an investment pool participant purchases pool certi cates. The pool certi cates held by a
participant con rm the investment pool share. The value of the investment pool is determined periodically on selected key
dates, such as the end of the month. The price for each certi cate is also determined. An investment pool participant can only
buy or sell certi cates on these key dates.
In the Transaction Manager, the investment pool certi cates are mapped using securities from the Investment Certi cate
product category. The participants and the investment pools are entered in the master data. An investment pool is
characterized by its company code and securities ID number. An investment pool participant is characterized by the company
code, fund, and grant (optional).
Note
The Fund and Grant are account assignment objects in the Public Sector Management component.
See also: Fund and Grant
The involvement of a participant in an investment pool is mapped in the system by the purchase of an investment pool
certi cate and its mirrored issue. If there are only a few investment pool participants at an institution, you can enter the
corresponding transactions manually. For a greater number of investment pool participants, the transactions can be generated
automatically. In this case, you specify for each investment pool participant the amounts that are to be invested in the pools.
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Editing Additional Fund Data for Investment

Pool Participants
Prerequisites
In Public Sector Management, you have created a fund and a grant, where applicable, representing the investment pool
participants.
You have created a securities account with the category asset securities account for the relevant company code. To do
this, on the SAP Easy Access Treasury and Risk Management Transaction Manager Securities Master
Data Securities Account Edit Securities Account. (TRS_SEC_ACC)
You have created investment pools on the SAP Easy Access Treasury and Risk Management Transaction
Manager Special Functions from Public Sector Investment Pool Master Data Edit Investment Pool Master Data.
(TPM89).
Context
In this activity, you de ne and edit additional fund data for investment pool participants. You also specify the pools in which the
investment pool participants can invest.
Note
An investment pool participant is represented in the system using the combination of company code, fund, and grant. You
only specify the grant if the Grants Management component is activated and if you want the positions in the Transaction
Manager to be differentiated by grant.
Procedure
1. On the SAP Easy Access Treasury and Risk Management Transaction Manager Special Functions from Public
Sector Investment Pool Master Data Investment Pool Participants: Edit Additional Fund Data. (TPM85)
2. In the dialog structure, select Additional Fund Data for Investment Pool Participants, choose New Entries, and specify
the company code and the description of the investment pool participant for the relevant fund.
3. Select the securities account to be used for the transactions of the investment pool participants. The business partner
de ned as the depository bank for this securities account is used as the counterparty of the investment pool participant
transaction.
Note
If you want to use a separate securities account position for each investment pool participant, you rst need to
create a securities account for each participant. If you want to use a common securities account for multiple
investment pool participants, it is not possible to see at the securities account level how many investment pool
certi cates belong to each pool participant. In both cases, you can use the fund and grant to differentiate the
positions by their investment pool participants. To view this information, on the SAP Easy Access screen, choose
Treasury and Risk Management Transaction Manager Information System Reports Position Position List.
(Overview of Subledger Positions - TPM12)
4. In the dialog structure, select Pools Permitted for Investment Pool Participants and then choose New Entries. For the
selected periods, specify the investment pools in which a participant can invest. You have the following options:
If you specify a date under Entry Effective From and Entry Effective To, the investment pool participant can only
invest in the pool within this period.
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If you only specify a date for Entry Effective From, the investment pool participant can invest in the pool from this
date onwards. It is open-ended.
If you only specify a date for Entry Valid To, the investment pool participant can invest in the pool until the
speci ed date.
If you do not specify a date under Entry Valid From or Valid To, the investment pool participant can invest in the
pool at any time.
Note
You can enter multiple periods for investment pool participants and investment pools.
Editing Investment Pool Master Data

Use
Investment pools and investment pool participants are represented in the system by a fund or a combination of a fund and
grant. The investment made by a pool participant is mapped in the system by the purchase of investment pool certi cates and
their issue. The investment pool certi cate needs to be created as a security in the Investment Certi cate category.
An investment pool is de ned using the Company Code and Security Class.
The investment pool master data is required to create participant investments in an investment pool.
Prerequisites
You have speci ed a security class for the product category Investment Certi cate. To do this, on the SAP Easy Access
screen, choose Treasury and Risk Management Securities Master Data Display and Edit Class Data . (FWZZ)
If you want the system to generate issue transactions in addition to the investment transactions for the investment pool
participants, you rst need to create a securities account with the category Liabilities Securities Account for the
selected company code. To do this, on the SAP Easy Access screen, choose Treasury and Risk Management Transaction
Manager Securities Master Data Securities Account Edit Securities Account . (TRS_SEC_ACC)
In Public Sector Management, you have created a Fund and a Grant, where applicable, that represent an investment
pool.
Procedure
1. On the SAP Easy Access screen, choose Treasury and Risk Management Transaction Manager Special Functions from
Public Sector Investment Pool Master Data Edit Investment Pool Master Data .
2. Specify the Investment Pool ID Number and the Company Code.
3. You can also enter the number of decimal places to be used when the system generates the investment transactions
and the investment pool transactions. A maximum number of ve decimal places is permitted.
Note
When purchasing investment pool certi cates, the system always rounds down. Sales, however, are always rounded
up. This ensures the the amount to be invested is never exceeded and the amount to be withdrawn is reached.
 Example
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Investment pool participant A intends to invest an amount of 1,000 at a rate of 22.50 for the pool certi cate. The
number of units is calculated as 44.44444 recurring. By rounding to three decimal places, 44.444 units are purchased
at a value of 999.99, whilst 44.445 units are sold at a value of 1,000.01.
4. Set the indicator Create Issues if you want the system to generate a mirrored investment pool issue transaction at the
same time it generates an investment transaction. Liabilities positions are generated for the investment pool which can
then be used to map payments from investment pool income to the investment pool participants, for example. If you
have not set the indicator, the system generates the investment transactions without the corresponding investment
pool issue transaction.
Recommendation
We recommend that you do not set the indicator if you are managing the investment pool positions and the payments
made to the investment pool participants in an external system.
You need to make the following settings if you have set the Create Issues indicator:
1. The system uses the account assignment elements Fund and Grant to post all the ows belonging to the investment
pool to the Public Sector Management component. You must make an entry for the Fund. You only need to enter a Grant
if you have activated Grants Management and if you want to differentiate positions in the Transaction Manager by
Grant.
2. Under Liability Securities Account, specify the securities account to be used for the issue transactions in the investment
pool. This securities account position re ects the number of certi cates that are issued to the investment pool
participants by the investment pool. The system uses the Business Partner speci ed as the depository bank as the
counterparty for the issue transaction.
3. Under Gen.Val.Class Issue, choose the general valuation class valid for the investment pool issue transactions. Based on
the general valuation class, the system derives the special valuation classes for the investment pool position for each
valuation area.
Edit Investments
Use
You can use this function to enter changes to investments made by investment pool participants in one or more investment
pools. The system uses the data to automatically generate the required securities transactions in one nal processing step.
The system maps increased pool investments using certi cates purchased by the investment pool participants and certi cates
issued by the investment pool. A decrease in investment share is mapped using the sale of certi cates by the investment pool
participants and the simultaneous repurchase of certi cates by the investment pool.
Note
The transactions for the issue or repurchase of certi cates by the investment pool are only generated if the corresponding
indicator has been set in the investment pool master data.
Prerequisites
You have de ned investment pools. To do this, on the SAP Easy Access screen, choose Treasury and Risk
Management Transaction Manager Special Functions from Public Sector Investment Pool Master Data Edit
Investment Pool Master Data (TPM89).
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You have created the investment pool participants and assigned them to investment pools. To do this, on the SAP Easy
Access screen, choose Treasury and Risk Management Transaction Manager Special Functions from Public
Sector Investment Pool Master Data Edit Additional Fund Data for Investment Pool Participants (TPM85).
Activities
1. On the SAP Easy Access screen, choose Treasury and Risk Management Transaction Manager Special Functions from
Public Sector Investment Pool Back Office Edit Investments (TPM90).
2. Choose New Entries and enter the following data:
Company code
Position value date
ID number of the investment pool in which investments are to be made
Fund and possibly the grant that characterize the investment pool participant
3. In the eld Payment Amount in Investment Pool Currency, you de ne the amount by which the investment is to be
changed. The amount should always be positive.
Note
The investment pool currency is always the same as the issue currency of the investment pool ID number.
4. Make an entry in the Purchase/Sale eld:
Choose Purchase if the investment increases.
Choose Sale if there is a reduction in the investment.
5. Enter the position number if more than one entry is required for the position value date, investment pool, and
investment pool participants combined. This may occur if transactions generated for a particular entry are reversed and
new transactions are to be created.
You should use a consecutive number for the position, which is unique for each combination of position value date,
investment pool, and investment pool participant. For existing table entries for which securities transactions were not
yet generated, you can change the elds "Payment Amount in Investment Pool Currency" and "Purchase/Sale". If you
want to make changes to one of the other elds, you need to delete the table entry and enter a new one.
For table entries for which the system has already generated securities transactions, the "Transaction Created" eld is
selected. It is not possible to delete or change these table entries.
Generation of Transactions for Investment

Pool Participants
Use
With this function, the system automatically generates transactions for investment pool participants. These transactions are
based on the data that you entered under Edit Investments.
The payment amount de ned in the data for each investment pool and investment pool participant is used together with the
security price in the system to determine the traded number of investment pool certi cates.
Note
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When purchasing investment pool certi cates, the system always rounds down. Sales, however, are always rounded up. This
ensures the the amount to be invested is never exceeded and the amount to be withdrawn is reached. The number of
decimal places contained in the number of units is de ned in the investment pool master data.
 Example
Investment pool participant A intends to invest an amount of 1,000 at a rate of 22.50 for the pool certi cate. The number of
units is calculated as 44.44444 recurring. By rounding to three decimal places, 44.444 units are purchased at a value of
999.99, whilst 44.445 units are sold at a value of 1,000.01.
Prerequisites
You have entered the data for the changes in the pool investments. On the SAP Easy Access screen, choose Treasury
and Risk Management Transaction Manager Special Functions from Public Sector Investment Pool Back Office Edit
Investments (TPM90).
You have de ned the key date security price for each investment pool ID number by choosing Treasury and Risk
Management Transaction Manager Securities Environment Market Data Manual Market Data Entry Enter Security
Prices .
When you determine the security price, the exchange and price type are irrelevant.
You have de ned the transaction types used to automatically generate the investment pool participant transactions. In
Customizing for the Transaction Manager, choose Securities Transaction Management Special Functions from Public
Sector Assign Transaction Types for Investment Pool Participant Transactions .
Activities
1. Choose Treasury and Risk Management Transaction Manager Special Functions from Public Sector Investment Pool
Back Office Generate Transactions for Investment Pool Participants (TPM86).
2. Specify the company code and position value date for which transactions should be generated.
3. You can use the selection criteria to restrict the transactions to be created.
4. Enter the transaction calculation date or payment date if it is different to the position value date.
5. You can simulate the generation of the transactions rst by setting the Test Run indicator.
6. Choose Execute.
Result
The system generates the transactions. The results log displays the numbers of the generated transactions, the security prices
used, and the number of units calculated.
Reversal Functions
Generated transactions can be reversed individually or together:
Individual Reversal
If you want to reverse only an individual transaction, you can use the reversal function in the Transaction Management
area by choosing Treasury and Risk Management Transaction Manager Securities Trading Edit Financial
Transaction .
Reversal of Multiple Transactions
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To reverse multiple transactions, choose Treasury and Risk Management Transaction Manager Special Functions from
Public Sector Investment Pool Back Office Reverse Transactions for Investment Pool Participants (TPM87).
Specify the company code and position value date of the transactions to be reversed, as well as the reason for
reversal.
You can use the selection criteria to restrict the transactions to be reversed.
Note
1. You can use the BAdI Investment Pool Participant Transactions (BADI_TPM_TRANSACTION_TRE) to change the data
of the transactions to be created.
You can implement the method IF_TPM_TRANSACTION_TRE~FILL_COMM_FIELDS to change the elds that
are contained (number of units, for example) in two corresponding transactions (purchase and issue or sale
and repurchase).
You can use the methods IF_TPM_TRANSACTION_TRE~FILL_ENDOWMENT_FIELDS and

IF_TPM_TRANSACTION_TRE~FILL_POOL_FIELDS to change the elds in the participant transaction and the
investment pool transaction (portfolio, internal reference, for example.)
The BAdI is available in Customizing for the Transaction Manager under Securities Transaction
Management Special Functions from Public Sector BAdI: Investment Pool Participant Transactions .
2. Once the system has generated the investment pool transactions and participant transactions, you can edit them
manually (change or reverse them, for example). Make sure that the data remains consistent in the corresponding
transactions. You can check this using the overview of transactions of investment pool participants; Choose Treasury
and Risk Management Transaction Manager Special Functions from Public Sector Investment Pool Information
System Overview of Transactions of Investment Pool Participants (TPM88).
Overview of Transactions of Investment Pool

Participants
Use
With this report you can gain an overview of the investment pool transactions and the participant transactions that have been
generated.
Prerequisites
You have entered the data for the changes to the pool investments using the function Edit Investments (TPM90).
You have generated transactions for the investment pool and participants using the function Generate Transactions for
Investment Pool Participants (TPM86).
Activities
1. To call the function in the application menu, choose Treasury and Risk Management Transaction Manager Special
Functions from Public Sector Investment Pool Information System Overview of Transactions of Investment Pool
Participants (TPM88). 2.
2. The transactions to be displayed can be restricted using the selection criteria or by using the following three indicators:
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Display Active Transactions
The system displays all the investment pool transactions and participant transactions that have not been
reversed.
Display Inactive Transactions
The system displays transactions for the investment pool and its participants that have been completely
reversed.
Display Transactions to Be Created
The system displays data that you entered using the Edit Investments function (TPM90), but for which
transactions have not yet been generated.
Note
The BAdI BADI_TPM_TRANSACTION_TRE, which can be used to change data when you generate transactions
for the investment pool and participants, is not taken into account when you display the data for transactions
that have not yet been created.
3. Choose Execute. The transaction list appears. From this list, you can branch to the individual transactions. In addition to
the transaction data, you can display other information:
The symbols for Transactions Created and Transactions Not Created show whether the transactions already
exist or whether they still need to be generated. The transactions that have not yet been created are only
displayed in the overview list if you have selected the Display Transactions to Be Created indicator on the
selection screen.
Differences in Central Data
This eld uses the symbols No Differences and Differences Exist to show whether there are any differences
between the transaction for the investment pool participants and the corresponding transaction for the
investment pool, with regard to the number of units, price, payment amount, payment currency, activity
category, or active status.
Differences may arise from transactions being manually changed or reversed after generation. Such differences
need to be checked and eliminated since it is most likely that they have arisen due to incorrect entries during
manual processing.
Note
This overview displays only the transactions that were generated by the system based on the data de ned under Edit
Investments (TPM90).
Securities transactions that you create manually for investment pools or investment pool participants are not listed here. To
gain an overview of all the securities transactions, both manually entered and automatically generated, use collective
processing by choosing Transaction Manager Securities Back Office Collective Processing Securities .
General Topics in Treasury and Risk

Management
Negative Interest in SAP Treasury and Risk Management
Archiving Data in Treasury and Risk Management
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Parallel Accounting in Treasury and Risk

