SA标准的reasury培训文档

SAPAGR/3TreasuryROverviewofTreasuryFunctions

bankdatabusinesspartnermarketdataCMFinancialAccountingUS$DEMMRMDownloadMarketRiskManagement:interest/currencyexposuremark-to-marketvaluationriskanalysis/simulationvalue-at-riskCashManagement:electronicbankingliquiditystatusintegratedoperational

systemscontrolfunctionsTreasury/LoansManagementmanagingfinancialdeals

andpositionstransfertoFinancial

AccountingflexiblereportingdatafeedinterfaceLogisticsDCDC100100TM/LOForexMoneyMarketDerivativesSecuritiesLoansMarketRiskManagementTR-MRMInformationprocurementInformationsystemSAPTREASURYTreasuryManagementCashManagementTR-CMTR-TMLiquidity/riskanalysisandsimulationTradingBackofficeControlandauditTransfertoFinancialAccountingTreasuryProcessIndustries1980R/3LaunchIS-IS/DARWINprojectforLoans,Securities,RealEstatetodayR/2:CashManagementMoneyMarket,Forex,LoansR/3:CashManagementMoneyMarket,Forex,Derivatives,Securities,Loans,

MarketRiskManagementInsurancecompaniesMortgagebanksCorporates1992199319941996MoneyMarket,Forex,Derivatives

projectMarketRiskManagement

projectAuditMarketreleaseCountries1980R/3LaunchIS-IS/DARWINprojectforLoans,Securities,RealEstateR/2:CashManagementMoneyMarket,Forex,LoansR/3:CashManagementMoneyMarket,Forex,Derivatives,Securities,Loans,MarketRiskManagementGermany,Austria,Switzerland1992199319941996MoneyMarket,Forex,Derivatives

projectMarketRiskManagement

projectAuditMarketreleaseEnglish-speakingcountriesOthertodayCustomersTradeandindustryMultinationalcorporations:BroadrangeoffunctionsacrossthewholetreasuryareaVariousorganizationalstructures,suchascentralized/decentralizedtreasuryCoversspecialnationalfeatures,suchaselectronicbankingformatsCustomers:Shell,DaimlerBenz,Petrofina,Burda,......Medium-sizedcompaniesAllfunctionsavailable,regardlessofcompanysizeUniformuserinterfacesimplifiestrainingandusabilityTheTreasuryworkstationconceptallowsscaledintegrationintotheexistingsystemenvironmentusingpredefinedinterfacesCustomersProvidersoffinancialservicesInsurancecompaniesManagementofsecurities,loansandrealestateIntegratedportfolioandriskmanagementCustomers:MunichRe,SchweizerRente,AachenerMünchner,.....BanksTreasurymasterdatausedbySAPBankingTreasuryManagementisusedasabasisformanagingloansgivenandloanstakenbymortgagebanks(customerproject)

1)%ofallcompaniessurveyedSource:PriceWaterhouseTop500Survey(Germany)

MainTargetsofTreasury1 Toensureliquidity 952 Tooptimizefinancingcosts 923 Tooptimizeyieldsonfinancialassets 74

4 Tohedgecosts(e.g.againstpossible exchangeratefluctuations) 615 Tohedgesales(e.g.againstpossible exchangeratefluctuations) 526 Tocontributetoprofitthroughactive managementofopenpositions 30

1)Priority Target %

1)1 Toensureliquidity

usingSAP

CashManagementTR-CMLiquidityManagementPriority Target %

TR-CMCashManagement:Functions

Comprehensiveanalysisofliquiditysituation Datatransferfromoperativesystems:Financials,LogisticsandTreasury

Management

Electronicbankingfunctions Cashposition:dailybankaccountbalancesbyvaluedate,paymentadvices Cashconcentration:concentratedbankaccounts Cashpooling:interestpaidonbankaccounts Liquidityforecast:expectedinflows/outflowsfromcustomersandvendors,planneddata Monitoringvaluedates,paymentadvices,conditions,checkscashed,... Area-specificprocessingBankpostingsSubledgeraccountsBankdataManual

account

statementSWIFTMT940MultiCashLockboxBACSETEBACCODAFIDESCSB43ZENGINKYOEUEUUSAUKFBECHEJPCzech.Rep.SwedenCashpositionandliquidityforecastBanksSubledger03/1510025ElectronicBankingLinktopaymentprogramManual/automaticaccountstatementsVariousformatssupportedPostingstoG/Landcustomer/vendoraccountsBankPollingProcessescurrentbankinformationAim:MonitoringbankaccountmovementscomparingvaluedatesreconcilingpaymentadviceandaccountorbankstatementcashedchecksanalysisaccountinterestcomparingbankconditionsControlFunctionsMonitoringcorrectpaymentsprocessingforplanningGrouping:Banks09/0109/0209/03________________________________________BANKA9013060BANKB40-20-30-:CashPositionAccounts:Subledger09/0109/0209/03___________________________________________Account1103010-Account2207020-Account31020-50Level:BANKA09/0109/0209/03_________________________________________F0Subledger408020B2Incomingchecks606060B1Outgoingchecks10-10-20-Currentbankaccountbalances/balancespervaluedate(bankpostings,paymentadvices)Accountsmanagedinlocal/foreigncurrencyPlanninghorizon0-5daysDocumentationandauditfunctionsCurrentliquiditypositiononbankaccountsperspecificdateStatusbeforeconcentrationafterconcentrationBank112005Bank21005Bank34001337Bank4-350313501350CashConcentrationClearingproposalinaccordancewithselectioncriteriaInteractivemanualadjustmentCredittransfersandcorrespondenceConcentratedbankaccountsLiquidityForecastFrance(E4)Payerofcashdiscount(E2)Payerofnetamount(E3)France(E4)(E2)Bankcollection(E1)Payerofnetamount(E3)FI=Posting/SalesFW=BillofexchangeXA=Blockingreason'A'(E5)Groups:-Customerswithsimilarpaymenthistory-CustomersofparticularinterestLevels:-BalancesspecifiedaccordingtolevelIntegrateddatabasisincludingcustomers,vendorsandplanneditemsExpectedcashinflows/outflowsoveraplanninghorizonof1-24weeksSupportforoptimizingfinancialinvestmentandborrowingMonitoringliquiditysituationTreasuryWorkstation.....R/2RFFDR/3FICMR/3CMFIAnalysisCMLiquidityMRMMarketrisksTMFinancialtransactionsTradingBackofficeFIFinancialAccountingR/3TreasuryWorkstationFI-ALEFI-ALERFCTR-CM-ALECompany2Companycode2Externalbank2Externalbank2ExternalbanksExternalbank2Company3Companycode3CentralTreasuryCompanycode1Company4Companycode4LiquiditystatusCompanycodes2+3LiquiditystatusCompanycodes1-4internalfinancialtransactionsexternalfinancialtransactionsexternalfinancialtransactionsCorporateGroupEvaluationsImplementationStrategiesSupportforefficientliquiditymanagementSupportforefficientliquidityforecastingAdvantage:RationalizationAdvantage:IntegrationTraditionalapproachwithFinancialAccountingProcess-orientedwithLogistics:MaterialsManagement/Sales&DistributionTR-CMFIMMSDextendedforecasthorizonvialinktothesupplychainautomaticdatatransferreducedtransactioncostsAutomaticdatatransferreducedtransactioncostsTraditionalapproachwithFinancialAccountingSupportforefficientliquiditymanagementAdvantage:RationalizationFITR-CMArea-specificprocessingCashpositionBankdataBank

postingsSub-

ledgers

Rationalization:ElectronicBankingextendedforecasthorizonvialinktothesupplychainProcess-orientedwithLogistics:MaterialsManagement/Sales&DistributionSupportforefficientliquidityforecastingAdvantage:IntegrationMMSDIntegrationGoodsreceiptInvoicePaymentAccount

statementCashpositionPaymentafterarranged/forecastdateValuedatebasedonbankstatementOrderCash

ManagementDeliverydateandpaymentconditionsupdatedpaymenthistoryLiquidityforecastTR-CMIntegrationofLogisticsCashPositionandLiquidityForecastCashPositionLiquidityForecastBankaccountsincurrency:Account1:AccountnTotalPaymenttransactionsintransit:-incoming-outgoingFinancialinvestmentsandborrowingsSubledgers:-A/R-A/P-Purchaseorders-OrdersTRADINGCash

managementdecisionMarketinformationCashPositionandLiquidityForecastCashPositionLiquidityForecastBankaccountsincurrency:Account1:AccountnTotalPaymenttransactionsintransit:-incoming-outgoingFinancialinvestmentsandborrowingsSubledgers:-A/R-A/P-Purchaseorders-OrdersCashManagementDecisionFinancialsG/LaccountsCustomers/vendorsTreasuryTR-TMMM/SDOrdersLogisticsFIFICashPositionLiquidityForecastCashmanagement

decisionMarketinformationTRADINGIntegrationwithotherSAPmodulesTR-TMTR-CMTR-TMTR-TMFIMMSDFinancialsG/LaccountsCustomers/vendorsTreasuryTR-TMMM/SDOrdersLogisticsFIFICashmanagement