Management
Use
In Treasury and Risk Management (TRM) , you portray parallel accounting using the valuation area. You therefore have to de ne
a valuation area for each accounting principle.
You post the valuation results separately for each valuation area. You can post the values of the valuation areas in TRM to
different accounts.
See Portrayal Using Additional Accounts :
Alternatively, you can assign the valuation areas to the individual accounting principles and thereby transfer the valuation
results into different ledger groups. See Portrayal Using Parallel Ledgers .
Features
Each valuation area provides you with various classi cations that you can use to depict the valuation speci cations for the
individual accounting principles.
Financial Assets
You can divide your nancial assets into holding categories (valuation classes), such as HTM or AFS for IFRS nancial
statements.
Structure of Balance Sheet Accounts
You can de ne the structure of your balance sheet accounts using characteristics (differentiation concepts).
Financial Products
For certain nancial products, you can activate single position management ( Lot Accounting ) with different
consumption sequence procedures.
You control the valuation of your balance sheet accounts using position management procedures . You can assign the position
management procedures to the balance sheet accounts depending on valuation area, valuation class, and other characteristics.
The position management procedure contains the legally prescribed valuation approach for valuating (such as lowest value
principle or key date valuation).
Note
For more information about the settings, see Transaction Manager and New General Ledger Accounting .
Transaction Manager and New General

Ledger
Use
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You use the general ledger to portray parallel accounting. You can make postings in ledger for each valuation area and
accounting principle.
Prerequisites
You have completed the Customizing of the valuation areas in the Transaction Manager under General
Settings Accounting Organization De ne Valuation Areas .
You use the general ledger accounting.
You have made the required settings for parallel accounting with parallel ledgers. For more information, see Parallel
Accounting in Treasury and Risk Management
Note
If you use accounts receivable accounting from the Transaction Manager (TR-TM), you will need to make additional settings.
For more information, see Making Settings for Parallel Ledgers.
Activities
If you want to use parallel ledgers, you make the following settings:
Assign accounting principles to the corresponding valuation areas. In Customizing, choose Transaction
Manager General Settings Accounting Organization Assign Accounting Codes and Valuation Areas .
Assign the accounting principle to a ledger group. In Customizing, choose Financial Accounting (New) Financial
Accounting Global Settings (New) Ledgers Parallel Accounting Assign Accounting Principle to Ledger Groups .
Making Settings for Parallel Ledgers

Use
If you want to do parallel accounting with parallel ledgers in Transaction Manager, you must make some system settings in
addition to the general settings.
Prerequisites
The following requirements and procedures are necessary if you want to use parallel ledgers in Transaction Manager:
You have made general settings.
See under Transaction Manager und and New General Ledger.
The new general ledger is switched to active; several ledgers are addressed
Posting in leading ledger to customer account
Postings in other non-leading ledgers directly to the reconciliation account
Procedure
1. De ne new posting speci cations De ne new posting speci cations to enable account determination for the customer
and reconciliation accounts.
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2. In Customizing, choose Treasury and Risk Management Transaction Manager General Settings Accounting Link to
Other Accounting Components De ne Account Determination .
3. Select the relevant chart of accounts.
4. Copy the posting speci cation relevant for you and change the name to the following:
a. AXXX for posting to reconciliation accounts
b. DXXX for posting to customer accounts
5. De ne posting keys for general ledger postings for the posting speci cations of reconciliation accounts. Assign an
account symbol with posting category 2 (subledger posting in payment currency) Post to the reconciliation account
de ned in the customer master record.
6. For posting to the customer account, assign an account symbol with posting category 2 (subledger posting in payment
currency). De ne a posting key for a customer account posting.
7. Assign update type to posting speci cations (without restriction to avaluation area)
a. Assign the newly de ned posting speci cations for posting to reconciliation accounts (AXXX) to the relevant
update types and set the Payment Transaction indicator.
Assign update type to posting speci cations for leading valuation area(post to customer account)
Assign the newly de ned posting speci cations for posting to customer accounts (DXXX) for the leading valuation area to the
relevant update types and set the Payment Transaction indicator.
Customizing Settings in DMS for TRM

Documents
Use
Treasury and Risk Management uses Document Management (CA-DMS) in the following areas:
Correspondence Framework
Outgoing and incoming correspondences (or parts thereof) as well as temporary les are stored in DMS.
TRO (for outgoing correspondences)
TRI (for incoming correspondences)
TRT (for temporary les)
TRA (for attachments)
Hedge Accounting for Positions
Documentation of Hedging Relationships (THX)
Uploaded Retrospective Effectiveness Assessments (THE)
Trade Repository Reporting (TRR)
Outgoing and incoming trade repository noti cations are stored in DMS.
TAR Trade Repository
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Note
See the documentation on the Customizing activities.
Activities
Make the following settings in Customizing for Document Management under Cross-Application Components Document
Management for the TRM documents.
1. Under Control Data De ne Number Ranges for Document Numbers , create different ranges and assign them to the
document types.
2. Under General Data De ne Data Carrier , create the following entry under De ne Data Carrier Type "Server, Front
End":
Data Carrier Type: PC
Description: Local PC
Path: %userprofile%
Set the Online checkbox
Select the entry and choose Identify Front-End Computers.
If no entries exist, choose .
Save your entries.
3. Under General Data Settings for Storage Systems Maintain Storage System , create the following content
repositories:
THX_HDOC
Doc. Area: Document Management System
Storage Type: SAP System Database
Repository Subtype: Normal
Version No.: 0046 Content Server Version 4.6
Content Table: THXT_HDOC_DMS
TRM_MSG_CR
Content Table: TCORFT_MESSAGE
TARO_DOC
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Content Table: TLRT_TARO_DMS
4. Under General Data Settings for Storage Systems Maintain Storage Categories , create the following categories:
THX_HDOC to which you assign the content repository THX_HDOC
TRM_MSG to which you assign the content repository TRM_MSG_CR
TARO_DOC to which you assign the content repository TARO_DOC
5. Under General Data De ne Workstation Application , you create the following workstation application:
WS Application: TRM
Description: Treasury: All Files
File Format: *.*
Appl.Icon: @9I@
Set the checkboxes Start Authorization and You cannot rename temporary les.
Save your entries.
Select the new workstation application and choose De ne Workstation Application in Network.
Create the following three entries:
WS Application TRM: All Files TRM: All Files TRM: All Files
Data Carrier Type: PC PC PC
Application Type: 1 (Display) 2 (Change) 3 (Print)
Path with Program Name: %AUTO% %AUTO% %AUTO%
Save your entries.
You need to set the Start Authorization for Application indicator for the workstation application PDF Acrobat Reader,
and make all the other settings for the application.
6. Under Control Data De ne Document Types , make the following new entries under "De ne Documents" for the
different objects. Choose New Entries and create the following document types:
Fields Correspondence Framework Hedge Accounting for Trade

Positions Repository
Reporting
(TRR)
TRO TRI TRT TRA THX THE TAR
Use KPro (storage X X X X X X X

in Knowledge
Provider):
Status Change X X X
Change X X X X X X
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Documents
Number 1 (Internal 1 1 1 1 1
Assignment: Number
Assignment
Only)
Internal Number Assign a number range.

Range
External Number Assign a number range.

Range
Number Exit: MCDOKZNR MCDOKZNR MCDOKZNR MCDOKZNR MCDOKZNR MCDOKZNR MCDOKZNR

(= default
entry)
Vers. No. Incr.: 0 (No 0 0 0 0 0 0

Version
Numbering)
Default Appl.: TRM TRM TRM TRM TRM TRM
Dis. WS Applic.: TRM TRM TRM TRM TRM TRM
In the Field Selection area, you can make the following entries:
Class Data - (= hide) - - - - - -
Hierarchy - - - - - - -
Indicator
Document Status * * * * * * *
User * * * * * * *
Authorization - - - - - - -
Group
Laboratory/Office - - - - - - -
CAD Indicator - - - - - - -
Superior - - - - - - -
Document
CM-Relevance - - - - - - -
Select one of the document types in each case and enter a description for the document type, in your system language,
under Language-Dependent Description.
Under De ne Document Status, enter the following entries for the document types with status change:
THX and THE:
Document Status:H1
Status:H1
Status Text:Created
Status Type: Initialstatus
Set the Store checkbox.
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Document Status:H2
Status:H2
Status Text:In Release
Document Status:H3
Status:H3
Status Text:Released
Document Status:H4
Status:H4
Status Text:Obsolete
Document Status:H5
Status:H5
Status Text:Reversed
TRO
Document Status:01
Status:N
Status Text:New
Status Type: I Initialstatus
Document Status:02
Status:S
Status Text:Sent
Status Type: S Sperrstatus
Prev. 1: 01
Prev. 2: 03
Document Status:03
Status:RS
Status Text:Resend requested
Status Type: T Temporärer Status
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Prev. 1: 02
Document Status:04
Status:C
Status Text:Send canceled
Abbreviation:
Status Type: S Sperrstatus
Document Status:05
Status:A
Status Text:Archived
Abbreviation:
Status Type: D Archivstatus
TAR
Document Status:H1
Status:H1
Status Text:Created
Status Type: Initialstatus
Note
The Customizing settings for the document types THX and THE need to be available in your system (BC set).
Data Access and Veri ability of Digital

Documentation
In the area of Treasury and Risk Management, the Transaction Manager supports you by complying with the legal requirements
according to the German Fiscal Code and the publication Principles of Data Access and Veri ability of Digital Documentation
from the German Federal Ministry of Finance. This applies to direct access (Z1 access) and data carrier surrender (Z3 access).
Negative Interest
Use
Treasury and Risk Management allows you to portray negative interest.
Note the points listed under "Constraints" below and check thoroughly whether all of the changes that are relevant to your
business process have been made.
Note also that you need to make some settings in Customizing. If you use reference interest rates outside of Treasury and Risk
Management (such as your own add-on programs), you need to check whether there could be problems there with negative
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interest rates.
Note
Activating the Soft Modi cation for Portraying Short Sales / Short Positions
If you would also like to pay off short positions, you need to activate the soft modi cation 1633648 in accordance with SAP
Note 732499 . Then activate SAP Note 1633648 in method IF_JBR_SOFT_MODIFICATIONS~IS_ACTIVE of class
ZCL_SOFT_MODIFICATIONS_CUST using the CASE bar (see Activating a New SAP Note in delivery note 732499). Delivery
note 732499 also contains information about the principle of a soft modi cation.
In the case of a short sale of a bond, negative repayments can occur (in other words, the repayment causes the position to
be increased). The new functions also allow such cases to be portrayed.
Prerequisites
To activate the functions for negative interest, you need to set the Sign indicator for the domain AZINSSATZ on the
De nition tab in the ABAP Dictionary (transaction SE11).
Note
The change to the domain should not usually cause any database conversions. However, activation can be
time-consuming because a large number of elds use this domain.
The domain is located in the application basis (SAP_ABA) and is used beyond the con nes of Treasury and
Risk Management.
From Basis Release SAP_ABA 732, the Sign indicator is already set, so you can leave the default setting as it
is.
In Customizing for the Transaction Manager, you need to create, assign, and set up update types (for example, account
determination) for negative interest ows (as well as for any negative repayment ows).
For the accrual/deferral of negative interest, you can decide whether the negative and positive interest payments are
accrued/deferred separately, or whether netting is performed for the negative and positive interest payments:
Separate Accruals/Deferrals for Negative and Positive Interest Payments
For this, you need to go to Customizing for accruals/deferrals and assign the relevant update types for negative
and positive interest payments as pro t-related ows for accruals/deferrals. Since the sign of a ow is not
considered for accruals/deferrals, you need to de ne alternative update types for the accrual/deferral of
negative interest payments. In this way, the accrual/deferral for positive interest payments is posted using a
revenue account, and the accrual/deferral for negative interest payments is posted using an expense account.
Netting Negative and Positive Interest Payments on the Same Revenue Account
In Customizing, choose Transaction Manager General Settings Accounting Accrual/Deferral Update

Types Assign Update Types for Accrual/Deferral . Select the relevant area and then choose Update Rules from
the hierarchy on the left.
Enter the update type for the negative interest payment in the settings for the accrual/deferral of the positive
interest payment in the Accrual/Deferral: Update Type for Expense Flow eld.
The prerequisite for this is that the update types for positive and negative interest payments are posted using
the same revenue account (account determination).
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Features
You can enter negative interest in the interest tables.
In the class data (transaction FWZZ), you can create bonds with negative interest ows and repayment ows. Interest
payments and redemption payments can be paid and posted in the usual way.
You can enter negative interest rates in all interest-related nancial transactions.
Amortization (in accordance with LAC and SAC) considers negative interest payments and redemption payments.
The accrual/deferral of expenses and revenues (transaction TPM44) can handle negative and positive interest
payments separately, or perform netting for positive and negative interest payments and then accrue them using a
revenue account.
Considering Negative Interest in the Market Risk Analyzer
Yield Curves
The mathematical basis for constructing interest curves (in particular for bootstrapping) is left
unchanged, even when interest rates are negative at one or more grid points.
Negative interest can lead to discount factors that are greater than one.
The system does not support interest rates that are less than or equal to -100%, nor does it support
discount factors that are greater than or equal to 10.
Statistics Calculator
If the Logarithmed element type is stored as the statistics type, the statistics calculator handles the sign change
of the interest rate as missing market data. This is because the logarithm would otherwise have to be calculated
from a negative number, which does not make mathematical sense.
Value at Risk
For the VaR calculation using historic simulation, sign changes for interest rates are also handled as missing
market data.
Money Market Transactions
Negative interest can be included in the calculation of the net present value of money market transactions.
Swaps
Negative interest can be included in the calculation of the net present value of interest rate swaps and cross-
currency interest rate swaps. For this, negative interest is supported on the xed side of the transaction as well
as on the variable side.
Forward Rate Agreements
Negative interest can be included in the calculation of the net present value of forward rate agreements. For this,
both the xed interest rate and the reference interest rate can become negative.
Floors, Caps, and Swaptions
The net present value of oors, caps, and swaptions can also be determined for negative forward rates.
This is possible by extending the de nition area of the Black-Scholes model for option prices. In such cases,
the price calculator issues a warning message with explanatory documentation.
If, however, the interest on the xed side of the underlying of an option is also set as negative, meaning
that the strike in the Black-Scholes model is negative, valuation is not possible using the Black-Scholes
model.
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When negative interest is processed, it is irrelevant whether the interest was entered explicitly as negative,
whether it became negative as a result of a shift, or whether it was caused by forward calculation in the case of
plummeting interest curves.
Constraints
When scenarios (transaction TV21) are entered in the Market Risk Analyzer, negative interest is not supported.
The net present value calculation for bonds with negative interest in the Market Risk Analyzer is not supported.
Transactions cannot be created for a short position if redemption payments are still planned before the date of the
position change.
Archiving Data in Treasury and Risk

Management
Context
Treasury and Risk Management (TRM) offers you different archiving objects.
Procedure
1. We recommend that you familiarize yourself with the principles and functions of data archiving in the SAP application
system.
For more information, see SAP NetWeaverLibrary in the SAP Help Portal under http://help.sap.com/nw SAP
NetWeaver Platform Function-Oriented View Solution Life Cycle Management Data Archiving Data Archiving in the
ABAP Application System .
Since Treasury and Risk Management data is archived using the Archive Development Kit (ADK), pay particular
attention to the information regarding ADK-Based Data Archiving.
For more information, see the documentation on SAP Information Lifecycle Management in SAP S/4HANA Library.
You can archive the following data in Treasury and Risk Management:
TRTM_FTR Financial Transactions
TRTM_CO Correspondence Objects
TRTM_TARO Trade Repository Objects
TRTM_LM Limits and Limit Utilizations
TRTM_TPM Positions
TRTM_REXP Raw Exposures
TRTM_EXPOS Exposure Positions
FI_PAYRQ Payment Requests
RDBRA_REC RDB Risk Analyzer individual records
RDBRA_FRP RDB Risk Analyzer nal results
RM_SVSTATE Risk Management Datapool Status
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JB_COLL Global Collaterals
JB_GETR Generic Transaction
JB_GTVS Generic Transaction Versions
JB_FOBJ Financial Objects
2. You can archive the following data in Treasury and Risk Management:
Data to Be Archived Archiving Object See Also
Financial Transactions TRTM_FTR Archiving Financial Transactions with

TRTM_FTR
Correspondence Objects TRTM_CO Archiving Correspondence Objects with

TRTM_CO
Trade Repository Objects TRTM_TARO Archiving Trade Repository Objects with

TRTM_TARO
Positions TRTM_TPM Archiving Positions with TRTM_TPM
Payment Requests FI_PAYRQ Archiving Payment Requests with

FI_PAYRQ
Detailed Logs for Effectiveness Checks TRTM_HMLOG Archiving Effectiveness Tests with
TRTM_HMLOG
Raw Exposures TRTM_REXP Archiving Raw Exposures with

TRTM_REXP
Exposure Positions TRTM_EXPOS Archiving Exposure Positions with

TRTM_EXPOS
Datafeed Usage Log DATAFDLOG Datafeed Archiving: Usage Log with

DATAFDLOG
Limits and Limit Utilizations TRTM_LM Archiving Limits and Limit Utilizations
with TRTM_LM
RDB Risk Analyzer individual records RDBRA_REC Archiving Single Records (RDB) with
RDBRA_REC
RDB Risk Analyzer nal results RDBRA_FRP Archiving Final Results (RDB) with
RDBRA_FRP
RDB Accounting Analyzer individual RDBAA_REC Archiving Single Records (RDB) with
records RDBAA_REC
RDB Accounting Analyzer nal results RDBAA_FRP Archiving Final Results (RDB) with
RDBAA_FRP
RDB Portfolio Analyzer individual records RDBPA_REC Archiving Single Records (RDB) with
RDBPA_REC
RDB Portfolio Analyzer nal results RDBPA_FRP Archiving Final Results (EDB) with
RDBPA_FRP
Saved Datasets RM_SVSTATE Archiving of Saved Datasets with

RM_SVSTATE
Collateral Transactions JB_COLL Archiving of Collateral Transactions with

JB_COLL
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Data to Be Archived Archiving Object See Also
Generic Transactions JB_GETR Archiving of Generic Transactions with

JB_GETR
Generic Transaction Versions JB_GTVS Archiving of Generic Transaction Versions

with JB_GTVS
Financial Objects JB_FOBJ Archiving of Financial Objects with

JB_FOBJ
Commodity Risk Management
DCS-Based Market Data DCS_MD Archiving DCS-Based Market Data with

DCS_MD
For more information about archiving the SAP business partner that is also used in TRM (archiving object CA_BUPA), see
the documentation for SAP Business Partner and Archiving and Deleting Business Partner Data.
Archiving Financial Transactions with

TRTM_FTR
De nition
The TRTM_FTR archiving object is used to archive and delete nancial transactions in the Transaction Manager as well as
related subentities (such as the external trade ID and related trade repository objects (TAROs).
Financial transactions are archived using the Archive Development Kit (ADK). For more information, see the documentation on
Data Archiving in SAP NetWeaver Library, in particular the section relating to Archiving Using the Archive Development Kit
(ADK).
The archiving object is ILM-enabled. The name of the ILM object is TRTM_FTR.
For more information, see http://help.sap.com/s4hanaProduct Assistance [Language] Select Cross Components SAP
Information Lifecycle Management .
Use
To archive nancial transactions, use transaction SARA to call the TRTM_FTR archiving object, or, alternatively, choose SAP Easy
Access Treasury and Risk Management Transaction Manager Utilities Archiving Financial Transactions (transaction
FTR_ARCH_W).
Before you use the archiving object for the rst time, make the settings for minimum retention period based on the company
code and the product type. You do this in Customizing for Treasury and Risk Management, under Transaction Manager Tools
Archiving of Financial Transactions and Positions .
The following requirements need to be met before a nancial transaction can be archived:
The nancial transaction has reached the speci ed minimum retention period.
The nancial transaction has been settled or reversed.
The ows relevant for posting have been posted completely.
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The transaction has acquired the required con rmation status.
The TAROs belonging to the nancial transaciton must have one of the following archivable statuses:
06Rejection Accepted
07Accepted
08Obsolete
09Reconciled
10Reconciliation Failed
20Invalid
Further, the TAROs need to be in this status for at least as long as dictated by the minimum retention period speci ed in
Customizing. This means that the period of time between the date when the TARO was last changed and the start date for the
archiving run must be greater than or equal to the minimum retention period speci ed in the Customizing settings for the
nancial transaction.
If not all TAROs meet these criteria, the nancial transaction cannot be archived.
Structure
Tables
The TRTM_FTR archiving object is used to archive data from various tables. When you call up the TRTM_FTR archiving object in
transaction SARA and then choose the DB Tables pushbutton, you see the tables affected.
Programs
The following programs are delivered for the TRTM_FTR archiving object:
Program Function Notes
RFTRARCHIVE_WRITE Write Saves the selected nancial transactions in

an archive le.
RFTRARCHIVE_DELETE Delete
Deletes the archived nancial
transactions in the system
database.
With the standard settings, the

delete program is started
automatically after archiving.
We recommend that you keep this

setting. You can use transaction
AOBJ to change the setting.
For the delete program, SAP

delivers the standard variants
SAP&PROD (production mode) and
SAP&TEST (test mode). During the
write and delete activities, a
progress report appears in the job
log and in the status bar.
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RFTRARCHIVE_RELOAD Reload This program is a correction program and is

used solely for reloading data if errors
occurred during archiving.
It cannot be used to read archived data.
See also: Reloading the Archive
Reloading the Archive

Context
Caution
The reload function is intended as an emergency option only to be resorted to in cases when an error in the Customizing
settings or in document selection has caused the wrong data to be archived. Documents are therefore only reloaded directly
after data has been archived incorrectly. Reloading documents at a subsequent point in time could in some cases lead to
inconsistencies in the database.
You are on the Archive Administration: Initial Screen (transaction SARA), and the name of the archiving object is entered
in the Object Name eld.
Archive administration can access the archive les to be reloaded.
Note
Only complete archiving runs can be reloaded. In other words, all archive les of a selected archiving run are reloaded
together. These archive les are then marked as reloaded.
Procedure
1. Choose Goto Reload . A screen appears on which you can schedule the reload to be run in the background.
2. Choose Archive Selection.
A dialog box displays archiving runs that have already been processed by the deletion program.
3. Select the relevant archiving run and choose Continue. You return to the previous screen.
4. Enter the start date and the spool parameters.
Results
Now you have entered all of the data required for the background job. To run the job, choose Execute.
Archiving Correspondence Objects with

TRTM_CO
Prerequisites
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For each company code, you specify the minimum retention period in days for correspondence objects. You do this in
Customizing for the Transaction Manager under General Settings Correspondence General Settings Maintain Retention
Period to Archive Correspondence Object . The minimum retention period speci es the minimum number of days that a
correspondence object needs to remain in the system before it can be archived.
Context
You use the archiving object Correspondence Object TRTM_CO to archive correspondence objects in the Correspondence
Framework.
Note
As part of the archiving of nancial transactions, correspondence objects relating to nancial transactions are also archived
using TRTM_FTR.
If you only create correspondence objects for your nancial transactions, these correspondence objects are also archived
when the nancial transactions are archived.
Consequently, you need archiving object TRTM_CO only to archive correspondence objects that have been created outside of
nancial transactions or if you want to archive correspondence objects independently of the nancial transaction.
Example: To prevent the database tables from over owing, you can regularly archive correspondence objects with status
Invalidated in advance.
Correspondence objects are archived using the Archive Development Kit (ADK). For more information, see the documentation
on Data Archiving in SAP NetWeaver Library, in particular the section relating to archiving using the Archive Development Kit
(ADK).
The archiving object is ILM-enabled. The name of the ILM object is TRTM_CO.
Technical Data
Size of archiving le: Max. 500 MB
Programs
Program Function Note
RTCOR_CO_ARCHIVE_WRITE Write Program On the basis of your entries, the write

program selects the correspondence
objects to be archived.
RTCOR_CO_ARCHIVE_READ Read Program
RTCOR_CO_ARCHIVE_DELETE Deletion Program The deletion program deletes all archived

correspondence objects because data
deletion cannot be executed by the write
program (for security reasons).
Tables
The archiving object TRTM_CO is used to archive data from various tables.
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Authorization Object
Authorization Object Notes
S_ARCHIVE The write program checks the authorization for archiving object
TRTM_CO and activity 01 (Create or Generate).
Procedure
1. Creating Archive Files
a. You are on the Archive Administration: Initial Screen (transaction SARA), and the name of the archiving object
TRTM_CO is entered in the Object Name eld.
b. Choose Write.
A screen appears on which you can schedule the write program to be run in the background.
If archiving has already been performed for an archiving object and there are still archive les from that archiving
run that have not yet been processed by the relevant deletion program, the system informs you of this in a
separate window.
The same applies for interrupted archiving runs.
Caution
Archiving data more than once can lead to various problems. Hence some archiving objects require that data
is not replicated in the archive, because this can lead to incorrect results (such as using archived data to
produce totals). Ensure the following:
The new write job that needs to be scheduled does not select the same data that is contained in
archive les that have not yet been processed by the deletion program
No variants with overlapping selection values are used in parallel
Note
If the variant that you have selected is already being used in other jobs, you can choose the Jobs with Selected
Variant pushbutton to display the variant and delete it if necessary.
c. Use the input help to select a variant. If no variant is available, choose Maintain and create the variant that you
require.
d. Enter the start date and the spool parameters.
Note
With the Archive Directory pushbutton, you can determine how much storage space is free in the current
object-speci c archive directory before you start to archive.
Note
After all archive les of a run have been written completely, the system event SAP_ARCHIVING_WRITE_FINISHED
is triggered by the ADK. In reaction to this event, processes that occur downstream from archiving (such as
automated le storage) can be triggered by external tools.
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Furthermore, you can navigate to the following menu options:
Customizing
Job Overview: Here you nd an overview of all archiving jobs as well as functions for processing them.
Administration
DB Tables
Information System
Note
You can display the logs documenting processing by choosing Logs from the Archive Administration initial screen.
2. Delete the archived data from the database.
3. In Archive Administration (transaction SARA), you can call up the read program RTPMARCHIVE_READ_BY_INDEX.

Context
Caution
Note
Procedure
Results
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Archiving Trade Repository Objects with

TRTM_TARO
Context
You use this archiving object to archive trade repository objects (TAROs) in the Transaction Manager (TRM).
This archiving object is used to archive the following groups of trade repository objects:
Trade repository objects for nancial transactions in Transaction Manager with the action type 30Valuation
and35Security
Trade repository objects for external transactions
Criteria Dictating Whether TAROs Can Be Archived
It is only possible to archive trade repository objects that have acquired one of the following statuses:
06Rejection Accepted
07Accepted
08Obsolete
09Reconciled
10Reconciliation Failed
20Invalid
The period of time that has elapsed between the time of the last change made to the TARO and the start date of the
archiving run must be equal to or greater than the retention period.
Relationship to Archiving Object TRTM_FTR
Trade repository objects for nancial transactions of Transaction Manager are generally archived together with nancial
transactions with the archiving object (TRTM_FTR). However, from this set of trade repository objects, you can archive just
those with the action types 30Valuation and 35Security, using the archiving object TRTM_TARO independently of the nancial
transaction.
Technical Data
Maximum size in MB: 500
Tables
The archiving object TRTM_TARO is used to archive data from various tables.
ILM- Related Information
ILM Object: TRTM_TARO
In transaction ILMARA, assign the ’Archiving’ audit area to the TRTM_TARO ILM object.
Enter a residence rule for the trade repository objects.
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1. Call transaction IRMPOL.
2. In the Policy Category eld, select the residence rule.
3. In the Object Category eld, select the entry SAP Business Suite.
4. In the Audit Area eld, select the entry Archiving.
5. In the ILM Object eld, select the entry TRTM_TARO.
6. If you have not yet created a set of rules for the ILM object, you need to create one and set it for productive use.
7. Enter a residence rule or rules for the trade repository objects. You can specify the residence period speci c to
the trade repository.
Authorization
Authorization Object: S_ARCHIVE
Programs
Program Function
R_TLR_TARO_ARCHIVE_WRITE Write
R_TLR_TARO_ARCHIVE_DELETE Delete
R_TLR_TARO_ARCHIVE_RELOAD Reload
Procedure
a. You are on the Archive Administration: Home (transaction SARA), the name of the TRTM_TARO archiving object is
entered in the Object Name eld.
b. Choose Write.
separate window.
Caution
No variants with overlapping selection values are used in parallel.
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Note
require.
Note
Note
Customizing
Administration
DB Tables
Information System
Note
2. Deleting Archived Data from the Database
3. You can display the archived data as follows:
In the Archive Information System (transaction SARI), you can display the data archived when you have activated
archive information structures for the archiving object.
4. In exceptional cases when archiving runs contain errors, you can use the "Reload" function to reload the archive. For
more information, see Reloading the Archive
Next Steps
Archiving Financial Transactions with TRTM_FTR
Archiving is performed using the Archive Development Kit (ADK). See also: The documentation on Data Archiving in the
SAP NetWeaver Library, in particular the section relating to Archiving Using the Archive Development Kit (ADK).