decisionMarketinformationCashPositionLiquidityForecastTRADINGTreasuryandMarketRiskManagementPriorityTarget%1 Toensureliquidity952 Tooptimizefinancingcosts923 Tooptimizeyieldsonfinancialassets744 Tohedgecosts(e.g.againstpossibleexchangeratefluctuations)615 Tohedgesales(e.g.againstpossibleexchangeratefluctuations)526 Tocontributetoprofitthroughactivemanagementofopenpositions30MarketRiskManagementImplementationofSAPTreasuryManagementTreasuryandMarketRiskManagementTR-TMTR-MRMPriorityTarget1 Toensureliquidity 952 Tooptimizefinancingcosts923 Tooptimizeyieldsonfinancialassets744 Tohedgecosts(e.g.againstpossibleexchangeratefluctuations)615 Tohedgesales(e.g.againstpossibleexchangeratefluctuations)526 Tocontributetoprofitthroughactivemanagementofopenpositions 30TreasuryManagement:FunctionsTR-TMCompletefinancialtransactionandpositionmanagementSupportoftradingandbackofficefunctionsFunctionstotrack,checkandreleasetransactionsDatatransfertoFinancialAccounting

(includingaccrual/deferralandvaluation)Flexiblesettingstoaccommodatecompany-

specifictransactionandpositionmanagement

processesFinancialtransactionsassignedtoportfoliosormanagedinsecuritiesaccountsFlexiblereportingandportfolioanalysisDatafeedinterfaceSelectionofProductTypesProducttypesMoneymarketSecuritiesLoansForexFixed-termdepositsDepositsat

noticeCommercialPaperStocksSubscript.rightsInvestmentcertificatesBondsConvertible bondsWarrantbondsWarrantsMortgageloansBorrower'snoteloansPolicyloansForexspotdealsForward exchange dealsForeign exchange swapsCap/FloorFRASwaps-Interestrate

-Currency-Crosscurrencyint.rateOTCoptions/futures

-Currency-Currencybarrier-Interestrate

-StockSwaption,IRGHedging

instrumentsInvestment/BorrowinginstrumentsDerivativeinstrumentsTargetsInformation

procurementAssessmentofpossiblesolutionsInstrumentsMethodsMeasurementsIdentificationofappropriatefinancialtransactionsSimulationofalternativeresultsSelectionofanalternativeTradingBackofficeAccountingReportingControllingProcessing/ControlInternal:-liquiditystatus-riskpositionExternal:-marketdataAnalysisandTradingProcessEarnings/risk

targetsDecisionTradingTransactionandPositionManagementProcessPostingsPaymentactivitiesReversalsAccruals/deferralsValuationCreateorder/contractExercise/expirationGivenoticeRolloversExerciserightsUserauthorization

LimitmanagementBackofficeReleaseAccountingSettlement/ControlInterestrateadjustmentNettingReferencesConfirmationlettersSecuritiesaccounttransfersCorporateactionsTradingSupportCompany-specificorganizationalstructuresrepresentedinthesystem,internalandexternaltransactionsUniformtradingscreenwithaidsfordataentryandprocessingaswellasfastentrytemplatesTraderanduserauthorizationsforfinancialinstrumentsandfunctions,changedocumentsLimitmanagementStandinginstructionsforspecificbusinesspartnersororganizationalunitsallowbankdetailsandpaymentdetailstobeassignedtotransactionsautomaticallyTradingSupportoptional:OrderContractBusinesspartnermanagementPartnerdataMarketdatabaseMarketdataStandingInstructionsPaymentdetailsCorrespondenceDerivedflows- Entryandeditingfunctions - Valuationtools standinginstructions NPVcalculator copyingfunctions optionpricecalculator shortcutsandtreestructures etc.

fastentry

collective/fastprocessing- Automaticchecks - dealerslip workingdays - limitmanagement traderandbusinesspartner - changedocuments authorizationBasisforupdatingCashManagementupdatingFinancialAccountingviaflexibleaccountdeterminationtriggeringpaymentupdatingitemsaccrued/deferredinterestpaymentinitiationforeigncurrencyvaluationyieldcalculationFinancialTransactions:CashFlowAmount

invested/

borrowedACTUALPLANNEDConditionTransactionInvestment4/1/YY1m DEM madeInterest7/1/YY10,000 DEM anticipatedRepayment7/1/YY1m DEM anticipatedCashflow(example)FinancialTransactionArchitectureProducttypeTransactiontypeBusinesspartnerTransferflowValuationflowAccrual/deferralflowFlowsdescribing