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Context
Caution
Note
Procedure
Results
Archiving Positions with TRTM_TPM

Prerequisites
In Customizing for the Transaction Manager under General Settings Tools Archiving of Financial Transactions and
Positions , you de ne per company code and product type the minimum retention period for nancial transactions and
positions. The minimum retention period speci es the minimum number of days that a nancial transaction or position,
after their maturity has been reached, needs to remain in the system before it can be archived.
We recommend that you activate the delivered archive information structures SAP_TRTM_TPM_0 and and
SAP_TRTM_TPM_1 before the rst archiving run. This simpli es reading archived positions later with the read program
(improved performance) and enables you to use the Archive Information System (transaction SARI) to read archived
positions.
SAP delivers the SAP_TRTM_TPM eld catalog and the SAP_TRTM_TPM_0 andSAP_TRTM_TPM_1 archive information
structures.
Field Catalog SAP_TRTM_TPM Archive Information Structure Archive Information Structure

SAP_TRTM_TPM_0 SAP_TRTM_TPM_1
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Company Code (Key Field) X X
Product Type (Key Field) X X
ID Number (Key Field) X X
Loan Number (Key Field) X X
Financial Transaction Number (Key Field) X X
Depot X No selection parameter
Futures Account X No selection parameter
Portfolio X No selection parameter
Trader No selection parameter No selection parameter
Context
You use this archiving object to archive positions in SAP Treasury and Risk Management (TRM).
TRM manages positions for a broad range of nancial instruments. Consequently, the criteria for archiving vary depending on
the type of nancial instrument.
Positions in SAP Treasury and Risk Management (TRM) can be divided into the following groups:
OTC positions
Loan positions
Securities positions
Listed derivative positions
Positions are not archived individually; instead, they are archived in position groups. Position groups are only used in the context
of archiving. A position group is used to group together positions that are so closely related that they cannot be handled
separately in archiving.
Creation of position groups:
All positions of a position group have the same company code.
In addition:
Securities positions or listed derivative positions that have the same ID number belong to the same position
group.
OTC positions and loans that have the same nancial transaction number or loan number belong to the same
position group.
Note
The valuation area, therefore, is not used as a criteria for differentiating position groups.
All positions that belong to a business transaction that generates ows for different positions belong to the same
position group. This can arise in connection with hedging relationships, securities account transfers, or corporate
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actions, for example.
 Example
All positions of a convertible bond 123 and of the related share 456 in all valuation areas in company code 001 are
grouped together into one position group.
All positions for OTC transaction 65438 in all valuation areas in company code 001 are grouped together into one
position group.
A position group is archived once all of the positions in that position group can be archived.
Criteria Dictating Whether Positions Can Be Archived
All ows for a position must have the status Fixed or Reversed.
Exception: Open and close ows for OTC transactions
Each business transaction must have (Updated) status.
The Units or Nominals position components must be at zero at the start of the retention period.
There must not be any business transactions scheduled after the start of the retention period for the position.
The maturity of a position must fall before the start of the retention period. (Note that the latest date of a position is
considered the due date.)
If you want to archive securities positions or listed derivative positions with a very long term, you can deactivate
the maturity check. You do this by deactivating the Securities Only After Maturity indicator in the selection
criteria of the variant.
In the case of securities positions that do not have a maturity (such as stock positions), no maturity check is
performed.
If a position forms part of an intragroup transaction, it cannot be archived. For such a position to be archived, the
intragroup status of the position must be initial.
The position must not form part of a hedging relationship in Hedge Accounting for Positions.
If a money market position or a loan is used as a hedged item in a hedging relationship in Hedge Accounting, it cannot be
archived.
If a foreign exchange transaction or a derivative is used as a hedging instrument in Hedge Accounting, it cannot be
archived.
Caution
The read program for archiving object TRTM_TPM displays all table entries for the archived position groups. However, it is
difficult to interpret the business signi cance of this data. Before you start archiving, we recommend that you rst ensure
that you have met all legal prerequisites. Only when you no longer need to be able to present data can you archive that data.
Recommendation
If you use Loans Management (FS-CML) and, alongside loans, you also manage positions for parallel valuation areas in
Position Management, we recommend that, after you have archived loan contracts using archiving object CMLCONTRCT, you
also archive the relevant positions using archiving object TRTM_TPM.
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Positions are archived using the Archive Development Kit (ADK). For more information, see the documentation on Data
Archiving in SAP NetWeaver Library, in particular the section relating to archiving using the Archive Development Kit (ADK).
Technical Data
Relationship to Other Archiving Objects
From the business point of view, the archiving object "Positions" TRTM_TPM is closely related to the archiving object "Financial
Transaction” TRTM_FTR. If you have archived nancial transactions, you can then archive the related positions as well.
The archiving object Positions TRTM_TPM shares the same Customizing settings for the minimum retention period as the
archiving object Financial Transaction TRTM_FTR. This is because the same archiving criteria need to apply to the positions as
those that apply to the related nancial transactions.
The archiving object is ILM-enabled. The name of the ILM object is TRTM_TPM.
Programs
RTPMARCHIVE_WRITE Write On the basis of your entries, the write

program selects the positions for archiving
and creates the position groups. In the case
of complete position groups, the system
checks whether the individual positions can
be archived. If all positions of a position
group can be archived, the system archives
that position group.
 Note
You can rst run the write program in the
test mode to simulate archiving without
writing any archive les. If you select the
setting Complete for the detailed log
and set the Display All Errors indicator,
the detailed log contains all processed
objects including the related messages.
Once the test run has proved

successful, you can start the write
program in production mode.
See also:
Maintaining Variant for Write

Program for TRTM_TPM
Checks on Archiving Object

TRTM_TPM
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RTPMARCHIVE_DELETE Delete The deletion program deletes all archived

positions because data deletion cannot be
executed by the write program (for security
reasons).
On the selection screen, you can choose

between Test Mode and Production Mode.
The archived positions are deleted only in
the production mode.
RTPMARCHIVE_READ_BY_INDEX Read See also:Displaying Archived Positions with

TRTM_TPM
RTPMARCHIVE_RELOAD Reload You should only use this program in cases

when an error has occurred during archiving.
Furthermore, we recommend that you
perform the reload as soon as possible
after the erroneous archiving run was
performed.
 Note
When you run this program, the system
updates the entries in the active archive
information structures.
Tables
The archiving object TRTM_TPM is used to archive data from various tables.
Together with the positions, the relevant entries in the NPV table (table VTVBAR), the logs (table TRPT_LOG), and the
calculation results (table FTBCVAD_CVA and FTBBCVA_EE) are archived.
S_ARCHIVE The write program checks the authorization for archiving object
TRTM_TPM and activity 01 (Create or Generate).
T_POSS_ASS The system checks the authorization for the company code, the
valuation area, and the product type for the authorization function
P3 (Position Subledger) and the activity 03 (Display).
Procedure
TRTM_TPM is entered in the Object Name eld.
b. Choose Write.
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separate window.
Caution
Note
require. See also:Maintaining Variants for Write Program for TRTM_TPM
d. Maintain the start date and the spool parameters.
Note
Note
After all archive les of a run have been written completely, the system event SAP_ARCHIVING_WRITE_FINISHED is
triggered by the ADK. In reaction to this event, processes that occur downstream from archiving (such as automated
le storage) can be triggered by external tools.
Customizing
Administration
DB Tables
Information System
Note
See also:Checks on Archiving Object TRTM_TPM
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In Archive Administration (transaction SARA), you can call up the read program RTPMARCHIVE_READ_BY_INDEX.
See also:Displaying Archived Positions with TRTM_TPM
In the Archive Administration System (transaction SARI), you can display the data archived when you have
activated archive information structures for the archiving object.
4. In exceptional cases: Reloading the Archive
Creating Variants for Write Program for

TRTM_TPM
Context
If you want to run the write program for archiving object "TRTM_TPM Positions", you need to create a variant.
In the variant, you use selection criteria to specify which positions are archived and how the write program is executed.
Procedure
1. Select the product groups. Depending on the product groups that you have selected, selection criteria for the relevant
positions appear in the lower frame.
2. Enter the company codes.
3. You can use the product type to restrict the positions.
4. You can also restrict the selection using the product group.
Securities Positions: Security ID
Loan Positions: Loan Number
Listed Derivatives: ID Number
OTC Positions: Financial Transaction Number
5. Enter the retention period end date. The system uses this date to check the minimum retention period.
6. You can use the following indicators:
Check Maturity Date of Securities
When this indicator is set (= default setting), the write program checks the maturity date of a security. When the
maturity date falls after the start date of the retention period, it is not possible to archive the position.
Exception: If a security does not have a maturity date, the system does not perform the check. Example: Stocks
do not have a maturity date. Consequently, the system does not run a maturity date check on stock positions.
If you do not set this indicator, the system does not check the maturity date, enabling you to archive positions
before the maturity date. This can be useful in the case of securities that have a very long term.
See also:Checks on Archiving Object TRTM_TPM
Include Interlinked Positions
When you start the write program for archiving, you de ne the selection criteria for the positions to be archived.
The write program nds all selected positions and creates position groups.
There are two types of position group:

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Complete position groups
Position groups for which the related positions have all been selected for archiving by the selection
criteria.
Incomplete position groups
Position groups that, in order to become complete, must rst be supplemented by positions that were not
selected for archiving by the selection criteria.
The archiving run also considers complete position groups.
The following applies in the case of incomplete position groups:
When the indicator is set (= default setting), the system adds the missing positions to the incomplete
position groups and then includes the now complete position group in the archiving run.
If this indicator is not set, incomplete position groups are not included in the archiving run.
Display All Errors
When this indicator is not set (= default setting), the system runs checks on whether a position can be
archived until the rst error occurs. For performance reasons, subsequent checks are not performed. Only
one error message appears in the detailed log. Consequently, only one line per position is displayed in the
archiving log.
If you set this indicator, the system performs all checks for a position and outputs all error messages in the
detailed log. In this case, there can be multiple lines per position in the detailed log. However, such a
comprehensive list makes it easier to analyze archiving problems. You can only set this indicator in the test
mode of the write program for archiving positions.
7. In the Processing Options, you can specify whether the program is executed in the test mode or production mode.
Test Mode
In the test mode, the system only simulates the program run. No archive les are written and no data is deleted
from the database.
Production Mode
In this mode, the system checks whether the selected positions can be archived and then writes archive les for
all position groups that can be archived. However, the system does not delete the data from the database. For
this, you need to start the deletion program.
8. Detailed Log
You can use this eld to specify whether a detailed log (using the "Complete" option) is output in addition to the
summarized log when the program is executed.
The summarized log contains each message just once. The message is accompanied by the number of objects affected
and by one of these objects as an example.
The detailed log contains all objects processed, including the related messages. If you select Without Success Message,
no success messages are written in the detailed log.
Note
We recommend that you only output a detailed log when a small number of objects are processed, such as in the test
mode. Otherwise, the program may terminate due to memory over ow.
If you have set the Include Interlinked Positions indicator, all positions are listed in the detailed log and their
differentiation criteria, such as company code and valuation area, are also displayed. Positions belonging to a position
group are separated by a line of asterisks.
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9. Log Output
Here, you can specify whether the log is output in the list (or in the spool when the program is run in the background), in
the application log, or in both locations.
An advantage of outputting the log in the application log is that the log messages are displayed during program runtime.
(Whereas log messages are generally output every 30 minutes with programs run in the background, they are output
every 10 seconds when programs are run online.) Logs that are written to the list cannot be viewed until the program
has nished.
With the list output, you can opt for automatic storage of the log in a connected storage system (see Spool Parameters
in job scheduling). Logs written to the application log can only be stored manually from the log display. Furthermore, logs
written to the list are removed automatically when the related background job is deleted, whereas logs written to the
application log have to be deleted manually.
Note
If you have opted for List for the log output, you can double-click a position to display the related position indicator.
All logs can be displayed from the archive administration by choosing Goto Logs . For more information, see Logs.
10. You can attach a comment to archiving runs. Comments appear as follows:
In the overview of the archiving runs in archive administration (transaction SARA). You can make changes to
comments here.
In the manual selection of archive les (such as for analysis programs). The comments are intended to assist you
in selecting the archive les.
Checks on Archiving Object TRTM_TPM

After the system has selected the positions using the selection criteria for the write program variant, the system runs the
following checks for the single positions of the entire position groups to be archived and thereby determines the position groups
to be archived.
The checks are performed independently of the nancial transaction data.
If an archiving criterion is not met by a position within a position group, the position group is not archived. For reasons of
performance, subsequent checks in the production mode are canceled.
Criteria Dictating Whether Positions Can Be Archived
All ows for a position must have the status Fixed or Reversed.
Exception: Open and close ows for OTC transactions
Each business transaction must have the status U (Updated).
The position components Units / Nominals must be zero at the start of the retention period.
There must not be any business transactions scheduled after the start of the retention period for the position.
The maturity of a position must fall before the start of the retention period. (Note that the latest date of a position is
considered the due date.)
If you need to archive securities positions or listed derivative positions with a very long term, you can deactivate
the maturity check. You do this by deactivating the Securities Only After Maturity indicator in the selection
criteria of the variant.
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In the case of securities positions that do not have a maturity (such as stock positions), no maturity check is
performed.
If a position forms part of an intragroup transaction, it cannot be archived. For such a position to be archived, the
intragroup status of the position must be initial.
The position must not form part of a hedging relationship in Hedge Management for FAM.
If a money market position or a loan is used as a hedged item in a hedging relationship in Hedge Management, it cannot
be archived.
If a foreign exchange transaction or a derivative is used as a hedging instrument in Hedge Management, it cannot be
archived.
Displaying Archived Positions with

TRTM_TPM
Prerequisites
Positions must already have been archived.
We recommend that you activate the delivered Archive Information Structures SAP_TRTM_TPM_0 and
SAP_TRTM_TPM_1 before the rst archiving run. This simpli es reading archived positions later with the read program
(improved performance) and enables you to use the Archive Information System (transaction SARI) to read archived
positions.
See also:Activating and Deactivating the Information Structure
SAP delivers the eld catalog SAP_TRTM_TPM and the archive information structures SAP_TRTM_TPM_0 and
SAP_TRTM_TPM_1.

Company Code (Key Field) X X
Product Type (Key Field) X X
ID Number (Key Field) X X
Loan Number (Key Field) X X
Financial Transaction Number (Key Field) X X
Securities Account X No selection parameter
Futures Account X No selection parameter
Portfolio X No selection parameter
Trader No selection parameter No selection parameter
Context
You use the read program RTPMARCHIVE_READ_BY_INDEX to display archived data.
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Caution
The read program displays all table entries for the archived position groups. However, it is difficult to interpret the business
signi cance of this data. Before you start archiving, we recommend that you rst ensure that you have met all legal
prerequisites. Only when you no longer need to be able to present data can you archive that data.
See also:Data Access and Veri ability of Digital Documentation
Procedure
1. You are on the Archive Administration: Initial Screen (transaction SARA), and the name of the archiving object
TRTM_TPM is entered in the Object Name eld.
2. Choose Read.
The Archive Administration: Start Read Program screen appears. The Batch/Online eld is preset with "Online". Choose
Execute.
3. You can use the following selection criteria to search for archived positions:
Choose a product group in the Product Group eld (securities, listed derivatives, loans, or OTC transactions).
Enter the company code.
Select the product type.
Depending on the product group that you choose, you can also restrict the search by specifying the ID number,
loan number, or nancial transaction number.
4. In the Technical Settings area, you can set the Activate Archive File Selection indicator.
If you have not activated any archive information structures prior to performing archiving, you need to set this
indicator. The system searches for the archived positions in the archive les.
If you have activated archive information structures before performing archiving, you do not need to set this
indicator, and the system then uses the archive information structures to search for the archived positions.
5. If you have set the Activate Archive File Selection indicator, the Archive Administration: Select Files for Read Program
dialog box appears. For more information, see Archive Selection. Select the archive les that you want to read or analyze
and then con rm your selection by choosing Continue.
6. The system outputs a summarized list of the position groups corresponding to the selection criteria. When you double-
click one of these position groups, the Archiving TRM-TM Positions: Read Program dialog box appears.
On the left of the screen, you see a navigation window displaying all of the tables from which entries for the selected
position group have been archived, as well as how many entries for each table were archived. When you double-click a
table in the navigation window on the left, the system displays on the right a list (in the form of a SAP List Viewer list) of
the archived entries for that table that relate to the selected position group.
Next Steps
Reading Archive Files

Context
Caution
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Note
Procedure
Results
Archiving Payment Requests with FI_PAYRQ

Payment requests are archived, deleted, and reloaded using archiving object FI_PAYRQ.
See also:
Generating Archive Files – Payment Requests
Reloading Archives
Generating Archive Files – Payment

Requests
Prerequisites
You can only archive payment requests that have been cleared.
Procedure
Choose Accounting → Treasury and Risk Management → Transaction Manager → Utilities → Archiving → Payment Requests
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The Archive Administration: Create Archive Files screen appears.
Enter a variant name and choose Maintain.
Maintain your variants by entering the following selection criteria for the documents you want to have checked for archiving:
Company codes
The system only archives payment requests posted in the speci ed company codes.
Key numbers
The system only archives payment requests the lie within the interval.
Customer items
The system archives payment requests for customers.
Vendor items
The system archives payment requests for vendors.
G/L account items
The system archives payment requests for G/L accounts.
Archiving period
The system only archives payment requests that have been in the system for longer than the speci ed archiving period.
Enter your selection criteria. To simulate the run, set the Test run indicator.
Choose Back .
The system asks you if you want to save the values you entered. Con rm your entries by choosing Yes.
The Save Attributes of Variant screen appears. Enter a description of your variant in the Description eld.
Save your variant. Choose Back to return to the request screen for archive administration.
Maintain the start date and the spool parameters for the archiving run.
Once you have maintained the selection criteria, the start date, and the spool parameters, choose Execute.
To display an overview of the jobs you have generated, choose Goto → Job Overview.
For more information on maintaining variants, see the SAP Library:
SAP NetWeaver → Solution Life Cycle Management → Data Archiving (CA-ARC) → Introduction to Data Archiving (CA-ARC)
If all the archiving conditions are ful lled, the system writes the archived documents to external archive les.
The system then starts a deletion program for each archive le, which imports the data to be deleted from the archive le and
deletes it from the database.
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Reloading Archived Data

Prerequisites
You can only archive payment requests that have been cleared.
Procedure
1. Choose Treasury and Risk Management Transaction Manager Utilities Archiving Payment Requests.
Choose Goto Reload. The Archive Administration: Reload Archive Sessions screen appears.
2. You can enter a selection of key numbers to restrict the data reloaded.
The payment request does not carry a special indicator after the reload. It is stored in the original form, as it was before
the archiving run.
Archiving Effectiveness Tests with

TRTM_HMLOG
De nition
Archiving object TRTM_HMLOG with which to archive logs for effectiveness tests
Use
The system saves the effectiveness test logs in tables THAHRT_MEAS_LOG (detailed log for an effectiveness
measurement) and THAHRT_ASSES_LOG (detailed log for an effectiveness assessment). To archive the logs, choose
SAP Easy Access Treasury and Risk Management Transaction Manager Utilities Archiving Effectiveness Tests
(FTR_HMLOG_ARCH_W). Alternatively, you can use transaction SARA to call the archiving object TRTM_HMLOG.
Before you use the archiving object for the rst time, you need to specify that the detail logs for valuations are saved in
the database. You do this in the Implementation Guide under Transaction Manager Hedge Management Effectiveness
Check De ne Calculation Types .
To make further settings for the archiving object, use transaction AOBJ.
Structure
Archiving Programs for the Archiving Object TRTM_HMLOG:
Program Function Description
RFTRARCHIVE_HEDGELOG_W Write You use this function to save the detail logs
in the archive. The data in the system
database is not deleted.
RFTRARCHIVE_HEDGELOG_D Delete You use this function to delete the detail

logs in the database. With the standard
settings, the delete program is started
automatically after archiving. We
recommend that you keep this setting.
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Program Function Description
RTHMHR_EFFECTIVENESS_TEST Read You can use this function to display

archived logs.
Alternatively, you can call the following

transactions on the SAP Easy Access
screen: Hedge Plan List (THMEX) or
Hedging Relationships: Effectiveness Test
(THM80).
Archiving Raw Exposures with TRTM_REXP

De nition
You can use archiving object TRTM_REXP to archive raw exposures for Exposure Management 2.0.
All data relating to the raw exposures is archived. This applies to the header data, raw exposure memo records, sub raw
exposures, risk attributes, the different versions, the administrative attributes, and other information. The related exposure
positions are not archived with this archiving object. See also: Archiving Exposure Positions (FIN-FSCM-TRM) .
Structure
Programs
Program Function Note
RFTR_TEX_REXP_ARCHIVE_WRITE Write Program

The program rst checks whether
the archiving indicator has been set
for the selected raw exposures.
The selection criteria are the

company code and the due date.
RFTR_TEX_REXP_ARCHIVE_READ Read Program The selection criteria for the read program
are as follows:
Company Code
Raw Exposure ID
External Document Reference
Transaction Category of the Raw

Exposure
Currency of the Exposure Amount
Target Currency of the Raw

Exposure
Period
Planning Year
Raw Exposure Date
RFTR_TEX_REXP_ARCHIVE_DELETE Deletion Program
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Tables
TEXT_RAWEXPOS Raw Exposures
TEXT_REXP_ITEM Raw Exposure Memo Records
TEXT_REXP_PRICES Price Determination Information for Raw Exposure Memo Record
TEXT_REXP_SUBIT Sub Raw Exposures
TEXT_TRANSACTION Nonmatched Exposure Transactions
Integration
The archiving functions check for the authorization objects S_ARCHIVE and S_DATASET.
Archiving Exposure Positions with

TRTM_EXPOS
De nition
You can use archiving object TRTM_EXPOS to archive exposure positions for Exposure Management 2.0. All data for the
exposure position and the related position ows are archived. The same applies to information on the underlying raw exposures,
but the raw exposures themselves are not archived with this archiving object. See also: Archiving Raw Exposures (FIN-FSCM-
TRM).
Structure
Programs
RFTR_TEX_EXPOS_ARCHIVE_WRITE Write Program

The selection criteria of the variants
are the company code and the due
date.
RFTR_TEX_EXPOS_ARCHIVE_READ Read Program The selection criteria for the read program
are as follows:
Company Code
Exposure Position ID
Transaction Category
Currency of the Exposure Amount
Target Currency
Commodity ID
Period
Planning Year
Due Date
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RFTR_TEX_EXPOS_ARCHIVE_DELETE Deletion Program
Tables
TEXT_POSITIONS Exposure Positions
TEXT_POS_FLOW Exposure Positions: Flows
TEXT_POSF_PRICES Price Information for Exposure Positions
Integration
The archiving functions check for the archiving authorization objects S_ARCHIVE and S_DATASET.
Datafeed Archiving: Usage Log with

DATAFDLOG
Use
When the user log is archived, the data is written to an external le.
Activities
1. Choose Financial Supply Chain Management Treasury and Risk Management Basic Functions Market Data
Management Datafeed Usage Log Archive or the corresponding path in SEM Banking.
2. The Archive Administration: Generate Archive Files screen appears.
3. Enter the variant needed to start the archiving program, the start date, and the spool parameters.
4. Choose Edit Create Job to start the archiving.
5. You can do the following:
Reload the archive
Manage the archive
Read the archive
Archive Management
Procedure
Management Datafeed Usage Log Manage Archive or the corresponding path in SEM Banking.
The Archive Administration: Display Control Records screen appears.
2. Here you see the control records of existing user logs.
You can now change the archive path and the related notes.
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3. Save any changes that you make.
Reload Archive
Context
The archived user log is reloaded again into the database.
Procedure
Management Datafeed Usage Log Reload Archive or the corresponding path in SEM Banking.
2. The Archive Administration: Reload Archive Sessions screen appears.
3. Enter the variant needed to start the archiving program as well as the archive selection, the start date, and the spool
parameters.
4. Choose Edit Create Job to reload the le.
Read Archive
Context
You use a report to read an external le in archive format DATAFDLOG.
Procedure
1. Choose Basic Functions Market Data Management Datafeed Usage Log Read Archive or the corresponding path in
SEM Banking.
A screen appears on which you can select the les of the archived user logs.
2. Select the user log that you want to read.
3. Press ENTER . The system reads the archived user log and displays it.
Archiving Limits and Limit Utilizations with

TRTM_LM
Use
When Limit Management is used in your production system, this leads over time to very large volumes of data being saved. To
ensure that evaluations are not slowed down by excessively large volumes of data, you can delete limits and utilizations from
the system. However, you can delete this data from the system only if you have archived it in a previous step, that is, only if you
have copied it to an external memory. In another step, you can reload archived data that has been deleted.
The archiving object is ILM-enabled. The name of the ILM object is TRTM_LM.
Prerequisites
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Data to be archived already exists in the system:
Limits
Limit utilizations
Procedure
Archiving is a standard application that is used for many SAP applications
Choose Credit Risk Analyzer Tools Reorganization Tools Archiving: Limit Management . The Archive Administration: Initial
Screen appears.
The relevant object name for this component TRTM_LM (TR Limit Management: Defaults, Utilization) has already been entered.
Archiving
1. In the Actions area, choose the Write pushbutton.
2. The Archive Administration: Generate Archive Data screen appears.
3. Enter a name for your variant and choose Maintain.
You have to maintain separate variants for test runs and update runs. Using the input help, you can reuse or change
variants that have already been created. Con rm the next dialog box by choosing Continue.
4. In the selection lter “Maintain Variant: Report RFTBARC1, Variant xy", you have several options for selecting the data to
be archived. For more information, see the report documentation.
5. If you want to perform an update run, you need to remove the indicator from the Test Run eld. Enter an additional
comment for the archive.
6. Save your variant.
If you want to create a new variant, you have to enter and save an additional description of the variant.
7. Enter the start date. For this, you have the following options:
Start archiving immediately
Start archiving on a certain date / at a certain time
Start archiving after a speci ed event
Start archiving directly after another job
You can also set up the system to archive data periodically. Save your entries.
8. Enter the spool parameters. Specify a printer for data that needs to be printed, then con rm your entries.
9. Start the archiving run.
Once you have started the archiving run, you can monitor the status of the job and also display the job log by choosing the
pushbuttons Job Overview and Refresh.
You can also call up the log of archived objects by choosing Spool. You can display the data in the following formats:
Graphical
Raw
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Hexadecimal
Similarly, you can display message texts by choosing Job Log.
Managing Archiving Runs
Choose the Administration pushbutton to display all the archiving runs created so far. The individual runs are sorted by their
status:
Incomplete: Objects have been archived
Complete: Objects have been archived and deleted
Incorrect: Errors occurred during archiving; postprocessing is necessary
You cannot use the "Delete" and "Reload" functions until all the data has been archived.
Deleting Archived Data
For information about deleting archived data, see the report documentation for report RFTBARC2.
Reloading Archived Data
For information about reloading archived data, see the report documentation for report RFTBARC3.
Result
After archiving, the selected data is copied to an external memory. However, the data still exists in the limit system.
After deletion, the data that has previously been archived is deleted from the limit system.
After reloading, the selected data is restored to the limit system.
Note
For more information about archiving, see the documentation CA - Archiving and Deletion of Application Data. To display
archived data, you can use the Archive Information System. The system contains the following archive information
structures: SAP_TRTM_LM_EXP as well as SAP_TRTM_LM_LIM.
Archiving Single Records (RDB) with

RDBRA_REC
Context
You use the archiving object RDBRA_REC to archive single records that are stored in the results database of the Market Risk
Analyzer (FIN-FSCM-TRM-MR).
Note
We recommend that you familiarize yourself with the principles and functions of data archiving in the SAP application
system. For more information, see Data Archiving in SAP NetWeaver Library. Since Treasury and Risk Management data is
archived using the Archive Development Kit (ADK), pay particular attention to the information regarding ADK-based data
archiving.
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The archiving object is ILM-enabled. The name of the ILM object is RDBRA_REC.
Technical Data
Size of archiving le: Default Entry 500 MB
Programs
RDBRA_REC_ARC Write On the basis of your entries, the write

program selects the single records to be
archived.
 Note

RDBRA_REC_DEL Delete The deletion program deletes all archived

single records because data deletion
cannot be executed by the write program
(for security reasons).

Read In the Archive Explorer (transaction SARE),

you can display the archived data for the
archiving object by using activated
information structures. To do this, you can
use the information structures delivered by
SAP (after activation in transaction SARJ)
or user-de ned information structures.
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RDBRA_REC_RELOAD Reload You should only use this program in cases

when an error has occurred during archiving.
Furthermore, we recommend that you
perform the reload as soon as possible
after the erroneous archiving run was
performed.
 Note
When you run this program, the system
updates the entries in the active archive
information structures.
Tables
The archiving object RDBRA_REC is used to archive data from various tables. When you call up the archiving object in
transaction SARA and then choose the DB Tables pushbutton, the system returns the relevant tables.
S_ARCHIVE The write program checks whether you have authorization for the
archiving object RDBRA_REC.
Procedure
a. You are on the Archive Administration: Initial Screen (transaction SARA), and the name of the RDBRA_REC
archiving object is entered in the Archiving Object eld.
b. Choose Write.
separate window.
Caution
Note
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require.
Note
Note
Customizing
Job Overview: Here you nd an overview of all archiving jobs as well as functions for processing them. .
Administration
DB Tables
Information System
Note
4. In exceptional cases when archiving runs contain errors, you can use the "Reload" function to reload the archive. For
more information, see Reloading the Archive
Archiving Final Results (RDB) with

RDBRA_FRP
Context
You use the RDBRA_FRP archiving object to archive nal results that are stored in the results database (RDB) of the Market
Risk Analyzer (FIN-FSCM-TRM-MR).
Final results are archived using the Archive Development Kit (ADK). For more information, see SAP NetWeaver Library in the
SAP Help Portal under http://help.sap.com/nw SAP NetWeaver Platform Function-Oriented View Solution Life Cycle
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Management Data Archiving Data Archiving in the ABAP Application System Archiving Using the Archive Development Kit
(ADK) .
The archiving object is ILM-enabled. The name of the ILM object is RDBRA_FRP.
Technical Data
Maximum size of archiving le: Default 500 MB
Programs
Program (Technical Function Comments

Name)
Write On the basis of your entries, the write program selects

RDBRA_FRP_ARC
the nal results to be archived.
 Note
You can rst run the write program in the test mode
to simulate archiving without writing any archive
les. If you select the setting Complete for the
detailed log and set the Display All Errors
indicator, the detailed log contains all processed
Once the test run has proved successful, you can

start the write program in production mode.
RDBRA_FRP_DEL Delete The deletion program deletes all archived nal results.
This is because, for security reasons, data deletion
cannot be executed by the write program.
On the selection screen, you can choose between Test

Mode and Production Mode. The archived nal
results are deleted only in the production mode.
Read In the Archive Explorer (transaction SARE), you can

display the archived data for the archiving object by
using activated information structures.
To do this, you can use the information structures

delivered by SAP (after activation in transaction SARJ)
or user-de ned information structures.
Tables
The archiving object RDBRA_FRP is used to archive data from various tables.
archiving object RDBRA_FRP.
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Procedure
RDBRA_FRP is entered in the Archiving Object eld.
b. Choose Write.
separate window.
Caution
Note
require.
Note
Note
Customizing
Administration
DB Tables
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Information System
Note

RDBPA_REC
Context
You use the archiving object RDBPA_REC to archive single records that are stored in the results database of the Portfolio
Analyzer (FIN-FSCM-TRM-PA).
Single records are archived using the Archive Development Kit (ADK). See also: The documentation on Data Archiving in SAP
NetWeaver Library, in particular the section relating to Archiving Using the Archive Development Kit (ADK).
Technical Data
Programs
RDBPA_REC_ARC Write On the basis of your entries, the write

archived.
 Note

RDBPA_REC_DEL Delete The deletion program deletes all archived


Tables
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The archiving object RDBPA_REC is used to archive data from various tables. When you call up the archiving object in
archiving object RDBPA_REC.
Procedure
1. Create archive les.
a. You are in the Archive Administration: Initial Screen (transaction SARA), and the name of the archiving object
RDBPA_REC is entered in the Archiving Object eld.
b. Choose Write.
separate window.
Caution
archive les that have not yet been processed by the deletion program.
Note
require.
Note
Note
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Customizing
Administration
Database Tables
Information System
Note
4. In exceptional cases when archiving runs contain errors, you can use the Reload function to reload the archive. For more
information, see Reloading the Archive

RDBPA_FRP
Context
You use the archiving object RDBPA_FRP to archive nal results that are stored in the results database (RDB) of the Portfolio
Analyzer (FIN-FSCM-TRM-PA).
Technical Data
Maximum size of archiving le: 500 MB
Tables
The archiving object RDBPA_FRP is used to archive data from various tables.
The archiving functions check for the authorization object S_ARCHIVE. See also: Authorization Check
Structure
The following programs are available:

Name)
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Name)
RDBPA_FRP_ARC Write On the basis of your entries, the write program selects
 Note

RDBPA_FRP_DEL Delete The deletion program deletes all archived nal results.