structurecharacteristicsPayment

informationPosting

informationCalculation

basesCurrenciesBal.sheetacctTraderTermGeneralinfoHistoryInterestRepaymentConditionsSequenceDefinedusingProcessingCategoriesOrderexpirationTerminationContractsettlementExercise/expirationsettlementKnock-in/knock-outsettlementTerminationsettlementContractExercise/expirationKnock-in/knock-outTerminationoptional:Orderwith/withoutorderContractTradingExample:Derivativeswith/withoutsettlementBackofficeContractContractExercise/expirationContractAlternativewithoutsettlementwith/withoutorderExample:CurrencyoptionContractContractAlternativewithsettlementTradingBackofficeExample:Currencybarrieroptionwithknock-inContractsettlementKnock-insettlementExercise/expirationsettlementContractKnock-inExercise/expirationOtherExamplesforProcessingCategorieswith/withoutorderFinancialTransactionsinCashManagement51ASAPAGTB0001AssignCashManagementlevelsFixed-termdepositSubledgertimedep.10Contract

10/0210/0310/03later10/05

CashManagement:DisplayLevelsBanksLeDescription

TB......OBCurr.option......DBForeignexch.Balancexxx,xxxxxx,xxxxxx,xxxxxx,xxxxxx,xxx132,323xxx,xxxxxx,xxxxxx,xxxxxx,xxx..............................xxx,xxxxxx,xxxxxx,xxxxxx,xxxxxx,xxxxxx,xxxxxx,xxxxxx,xxxxxx,xxxxxx,xxxTimedeposits10/0210/0310/0410/05laterBackOfficeSupportCheckfinancialtransactionsuponsettlementStructurecharacteristicsandallocationtoportfolios/financeprojectsPaymentdetailsCollectiveprocessingandeditingfunctionsConfirmationmanagement/confirmationstatusOutgoingconfirmations,optionofgeneratingS.W.I.F.T.filesandlinktoFX-MatchviauserexitEnterandmatchincomingconfirmations,evaluateoverduecounterconfirmationsMonitorlimitutilizationaspartofend-of-dayprocessingNettingoffinancialtransactions(paymentnetting)BackOfficeProcessingConfirmationConfirmationCorrespondenceBackofficeAccountingPositionmanagementCollectiveprocessingNettingReferencesInterestrateadjustmentsSecuritiesaccttransfersCorporateactionsConfirmationmanagement(incoming/outgoing)PaymentdetailsCurr.BankAcct...... ...ProcessingtransactionsSettlement/controlPaymentdetailsCorrespondencee.g.confirmationletter,SWIFTFaxe.g.dealingslipExternalInternalConfirmationConfirmationTransactionSettlementCurrencyPayer/eePartner

bankIDPmntmeth.Payment

activityHousebankAcctIDPayment

detailsIDPaymentdetailsAccountassignmentreferenceDB000001 DeutscheBankFixed-termdepositG/Laccount:113113DEMUSDDEMCOUNTERP....2...T...BANKBBANKB...X...GIROUSD...010102BusinessPartner-PaymentDetailsFixed-termdeposit inDEMatCOUNTERPARTY

Forexpurchase inUSDOurhousebank:BankBCurrencyPayer/eePartner

bankIDPmntmeth.Payment

activityHousebankAcctIDAllocationsIncomingOutgoingPayment

detailsID010102DEMUSDDEMCOUNTERPARTY...2...T...BANKBBANKB...X...GIROUSD...Fixed-termdep.DepositatnoticeMoneymarketForex...010101Foreignexchange01TransfertoFinancialAccountingPostingreleaseoptionFlexibleaccountdeterminationatflowtypelevelFlowstransferredtoFinancialAccountingDirectpostingtoclearingaccounts,clearingviaaccountstatementMakepaymentsusingtheextendedpaymentprogram:GenerateandprocesspaymentrequestsPaymentnetting,flexiblesettingsforpaymentmethodsRangeofpostingevaluationsAccountingFinancialAccountingFixed-termdeposit1month3.5%FIinterfaceSept1st 1100-Fixed-termdeposit1,000,000Oct1st1120+ Finalrepayment 1,000,000Oct1st1200+ Nominalinterest3,750SelectionoftransactionsandflowsrelevantforpostingPosting:AccountDeterminationFixed-termdeposit1month3.5%Acctassignmentref.DB000001Fxd-termdep.acct113113DepositFinalrepaymentD1,000,000C1,000,000Interestearned273100NominalinterestDC3,750Bankclearingacct113100FTdepositNominalint.FinalrepaymentDC1,000,0003,7501,000,000DebitBal.shtCreditBankDebitBankCreditBal.shtDebitBankCreditInt.earnedFlowtypePostingdetails1100-1120+1200+Sept1st 1100-Fixed-termdeposit1,000,000Oct1st1120+ Finalrepayment 1,000,000Oct1st 1200+Nominalinterest3,750Balancesheetaccountacc.toaccountassignmentreferencePostingusingClearingAccountsfixed-termdepositviaactivityatfixed-termdepositlevelpostflowsto