Mode and Production Mode. The archived positions
are deleted only in the production mode.
Final results are archived using the Archive Development Kit (ADK). See also: The documentation on Data Archiving in SAP
NetWeaver Library, in particular the section relating to archiving using the Archive Development Kit (ADK).
Procedure
RDBPA_FRP is entered in the Archiving Object eld.
b. Choose Write.
separate window.
Caution
Note
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require.
Note
Note
Customizing
Administration
DB Tables
Information System
Note

RDBAA_REC
Context
You use the archiving object RDBAA_REC to archive single records that are stored in the results database of the Accounting
Analyzer (FIN-FSCM-TRM-AA).
Single records are archived using the Archive Development Kit (ADK). See also: The documentation on Data Archiving in SAP
Technical Data
Programs
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RDBAA_REC_ARC Write On the basis of your entries, the write

archived.
 Note

RDBAA_REC_DEL Delete The deletion program deletes all archived


Tables
The archiving object RDBAA_REC is used to archive data from various tables. When you call up the archiving object in
archiving object RDBAA_REC.
Procedure
RDBAA_REC is entered in the Archiving Object eld.
b. Choose Write.
separate window.
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Caution
Note
require.
Note
Note
Customizing
Administration
Database Tables
Information System
Note
4. In exceptional cases when archiving runs contain errors, you can use the Reload function to reload the archive. For more
information, see Reloading the Archive
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RDBAA_FRP
Context
You use the archiving object RDBAA_FRP to archive nal results that are stored in the results database (RDB) of the
Accounting Analyzer (FIN-FSCM-TRM-AA).
Technical Data
Maximum size of archiving le: 500 MB
Tables
The archiving object RDBAA_FRP is used to archive data from various tables.
The archiving functions check for the authorization object S_ARCHIVE. See also: Authorization Check
Structure

Name)
RDBAA_FRP_ARC Write On the basis of your entries, the write program selects
 Note

RDBAA_FRP_DEL Delete The deletion program deletes all archived nal results.

Mode and Production Mode. The archived positions
are deleted only in the production mode.
Final results are archived using the Archive Development Kit (ADK). See also: The documentation on Data Archiving in SAP
Procedure
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RDBAA_FRP is entered in the Archiving Object eld.
b. Choose Write.
separate window.
Caution
Note
require.
Note
Note
Customizing
Administration
DB Tables
Information System
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Note
Archiving of Saved Datasets with

RM_SVSTATE
Saved datasets used, for example, for backtesting are archived and deleted using archiving object RM_SVSTATE.
A number of conditions must be ful lled that only saved datasets, that are no longer required in the online system, are archived.
The write program checks the saved datasets to determine whether they can be archived.
The archiving object is ILM-enabled. The name of the ILM object is RM_SVSTATE.
For more information, see http://help.sap.com/s4hana Product Assistance [Choose Language] Cross Components SAP
Structure
Tables
Archiving object RM_SVSTATE is used to archive data from different tables.
Programs
The following programs are modi ed for the ILM enablement of RM_SVSTATE.
Programs
Program Function
RJBRSTA1 Write
RJBRSTA2 Delete
The delete program contains the standard variants SAP&PROD (production mode) and SAP&TEST (test mode). During the
write and delete sessions, regular progress messages appear in the job log (background processing) and in the status line
(dialog).
Archiving of Generic Transactions with

JB_GETR
Generic Transactions are archived and deleted using archiving object JB_GETR.
Use
A number of conditions must be met that only Generic Transaction that are no longer required in the online system are
archived. The write program checks the Generic Transaction to determine whether the transaction can be archived.
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The archiving object is ILM-enabled. The name of the ILM object is JB_GETR.
Structure
Tables
Archiving object JB_GETR is used to archive data from different tables.
Extended Archive Management
In addition to the management data generated by ADK, archiving object JB_GETR writes additional data to tables T001_ARCH.
Programs
The following programs are delivered for JB_GETR.
Program Function
RJBD_GETR_WRI Write
RJBD_GETR_DEL Delete
RJBD_GETR_REL Reload
(dialog).
Related Information
Data Archiving Actions
ILM Archiving Work Center
Archiving of Generic Transaction Versions

with JB_GTVS
Generic Transaction Versions are archived and deleted using archiving object JB_GTVS.
Use
A number of conditions must be met that only Generic Transaction Versions that are no longer required in the online system are
archived. The write program checks the Generic Transaction Versions to determine whether the transaction can be archived.
The archiving object is ILM-enabled. The name of the ILM object is JB_GTVS.
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Structure
Tables
Archiving object JB_GTVS is used to archive data from different tables.
In addition to the management data generated by ADK, archiving object JB_GTVS writes additional data to tables T001_ARCH.
Programs
The following programs are delivered for JB_GTVS.
Program Function
RJBD_GTVS_WRI Write
RJBD_GTVS_DEL Delete
RJBD_GTVS_REL Reload
(dialog).
Related Information
Archiving of Financial Objects with JB_FOBJ

Financial Objects are archived and deleted using archiving object JB_FOBJ.
Use
A number of conditions must be met that only Financial Objects that are no longer required in the online system are archived.
The write program checks the Financial Objects to determine whether the transaction can be archived.
The archiving object is ILM-enabled. The name of the ILM object is JB_FOBJ.
Structure
Tables
Archiving object JB_FOBJ is used to archive data from different tables.
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In addition to the management data generated by ADK, archiving object JB_FOBJ writes additional data to tables T001_ARCH.
Programs
The following programs are delivered for JB_FOBJ.
Program Function
RJBD_FOBJ_WRI Write
RJBD_FOBJ_DEL Delete
RJBD_FOBJ_REL Reload
(dialog).
Related Information
Archiving of Gap Evaluations with JB_GPAN

Gap Evaluation transactions are archived and deleted using archiving object JB_GPAN.
Use
A number of conditions must be met that only Gap evaluations transaction that are no longer required in the online system are
archived. The write program checks the Gap Evaluations transactions to determine whether the transaction can be archived.
The archiving object is ILM-enabled. The name of the ILM object is JB_GPAN.
Structure
Tables
Archiving object JB_GPAN is used to archive data from different tables.
In addition to the management data generated by ADK, archiving object JB_GPAN writes additional data to tables T001_ARCH.
Programs
The following programs are delivered for JB_GPAN.
Program Function
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Program Function
RJBD_GPAN_WRI Write
RJBD_GPAN_DEL Delete
RJBD_GPAN_REL Reload
(dialog).
Related Information
Archiving of Collateral Transactions with

JB_COLL
Collateral transactions are archived and deleted using archiving object JB_COLL.
Use
A number of conditions must be met that only collateral transaction that are no longer required in the online system are
archived. The write program checks the collateral transactions to determine whether the transaction can be archived.
The archiving object is ILM-enabled. The name of the ILM object is JB_COLL.
Structure
Tables
Archiving object JB_COLL is used to archive data from different tables.
In addition to the management data generated by ADK, archiving object JB_COLL writes additional data to tables T001_ARCH.
Programs
The following programs are delivered for JB_COLL.
Program Function
RJBD_COLL_WRI Write
RJBD_COLL_DEL Delete
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Program Function
RJBD_COLL_REL Reload
(dialog).
Related Information
Archiving DCS-Based Market Data with

DCS_MD
Use
Archiving object DCS_MD is used to read, write, and archive market data that is based on derivative contract speci cations.
Technical Data
Maximum size of the archiving le: 100 MB
Tables: TBAT_PRICE_FWD, TBAT_PRICEQUOT_O, TBAT_PRICEQUOT_F
(Note: For information about how to display tables, see Tables and Archiving Objects.)
Check authorization object: No
Structure
Program (Technical Name) Function
RTBA_PRICEQUOT_ARCHIVE_WRITE Write
RTBA_PRICEQUOT_ARCHIVE_DELETE Delete
RTBA_PRICEQUOT_ARCHIVE_READ Read
Prerequisites
Before you can archive market data, you need to have de ned a retention period.
You can de ne an individual Retention Period for the market data of each derivative contract speci cation (DCS). This is the
period of time for which the DCS-based market data is kept in the database before being archived. You can nd the Retention
Period setting in Customizing under Treasury and Risk Management Basic Functions Market Data Management Master
Data Market Data Based on Derivative Contract Speci cations Derivative Contract Speci cations Specify Derivative
Contract Speci cations (or you can use transaction FDCS01).
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Activities
To create archive les, proceed as follows:
1. In the area menu, navigate to Treasury and Risk Management Financial Risk Management for
Commodities Utilities Archiving , and call transaction DCS-Based Market Data (FDCS_MD_ARCH). The Archive
Administration: Initial Screen appears (transaction SARA). Archiving object DCS_MD is displayed under Object Name.
2. Choose Write.
If archiving has already been performed for this archiving object, and there are still archive les from this archiving
session that have not yet been processed by the respective deletion program, a corresponding message is displayed. If
the variant that you have selected is already being used in other jobs, you can choose the Jobs with Selected Variant
pushbutton to display the variant and delete it if necessary.
Caution
Archiving data more than once can lead to problems. Hence some archiving objects require that no data is replicated
in the archive, because this can lead to incorrect results (such as using archived data to produce totals). Make sure
that the new write job that needs to be scheduled does not select any data that is contained in archive les that have
not yet been processed by the deletion program. Make sure that no variants with overlapping selection values are
used in parallel
3. Use input help to select an existing variant, or choose Maintain to create a new one.
5. To run the job, choose Execute.
To determine how much storage space is available for the current object-speci c archive directory before you start to
archive, choose Archive Directory.
You can nd the logs of the jobs that have already run under Logs on the initial screen for archive administration.
After all archive les of a session have been written completely, the system event SAP_ARCHIVING_WRITE_FINISHED is
triggered by the ADK. In reaction to this event, subsequent processes (such as automated le storage) can be triggered by
external tools.
The following additional functions are available to you and can be found in the menu under Goto:
Customizing
Job Overview
Administration
Database Tables
Information System
More Information
Deleting Archived Data from the Database
Derivative Contract Speci cation
Archiving Raw Exposures and Exposure Positions
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Transaction Manager
Legacy Data Transfer
Purpose
If you want to repeat the implementation of the Transaction Manager (FIN-FSCM-TRM-TM) and your data (legacy data) is in a
source system, you need to make sure this data is a available in the Transaction Manager for a key date.
Legacy data needs to be transferred to the system in a number of steps and can be done in various ways.
The following section describes the various processes, depending on the position type or transaction type:
OTC Transactions(product categories: 510, 520, 530, 540, 550, 560, 600, 710, 712, 760, 780, 730, 770.)
Securities Positions(product categories 010, 020, 030, 040, 041, 042, 060, 070, 111, 112, 113, 114, 160.)
Futures(product categories 700, 750.)
When you transfer legacy data to the Transaction Manager you can use functions in Customizing specially developed for the
legacy data transfer in addition to the application functions in the Transaction Manager .
On the SAP Easy Access screen, choose ToolsCustomizingIMGExecute ProjectSAP Reference IMGFinancial Supply Chain
ManagementTreasury and Risk ManagementTransaction Manager → General Settings →Tools→Legacy Data Transfer.
Prerequisites
Before you can transfer the legacy data, you must satisfy the following prerequisites:
You need to make your settings in Customizing for the Transaction Manager .
For more information, see the implementation guide (IMG) for the Transaction Manager . Refer also to the documentation for
the Transaction Manager in the SAP Library.
In addition, to transfer legacy data you need to de ne update types and assign them to the usage legacy data transfer by
choosing De ne Update Types and Assign Usages . In the IMG activity Assign Update Types for Legacy Data Transfer you then
need to assign clearing and posting update types for the individual components.
The following update types for transferring legacy data are provided in the sample Customizing delivered with the system:
DT_C001 Legacy data transfer: Additional ow (positive)
DT_C002 Legacy data transfer: Additional ow (negative)
DT_C011 Legacy data transfer: Post accrual/deferral (positive)
DT_C012 Legacy data transfer: Post accrual/deferral (negative)
DT_T001 Legacy data transfer: Post units/nominal (positive)
DT_T002 Legacy data transfer: Post units/nominal (negative)
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DT_T003 Legacy data transfer: Post purchase value (positive)
DT_T004 Legacy data transfer: Post purchase value (negative)
DT_T005 Legacy data transfer: Post security valuation (positive)
DT_T006 Legacy data transfer: Post security valuation (negative)
DT_T007 Legacy data transfer: Post foreign currency valuation (positive)
DT_T008 Legacy data transfer: Post foreign currency valuation (negative)
DT_T011 Legacy data transfer: Post costs (positive)
DT_T012 Legacy data transfer: Post costs (negative)
DT_T017 Legacy data transfer: Post amortization (positive)
DT_T018 Legacy data transfer: Post amortization (negative)
These update types should only be used as a guide and should not be considered as complete.
You need to de ne additional information for some of the update types. To do this, choose Securities → Position Management →
Securities Account Management → Update Types → Specify Update Types for Securities Account Management
Examples from the Sample Customizing Settings
Update Type Additional Information
DT_C001 Legacy data transfer: Additional ow (positive) Calculation categoryTF , Flow classi cation:Charges
DT_C002 Legacy data transfer: Additional ow (negative) Calculation categoryTF , Flow classi cation:Charges
DT_T001 Legacy data transfer: Post units/nominal (positive) Calculation categoryAA, Effective interest calculation: calculation-
relevant, +/- sign
You assign the position change categories to the update types for the valuation area-independent data by choosing General
Settings → Accounting → Settings for Position Management → Set the Effects of the Update Types on the Position
Components
Example from the Sample Customizing Settings
Update Type Position Change Category
DT_T003 Legacy data transfer: Post purchase value (positive) 1011 Post purchase value
DT_T004 Legacy data transfer: Post purchase value (negative) 1010 Post negative purchase value
DT_T011 Legacy data transfer: Post costs (positive) 1015 Post costs to purchase value component
DT_T012 Legacy data transfer: Post costs (negative) 1010 Post negative purchase value
You rst need to indicate the update types relevant for posting by choosing General Settings → Accounting → Link to Other
Accounting Components → Indicate Update Types as Relevant for Posting. You then choose De ne Account Determination to
determine the relevant account. You also need to indicate ows that are relevant for posting if you do not intend to post to the
general ledger during the legacy data transfer.
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For more information, see the documentation for the IMG activities.
Process Flow
Scenarios: Background
You already use SAP Financial Accounting (FI) and now want to implement the Transaction Manager.
The legacy data to be transferred to the Transaction Manager is already posted in Financial Accounting . This means that no
postings should be made to FI during the legacy data transfer.
Both SAP Financial Accounting (FI) and the Transaction Manager are implemented.
In this case, you have the following options:
You implement both components separately (so that no postings are made to FI during the legacy data transfer to the
Transaction Manager .)
Even if postings are not made to FI during the legacy data transfer, a posting log is still generated using the report Indicate
Flows as Posted . You can then see the accounts in the FI area to which postings would have been made to reconcile the data.
This information is required for account assignment reference transfers at a later stage. The data is also available in the
posting journal (transaction TPM20 ).
If you have generated the other accounting components by other means only up to the transfer key date, you can post the reset
business transactions (for amortization, valuations, or accruals/deferrals) by making the setting Only update reset business
transactions.
Note:
When transferring legacy data to the Financial Accounting area you can use the functions in Customizing for Financial
Accounting by choosing General Ledger AccountingData Transfer Workbench
See also: CA - Data Transfer
The Financial Accounting area is updated when legacy data is transferred from the Transaction Manager.
If you choose this option, you need to post the transactions using the transaction posting function [ TBB1 ] and set the FI
Update indicator during the legacy data transfer.
In this case, you should make sure that the ows usually relevant for payment are not paid. Limit the validity of the payment
terms in the transactions to be transferred.
The following section assumes that the FI area is not updated (with the possible exception of reset ows) when legacy data is
transferred to the Transaction Manager .
OTC Transactions
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Preparation
Master data entry
Creating business partners in the required roles, such as the counterparty .
Setting up Transaction Authorizations or other Standing Instructions for the business partners.
See also:
Legacy Data Transfer: Process
Valuation area-independent information such as quantity information (units, nominal amounts,) the purchase value, costs, and
accrued interest is transferred by entering transactions. Create the transactions and run through the process you selected to
enter transactions. However, do not post the transactions.
You now need to indicate the transaction ows as posted for all valuation areas. You use a function within the legacy data
transfer to do this. In Customizing for the legacy data transfer, choose Flow Data → Indicate Flows as Posted.
The ows are indicated as being posted but are not actually posted. A posting log is generated.
The remaining Position Components are entered in the valuation area-dependent legacy data table ( Legacy Data Transfer →
Flow Data → Enter Valuation Area-Dep endent Data for Money Market, Forex, and OTC Derivatives Transactions.)
Note: Accruals/Deferrals
If a nancial transaction has two different accrual/deferral values, you need to make two entries for this transaction.
Difference Method
If you transfer accruals/deferrals according to the difference method during the legacy data transfer, you must provide update
types for the accrual/deferral function so that the system recognizes that a portion has already been accrued/deferred in the
next accrual/deferral run.
Proceed as follows:
Call transaction SM30
In the Table/View eld, enter TRLIC AD EX.
Choose Maintain .
Make your required settings.
Save your entries.
Reset Procedure
In the case of accruals/deferrals made according to the reset procedure, you do not have to make additional settings since
accruals/deferrals that are already available in the system are not included in the next accrual/deferral calculation.
When you execute the legacy data transfer, you can use the FI Update eld to update the reset business transactions. Only the
reset business transactions are updated in nancial accounting.
Start the legacy data transfer ( Legacy Data Transfer → Flow Data → Execute Data Transfer )
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Securities Positions
Preparation
Create business partners in the required roles (such as issuer or counterparty ). (Determine Standing Instructions for
Transaction Authorizations).
Create classes
Create securities accounts
See also:
Master Data Entry in the Securities Area
The subledger position indicator needs to be created for all positions that are to be transferred. You can choose from the
following two options to create the subledger position indicator:
Create the subledger position indicator using the function Create Position Indicator in the Area Menu for the Transaction
Manager by choosing Securities -> Master Data -> Position Indicator .
Enter the subledger position indicator in the legacy data table for positions. (In Customizing for the Transaction Manager ,
choose General Settings → Tools → Legacy Data Transfer → Position Data → Enter Position Information for Securities.) You
then start the legacy data transfer for positions (choose Legacy Data Transfer → Position Data → Execute Data Transfer for
Positions. )
To transfer valuation area-independent information such as quantity information, purchase value and costs, and accrued
interest, you can choose between the following two options:
Enter data in the valuation area-independent legacy data table ( Legacy Data Transfer → Flow Data → Enter Valuation Area-
Independent Data for Securities. )
Transfer valuation area-independent information by entering transactions.
Create the transactions and run through the process you selected to enter transactions up until the Settlement status.
See also: Security Transaction
You now need to indicate the transaction ows as posted for all valuation areas. You use a function within the legacy data
transfer to do this. In Customizing for the legacy data transfer, choose Flow Data → Indicate Flows as Posted.
Note:
Special Feature: Lots for Securities
If lots have been generated, you can choose between two different procedures:
Valuation Area-Independent Data Using the Legacy Data Table (Securities Only)
In this case, a number must be entered in the valuation area-independent table. This number must also be de ned in the
corresponding entry in the valuation area-dependent table. Prior to the valuation area-dependent business transaction being
distributed, the system determines the LotID of the valuation area-independent business transaction (identi ed by its number)
that has already been distributed. The LotID is then written into the valuation area-independent business transaction.
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Valuation Area-Independent Data Using Transactions (Securities or Futures)
In this case, no entries are made in the table with valuation area-independent data.
To identify the lot, you need to enter the transaction number of the transaction that generated the lot, in the table with
valuation area-dependent information. When the corresponding business transaction is generated, it is enhanced with the
LotID.
The remaining Position Components are entered in the valuation area-dependent legacy data table ( Legacy Data Tran
sfer→Flow Data→Enter Valuation Area-Dependent Data for Securities.)
Special Feature: Accruals/Deferrals
Difference Method
If, during the legacy data transfer, you transfer accruals/deferrals according to the difference method, you must provide update
types for the accrual/deferral function so that in the accrual/deferral run, the system recognizes that a portion has already
been accrued/deferred.
Proceed as follows:
Call up transaction SM30
In the Table/View eld , enter TRLIC_AD_EX1
Click on Maintain .
Make the required settings.
Save your entries.
Reset procedure
In the case of accruals/deferrals according to the reset procedure, you do not have to make additional settings since
accruals/deferrals that are already available in the system are not included in the next accrual/deferral calculation.
Futures
Preparation
Create business partners
Enter the open transactions.
You now need to indicate the transaction ows as posted up until the start date for all valuation areas. You use a function within
the legacy data transfer to do this. In Customizing for the legacy data transfer, choose Flow Data → Indicate Flows as Posted.
The remaining Position Components are entered in the valuation area-dependent legacy data table ( Legacy Data T
ransfer→Flow Data→Enter Valuation Area-Dependent Data for Futures.)
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Start the initial variation margin run.
Final Tasks
After the legacy data transfer has been completed, you should reconcile the general ledger and the subledger. To do this, you
can use the Posting Journal which provides you with all the posting information.
If you want to use regulatory reporting for the Insurance Supervisory Authority, it rst needs to be activated and initialized. In
Customizing for the Transaction Manager, choose General Settings → Information System → Regulatory Reporting Settings for
the Insurance Supervisory Authority.
Result
All the legacy data is in the system.
Initialization Guide
- Initialization of the Parallel Valuation Areas
Purpose
You can use the initialization process to generate new valuation areas in the Treasury subledger (Treasury Ledger).
The initialization covers the following products:
Transactions Securities Loans
Fixed-Term Deposits Stock Mortgage Loans
Deposits at Notice Investment Certi cates Borrower's Note Loans
Commercial Paper Subscription Rights General Loans
Cash Flow Transactions Bonds
Interest Rate Instruments Redemption Bonds
Spot/Forward Transactions Convertible Bonds
Caps/Floors Warrant Bonds
Swap Warrants : Index /equity / currency / bond
FRAs Shareholdings
OTC Options
Listed Options
Futures
You always carry out the initialization of the Treasury Ledger (TRL Initialization) on a key date.
Business transactions are mapped for most of the product categories before the key date. They are mapped by an initial
business transaction, rather than individually. This means the subledger position (TRL Position) is structured correctly for the
key date. The system provides data, depending on the product group, to determine the initial business transactions.
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All the ows that are to be transferred to the parallel valuation areas (TR Ledger) can be divided into:
The quantity of ows before the TRL initialization key date.
The quantity of ows after the TRL initialization key date.
This results in the following:
1. Exchange rate gains and valuations before the TRL initialization go into the initial business transaction on the key date.
You map these ows using the update types that you de ned in Customizing for the TRL initialization.
2. The system does not transfer valuations after the initialization key date to the new valuation areas. You must carry out
this transfer yourself after the initialization. On the SAP Easy Access screen, choose Execute Valuation (transaction
TPM1).
3. The system generates exchange rate gains and other valuation-independent ows for the business transactions after
the initialization key date using the derived business transactions of the TRL. In this way the position components are
used as the basis for the calculation of the initial values generated by the system (and in certain cases changed by the
customers).
In order to ensure that the initial positions in the TRL cannot be changed at a later date, the system blocks all of the business
transactions on the key date.
Process Flow
In order to initialize the parallel valuation areas, choose Initialize Parallel Valuation Areas (transaction TPM_INITIALIZE) on the
SAP Easy Access screen. This transaction provides you with the following options:
Carrying out initializations for each company code, valuation area, and product group.
Splitting the transaction logic into single packages.
This ensures that you do not need to repeat the whole initialization process - just the incorrect step - if errors occur.
For an overview of the initialization process, see Schematic Initialization Process Flow .
Procedure
The individual product groups each have different initialization procedures.
For more information, see:
Initialization in the Area of Securities
Initialization in the Area of Loans
Initialization in the Areas Money Market, Forex and Derivatives
Prerequisites
The system generates proposals for the initial business transactions, based on speci c data.
These proposals must be changed to meet the accounting requirements in the new valuation areas. This means that the
position components (write-down, write-up, amortization) of the business transactions that were transferred to the TR Ledger
need to be adjusted using the TRL initialization process. In doing this, the start values of the relevant valuation area are taken
into account.
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You will have to match the data from the external system if you manage your positions according to US GAAP in a different
system. The positions in the TR Ledger will be managed on the basis of this data at a later stage.
The initial business transactions provided by the system are duplicated for each valuation area during the initialization process
and then provisionally saved in a transparent database table. You can change this data according to the different start values
(depending on the accounting principles).
You can also carry out the initialization of parallel valuation areas as a batch process. For more information, see Initialization
Batch Planning .
Result
The values de ned as start values by the initialization in parallel books are nal.
Schematic Initialization Process Flow

Process ow
The main purpose of the technical TRL initialization process is to merge data extracted from the operative valuation area with
data from external systems.
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Initialization in the Area of Securities

Use
For more information, see Initialization of Parallel Valuation Areas .
Procedure
1. The initialization process comprises the following steps:
2. When you de ne a valuation area you specify the existing valuation area from which the proposal for the initial business
transaction is to be determined. In Customizing, choose Financial Supply Chain Management Treasury and Risk
Management Transaction Manager General Settings Accounting Organization Assign Accounting Codes and
Valuation Areas. .The TRL initialization determines the position from the speci ed valuation area on the execution key
date. This position is saved as the basis for the new valuation area in table TRLT_INIT_VAL_SE. The system also carries
out consistency checks for the position in the initial valuation area.
3. The position values determined are extracted from the operative valuation area and written to the database table
TRLT_INIT_VAL_SEfor each parallel valuation area. Table TRLT_INIT_VAL_SE therefore contains data extracted from the
speci ed (leading) valuation area for each valuation area.
The following positions are not transferred:
Positions with zero units and zero nominal values
Positions with product categories or product types that have been excluded from the transfer to parallel positions
in Customizing
Table TRLT_INIT_VAL_SE serves as a target structure. This means that the TR ledger (that is to say the parallel
valuation areas) is then structured on the basis of this data.
Depending upon the valuation area, these position values must now be altered in accordance with the respective
initial values of the individual accounting standards.
4. Data from table TRLT_INIT_VAL_SE must be adjusted to position values from the old system. You can download data to
an external system in order to adjust it. You can subsequently reimport the initialization le. Table TRLT_INIT_VAL_SE
now contains the data transferred from the leading valuation area for each valuation area (with any changed position
components in individual valuation areas).
5. The initial business transactions are generated in this step.
6. The transactions and positions are now updated to the parallel valuation areas.
7. At this point you have the option of adjusting the position management procedure and the account assignment
reference for the transferred business transactions. The system takes your Customizing settings as default values.
8. The business transactions are now xed and posted to the general ledger and special ledger. A posting log appears after
each database commit with the business transactions posted to date.
9. The system generates derived business transactions for the existing business transactions and posts them if required.
10. The system blocks initial business transactions so that you can no longer make changes before the key date.
Initialization: Transactions - Money Market,

Forex, Derivatives
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Use
Procedure
The initialization of transactions is carried out on a key date in the same way as in the areas Securities and Loans .
The difference is that proposals for initial business transactions are not temporarily stored in a table for adjusting the start
values to match the legal requirements.
Unlike the initialization for securities and loans, the key date in this case does not act as a block; meaning that you can continue
to process business operations dated before the key date and can make changes to the position (such as rollovers)
retrospectively.
Transactions in the areas of Money Market, Forex and Derivatives are duplicated 1:1 into the parallel valuation areas.
Result
Following the initialization you can adjust the book values of the transactions by means of a manual valuation to correspond to
the required start values. On the SAP Easy Access screen, choose Enter Values for Manual Valuation (transaction TPM74).
The manual valuation option allows you to write-up or write-down a position to a xed book value. You need to maintain these in
the table TLVT_MANUAL_VAL in position currency and valuation currency. You can do this using a user-report or the
maintenance view VALV_MANUAL_VAL. During the valuation run the system runs through the steps de ned in the position
management procedure, however it always writes up or writes down the position to the de ned book value.
You can implement the manual valuation within the following:
Security valuation
Foreign currency valuation
One-step rate valuation
Index valuation
Initialization in the Area of Loans

Use
Procedure
The procedure is similar to that for Initialization in the Area of Securities . The system generates proposals for the initial
business transactions, based on data in the operative valuation area.
The source valuation area that you de ned in Customizing only applies to securities.
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Some differencesmust be noted:
Loan data extracted from the operative valuation area is also subjected to a validation check. However here it checks if
planned records exist for the positions to be transferred on the key date of the initialization.
The position values determined are extracted from the operative valuation area and written to the database table
TRLT_INIT_VAL_ LO for each parallel valuation area.
Before the initialization for loans can be carried out you must assign a general valuation class to each loan contract.
Each contract can then be updated per valuation area to the correct special valuation class.
Note that the initialization process includes steps that are both independent of and dependent on the company code.
Initialization Batch Planning

Use
The TRL initialization is not batch-enabled up to and including CFM 2.0. This is because the initialization was designed to enable
you to manually intervene in the process:
For example, if you want to adjust the position values of the business transaction being transferred to correspond with the
legal requirements of the required nancial reporting procedure. Or if you want different account assignment
references/position management procedures from the assignments de ned in Customizing.
In SAPEnterprise you are able to schedule individual steps of the TRL initialization process as a batch job using the
RTPM_TRL_INIT_BATCH report.The logs generated for each step are stored in the spool.
Features
The following selection parameters are available:
Product groups (securities/loans/OTC derivatives/listed derivatives)
Accounting code (= company code)
Valuation area
Initialization step
Key date (on which the initialization should be run)
Mode (update run/simulation/reversal/reversal simulation)
Reason for reversal
Example
No manual intervention is required during the initialization process. This means that the position components of the positions
to be transferred are not adjusted. The default assignments for the account assignment references/position management
procedures are transferred.
Procedure:
A batch job is de ned for each initialization step (per combination of product group/accounting code/valuation area). The jobs
are then scheduled as a job chain in the correct sequence.
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BAPIs for the Transaction Manager