clearingaccountchangeto

clearingaccountschangeto

bankaccountlevelTR-TMclearingentryviaaccountstatementTR-TMTR-CMTR-CMPaymentTransactionHandlingFixed-termdepositAccountstatementfrombank...usingclearingaccountsFixed-termdep.account(Deuba)Housebankaccount(Deuba)100m100mSAPHousebankDEUBAfixed-term

depositBankclearingaccount100m100mPostingusingPaymentProgramPaymentadviceBanktransferEurocheckCheckProposaldatasetPrintdatasetEditproposalMasterrecordPaymentrequestsCurrentparametersPayment

controlPaymentsummaryProposalrunPaymentrunPrintprogramIDOCDocumentsPaymentTransactionHandling1stfixed-termdeposit2ndfixed-termdeposit...usingaclearingaccountforpaymentrequestsFixed-termdep.account(Citi)Housebankaccount(Deuba)100m150mSAPHousebankDEUBApaymentorderPaymentrequestclearingacctBankclearingaccount150m150m50m100m50m150mpayment(triggerpaymentrequestrun)accountstatementfrombankCitipaymentfixed-termdepositCross-ApplicationReportingCommonreportingstructureDataselection,definitionoflayoutIndividualreportingJournalMaturitylistRevenuelistDrilldownreportingstructuresPARTNERPRODUCTTYPEBorrowing/sale1PRODUCTTYPE2PARTNERCURRENCYPRODUCTTYPECURRENCYCompanycodeTrader

ProducttypePortfolioSecuritiesaccountXPartnerTransactionCurrencyAccountassignmentreferenceXXInvestm./purchaseXPARTNERCURRENCYMultidimensionalFlexibleReporting3PARTNERPRODUCTTYPECURRENCYMoneymarket

ForexDerivativesSecuritiesLoansDatafeedArchitectureSAPDatafeedProviderSelectiverefreshRequestRequestRe

pl

yReplyRFCR/3ApplicationsTR-TMTreasuryManagementTR-RMRiskManagement...InformationprovidersExternalinterfaceprogramDatafeedServerLogDatafeedserverMarketdatabufferTranslationtableOperativeSAPtablesAnalysisAssessment

ofpossiblesolutionsEliminaterisksIdentifysuitablefinancialtransactionsSimulatealternativeresultsSelectionofanalternativeRiskManagementProcessinR/3TR-TMSDUS$DEMDatafeedTR-TMTR-CMMMTR-TM-MRMTR-TM-MRMTR-TM-MRMRiskcontrollingTR-TM-MRMTradingBackofficeAccountingReportingValueatriskProcessing/ControlInformationprocurementMark-to-marketSensitivitiesCrashscenariosTR-TMInternal:

-riskpositionExternal:

-marketdataRiskManagementTR-TMTR-MRMMarketriskmanagementSelectionofinstrumentsAuthorizationconceptatuser,businesspartnerandtraderlevelLimitmanagement(moneymarket,forex)HedgingstrategiesMacrohedgePortfoliohedgeMicrohedge(releasenotyetspecified)InformationprocurementInterestandcurrencyexposureMark-to-market,effectiveinterestrateSensitivities,cashflowanalysesValueatriskAssessmentofpossiblesolutionsSimulationWhat-ifanalysesCrashscenariosTransformriskusingTreasuryManagementMarkRiskManagement:FunctionsTR-MRMExtensiveriskvaluationandcontrolMarketRiskManagement:SystemOverviewValues(IRR,NPV,optionpremium,exposure...)CalculationReporting(graphics,list,...)MethodsCashflowsMarketdataScenariodatabaseMarketdatabaseBufferPortfolio

formationby

selectionFictitious

transactionsActual

positionIntegratedMarketRiskManagementActual/scenariomarketdataActualtransactionsControlpanelIntegratesallincomingdataandresultingdatarelevantforriskExposureHedgingrateCashManagementMark-to-marketvaluationKeyratios/valuesDatainflowResultsFictitiouscashflowup