Use
The standardized interfaces known as Business Application Programming Interfaces (BAPIs) turn SAP applications into open
systems that let you exchange data across system boundaries.
For more information about using and setting up BAPIs, see Cross-Application Components Business Framework Architecture
(CA-BFA) .
Choose Tools Business Framework Business Explorer (transaction BAPI). The BAPI Explorer appears. The navigation area
appears on the left. On the Hierarchical tab, choose Financials Financial Supply Chain Management . Here you nd all business
objects for Treasury and Risk Management as well as the documentation on the business objects and methods.
When you double-click a business object, it opens on the right of the screen.
Features
In the Transaction Manager, you can use the following business objects:
In the Area of Transaction Management
You can use the following speci c business objects to enter nancial transactions:
BUS5510 FixedTermDeposit (Fixed-Term Deposit)
BUS5520 DepositAtNotice (Deposit at Notice)
BUS5530 CommercialPaper (Commercial Paper)
BUS5540 CashFlowTransaction (Cash Flow Transaction)
BUS5550 InterestRateInstrument (Interest Rate Instrument)
BUS5600 ForeignExchange (Foreign Exchange Transaction)
BUS5610 OTCInterestCapFloor (OTC Option CAP or FLOOR)
BUS5620 OTCInterestSwap (Interest Rate Swap)
BUS5630 OTCInterestFRA (Forward Rate Agreement)
BUS5760 FXOption (Currency Option)
BUS5700 Future (Future)
BUS5200 SecurityTransaction (Security Transaction)
BUS5580 CurAcctStyleInstr (Current Account-Style Instrument)
BUS5850 LetterOfCredit (Letter of Credit)
BUS5860 BankGuarantee (Bank Guarantee)
There are also some general business objects that can be used for all nancial transactions:
BUS2042 FinancialTransaction (Financial Transaction)
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General business object with which you can run the following methods for all nancial transactions:
Countercon rm Financial Transaction
List of Financial Transactions
Determine Changed Fields for General Contract Data
Settle Financial Transaction
BUS5101 FTRAdditionalFlow (Additional Flows)
For entering, changing, deleting, and displaying additional ows for nancial transactions.
BUS5102 FTRCondition (Conditions)
For entering, changing, deleting, and displaying conditions for nancial transactions.
BUS5103 FTRPaymentDetail (Payment Details)
For entering, changing, deleting, and displaying payment details.
Using BAPI_FTR_CREATE_FXCOLLAR you can create FX collar options.
In the Area of Master Data
BAPIs for creating, changing, and displaying class data for repayment schedules and drawing factors of drawable bonds.
These BAPIs enable you to manage securities class data more easily and efficiently and to keep them up to date:
BUS1076 FinancialProduct (Security Class)
BUS1074 RedemptionSchedSet (Redemption Schedule Sets)
BUS1064 RedemptionFactors (Drawing Factors)
BUS1062 ExtSecurityAccStmnt (External Securities Account Statement)
Hedge Accounting Area
See also:BAPIs for Hedge Accounting for Exposures
Parallel Processing in the Transaction

Manager
Use
To improve system performance in the following functions, you can use Parallel Processing:
Valuation (transaction TPM1/TPM2)
Legacy Data Transfer (transaction TPM61/TPM62/TPM63/TPM64)
Accrual/Deferral (transaction TPM44)
Update Planned Records for Securities (transaction FWUP)
Generate Derived Flows (transaction TPM27)
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Prerequisites
In Customizing under Treasury and Risk Management Transaction Manager General Settings Parallel Processing Control ,
you specify the applications for which you want to use parallel processing. Further, you enter the control parameters for parallel
processing.
Note
If you set the package size to 0 and do not set the Allow Users to Control Parallel Processing Parameters in the GUI
indicator, parallel processing is deactivated for the application.
If you set the package size to 0 and set the Allow Users to Control Parallel Processing Parameters in the GUI
indicator, you can activate parallel processing in the selection screen in the application by setting the package size to
a value greater than zero.
If you want to deactivate parallel processing, you need to set the Parallel Processing On/Off indicator.
Features
Allow Users to Control Parallel Processing Parameters in the GUI
If you set this indicator for the applications Valuation, Accrual/Deferral, Update Planned Records for Securities, and
Generate Derived Flows, the Customizing settings for parallel processing become visible in the transactions TPM1,
TPM44, FWUP, and TPM27 (in the Multitasking Settings area), and changes can be made there to these settings.
If you do not set this indicator, parallel processing is always performed in accordance with the settings that you have
made in Customizing.
This function offers the option of performing parallel processing differently, depending on the application and the data
concerned. You can change the package size in the application independently of the relevant Customizing settings. You can
change the number of tasks in the application; however, the upper limit that you have set in your Customizing settings is applied
here. If this indicator is set and you have not activated parallel processing in Customizing, you can activate parallel processing in
the application by setting the Use Multitasking indicator.
 Example
For the analysis, you can de ne two variants that apply different parallel processing settings for different company codes.
Variant 1:
Company code: 0001
Package size: 50
Variant 2
Company code: 0002
Package size: 10
Link to the Marketplace Using XI Interfaces

Use
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The Transaction Manager provides XI interfaces for automatically transferring transactions (for example, transactions
concluded on an electronic marketplace).
In contrast to the existing BAPI interfaces, XI interfaces function independently of their Customizing settings, Customizing
terms, and their organizational structure. It is sufficient for your business partner (a counterparty or a marketplace) to simply
send you the structure characteristics of the transaction.
Prerequisites
SAP executes business mapping automatically as far as possible. However, user-speci c mapping is also necessary (for
customizable data). Four Business Add-Ins (BAdIs) exist for this purpose.
You can also use other transactions to map with the derivation tool. You can use the derivation tool to de ne assignments and
derivation rules, without any special programming knowledge.
You use the BAdIs as follows:
When translating the external partner ID to the key in your business partner master data.
For de ning terms based on your Customizing settings (for example, product types and transaction types).
The four BAdIs are located in Customizing under Transaction Manager General Settings Transaction Management External
Link :
BAdI: Receive XI Message Type TreasuryDealNoti cation (FTR_XI_INTERFACE_MAPPING)
This gives you complete access to the TreasuryDealNoti cation interface or the enhancements.
BAdI: Receive Financial Transactions (General View) (FTR_XI_GENERAL_MAPPING)
This gives you access to at structures that have already been processed. They facilitate mapping and handling.
The following XI derivation tools are also located here:
De ne Mapping for General Transaction Information (to de ne a sequence that assigns or converts general transaction
data).
De ne Mapping for Spot Exchange and Forward Exchange Transactions (You can de ne a sequence to carry out
assignments or conversions for spot exchange and forward exchange transactions).
De ne Mapping for Forex Swaps (for de ning a sequence to carry out assignments or conversions for foreign exchange
swaps).
De ne Mapping for Forex Options (You can de ne a sequence to carry out assignments or conversions for forex options).
Features
The following nancial products from the Foreign Exchange Transactions area are currently supported:
Foreign Exchange Spot and Forward
Foreign Exchange Swap
Currency Options (plain vanilla)
See also:SAP XI Interface: TreasuryDealNoti cation
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Activities
The received transactions are kept in different data structures during processing where they are then processed further. The
following steps are carried out sequentially:
1. Internal SAP Step: The system converts the XI message and preassigns the EXT structures.
2. Call BAdI: FTR_XI_INTERFACE_MAPPING, Method MAPPING
You can implement this BAdI if, for example, you prefer the actual view of the TreasuryDealNoti cation message type or
you have enhanced the interface with your own elds or elements.
3. Internal SAP Step: Default values of INT structures.
4. Call BAdI: FTR_XI_INTERFACE_MAPPING, Method GET_ID_TYPES: You provide SAP with the ID types to identify the
business partner from the view of the provider (counterparty) or from the exchange.
5. Internal SAP Step: When you have informed SAP of your ID types, SAP attempts to select an existing business partner
using this data and the external business partner ID included in the message.
See also:
For more information, see the business partner master data on the Identi cation tab page. You can then de ne
alternative ID numbers and assign them to the ID types.
6. Call BAdI: FTR_XI_GENERAL_MAPPING, Method PRE_MAPPING
You can implement this BAdI so that you can, for example, perform checks and further steps that are only relevant after
the business partner IDs have been converted.
7. Call Derivation Tool: This involves two sequences of steps:
a. Sequence for general transaction information.
b. Sequence to speci cally map each nancial product.
If you have not implemented any of these BAdIs up to now, you must convert the external partner IDs to the internal
business partner IDs along with their company code (requestor), and assign a product type and transaction type. Other
elds are optional.
8. Call BAdI: FTR_XI_GENERAL_MAPPING, Method POST_MAPPING
You can implement this BAdI so that you can, for example, perform checks and further steps that are only useful after
processing in the derivation tool.
9. Internal SAP Step: You need to have speci ed all data in the required elds to create the transactions. BAPI interfaces
are used to check and create the transactions.

Treasury and Risk Management (TRM) offers you the following roles:
Role Name
SAP_TRM_ADMINISTRATOR Administrator
SAP_TRM_DEALER Trader
SAP_TRM_LIMIT_MANAGER Limit Manager
SAP_TRM_RISK_CONTROLLER Risk Controller
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Role Name
SAP_TRM_TM_BACKOFFICE_PROCES Back Office Processor
SAP_TRM_TM_FUND_MANAGER Fund Manager
SAP_TRM_TM_STAFF_ACCOUNTANT Staff Accountant
SAP_TRM_TM_TRADE_CONTROLLER Trade Controller
SAP_TRM_TREASURY_MANAGER Treasury Manager
Business Roles for SAP Fiori Launchpad
SAP_BR_TREASURY_RISK_MANAGER Treasury Risk Manager
The Treasury and Risk Manager is responsible for Treasury and

Risk Management. The manager checks and analyzes treasury
transactions and ensures that the various strategies de ned for
trading and risk and limit management are observed.
SAP_BR_TREASURY_SPECIALIST_FOE Treasury Specialist - Front Office
This specialist makes nancial transactions.
SAP_BR_TREASURY_SPECIALIST_MOE Treasury Specialist - Middle Office
This specialist manages risk guidelines and monitors nancial

risks.
SAP_BR_TREASURY_SPECIALIST_BOE Treasury Specialist - Back Office
This specialist manages the nancial transactions, sends

con rmations to counterparties, imports market data, and valuates
nancial transactions or treasury positions, for example.
SAP_BR_TREASURY_ACCOUNTANT Treasury Accountant
The Treasury Accountant manages postings that are made to

Accounting to re ect treasury activities and performs
accruals/deferrals as well as valuations.
Administrator
Technical name: SAP_TRM_ADMINISTRATOR
Tasks
The administrator is responsible for fundamental administrative tasks in the Treasury area. This person also keeps the system
up-to-date.
Activities in Treasury and Risk Management
This role involves the following activities:
Assignment of authorizations (traders, business partners, basis)
Customizing
Job scheduling
Import of market data
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Initiation of archiving
Creation of house banks
Import of electronic bank statements
Import of SWIFT les
Trader
Technical name: SAP_TRM_DEALER
Tasks
The trader uses the information in Cash Management and Market Risk Management , maintains direct contact with the
business partners, negotiates and executes transactions or orders, exercises options and other rights, and enters transactions
and positions. In doing so, this person takes into account current market data and the limits and utilizations for business
partners, and also keeps track of the transactions due to expire.

Trading for money market, forex, derivatives and securities (including borrower's note loans)
Entering, executing, rolling over, giving notice on and reversing orders and transactions
Releasing orders (colleague or superior)
Limit Manager
Technical name: SAP_TRM_LIMIT_MANAGER
Tasks
The Limit Manager is responsible for implementing the necessary limits to restrict the counterparty/issuer default risk. This
involves the following:
Maintaining limits for the organization's internal limit types
Releasing limits
Maintaining collateral items
Implementing netting groups
Risk Controller
Technical name: SAP_TRM_RISK_CONTROLLER
Tasks
The risk controller calculates and analyzes the company's risks and opportunities on the basis of market data, with the aim of
developing risk-oriented strategies and assessing the consequences of certain decisions. This person is also responsible for
keeping the counterparty/issuer default risk within certain limits. This involves monitoring the extent to which internal limits
have been utilized and evaluating the results.
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Activitiesin Treasury and Risk Management
In the market risk management area:
Value at risk (VaR)
Scenarios
Exposure
In the limit management area:
Evaluation of current limit utilizations
Control and limitation of the counterparty/issuer default risk
Generation of evaluation reports
Back Office Processor

Technical name: SAP_TRM_TM_BACKOFFICE_PROCES
Tasks
The back office processor con rms and checks transaction activities carried out by the trader. This person is responsible for
managing business partners and master agreements, entering and transferring payment ows, making interest rate
adjustments, as well as the tasks involved with checking and changing treasury positions.

Settlement of money market, forex, derivatives and securities transactions
Processing con rmations/countercon rmations
Maintaining of business partner standing instructions
Releasing business partners (colleague or superior)
Releasing transactions for accounting (colleague or superior)
Fund Manager
Technical name: SAP_TRM_TM_FUND_MANAGER
Tasks
The fund manager is responsible for providing information about the short- and medium-term nancial situation as a basis for
nancial planning. This person analyzes the liquidity situation of the company. In contrast to cash managers, fund managers
concentrate on medium-term periods in the future.
Liquidity forecast
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Medium-term investment
Cash budget management
Staff Accountant
Technical name: SAP_TRM_TM_STAFF_ACCOUNTANT
Tasks
The staff accountant takes on the transactions that have been processed by the back office staff, and carries out the necessary
postings, accruals/deferrals and valuations. This person is responsible for transferring the ows and posting information to
Financial Accounting.

Transaction postings
Valuation
Accrual/deferral
Generating accounting reports
Reversals
Posting and monitoring incoming payments
Clearing
Trade Controller
Technical name: SAP_TRM_TM_TRADE_CONTROLLER
Tasks
The trade controller attempts to assess achievements, identify promising strategies and monitor their effects. This person is
responsible for preparing the basis for future decisions for the corresponding area and supporting the implementation of
decisions made.
Activitiesin Treasury and Risk Management
Limit management
Generation of exposure lists
De nition and monitoring of investment strategies
Checking transactions concluded against the corresponding strategy
Determination of results and performance
Regulatory reporting
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Treasury Manager
Technical name: SAP_TRM_TREASURY_MANAGER
Tasks
The Treasury Manager is responsible for managing all the company's treasury activities. Using evaluation reports, this person
ensures that the various strategies de ned for trading, market risk management, limit management and cash management
have been observed.
Alternative title: Capital Investment Manager

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5/21/2019

Treasury and Risk Management

SAP S/4HANA | 1809.000

For more information, please visit the SAP Help Portal.

Treasury and Risk Management

Market Data Management

General Master Data in Treasury and Risk Management

SAP Business Partners

Position Management Procedure

Credit Risk Analyzer

Functions (transaction SFW5).

Integration with External Trading Platforms

Connection of Transaction Manager to In-

Integration with SAP Public Sector

Required and Optional Migration Steps

Fund and Grant

Funds Transfer (Reassigning Account Assignment Objects)

Example: Fund Transfer for a Fixed-Term Deposit

Entering Account Assignment Objects

6. Save your entries.

Funds Transfer (Reassigning Account

Reversing the Fund Transfer

Example: Fund Transfer for a Fixed-Term

Fund B Post 1990$

Fund A Incoming accrued interest 40$

Fund B Outgoing accrued interest 40$

The derived business transaction covers the following ows:

Fund A Translation purchase value 2000$

Fund A Price losses 10$

Fund B Translation negative purchase value 2000$

Fund B Price gains 10$

Investment Pools and Investment Pool

See also: Fund and Grant

Editing Additional Fund Data for Investment

Editing Investment Pool Master Data

2. Specify the Investment Pool ID Number and the Company Code.

2. Choose New Entries and enter the following data:

Position value date

ID number of the investment pool in which investments are to be made

4. Make an entry in the Purchase/Sale eld:

Choose Purchase if the investment increases.

Choose Sale if there is a reduction in the investment.

Generation of Transactions for Investment

Generated transactions can be reversed individually or together:

Reversal of Multiple Transactions

You can use the methods IF_TPM_TRANSACTION_TRE~FILL_ENDOWMENT_FIELDS and

Overview of Transactions of Investment Pool

Display Inactive Transactions

Display Transactions to Be Created

Diﬀerences in Central Data

General Topics in Treasury and Risk

Archiving Data in Treasury and Risk Management

Parallel Accounting in Treasury and Risk

See Portrayal Using Additional Accounts :

Structure of Balance Sheet Accounts

Transaction Manager and New General

You use the general ledger accounting.

Making Settings for Parallel Ledgers

You have made general settings.

See under Transaction Manager und and New General Ledger.

Posting in leading ledger to customer account

Postings in other non-leading ledgers directly to the reconciliation account

3. Select the relevant chart of accounts.

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