sap treasury and risk management online training

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SAP TREASURY AND RISK MANAGEMENT
ON-LINE TRAINING
CORPORATE TRAINING
ON-LINE TRAINING
CONTACT US
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STRIVE ERP TECHNOLOGIES PVT LTD
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SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
course
overview
Overview SAP Treasury General Master Data Market
Data Management Transaction Manager Money Market
Trading Transaction Manager Foreign Exchange
Trading Transaction Manager Derivative
Trading Transaction Manager Commodity
Trading Transaction Manager Hedge
Management Transaction Manager Securities
Management Analyzer Basic Settings Market Risk
Analyzer Credit Risk Analyzer Portfoli Analyzer
STRIVE ERP TECHNOLOGIES PVT LTD
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SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
Provide an overview of SAP Treasury and Risk
Management Explain the various processes and
the standard functions within Treasury Give an
overview of the Transaction Manager Give an
overview of the Market Risk Analyzer Give an
overview of Credit Risk Analyzer Describe the
full Treasury process Describe the different
sub processes Know the difference between Money
Market, Foreign Exchange, Commodity, Derivative,
and Securities Set up connection to Loans
Management Identify connection points to other
SAP modules Understand the reporting
opportunities within SAP Treasury and Risk
Management (TRM) Provide an overview of the
different risk processes Explain the Market
Risk Management process Explain the Credit Risk
Management process Explain the Portfolio
Analyzer process Explain the Accounting
Analyzer process Explain the Hedge and Exposure
Management functionalionality.

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SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
Treasury and risk management plays a critical
role in an organizations financial operations,
acting as the steward of the firms assets and
liabilities. The focus of treasury was
historically on cash management,but todays
treasurer is playing a more strategic, advisory
role within the firm, working in partnership with
operational groups to oversee an organizations
financial supply chain. Treasurers are
interacting with a greater number of internal and
external constituents than ever before, and are
increasingly relying on treasury management
technology to gain accurate,and timely visibility
over their global cash position and to move
toward a goal of straightthrough- processing of
treasury transactions.
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SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
Functional View of the Treasury and
Risk Management
All SAP Treasury tasks and their distribution
across the areas of Transaction Manager and Risk
Management can be derived from the business
objectives. You can use the Transaction Manager
to optimize yields and cost structures, and
Risk Management to hedge against market and
credit risks. Transaction Manager supports the
management of financial transactions
and positions. You can use Market Risk Analyzer
to analyze interest rate, currency, and
stock risks. Credit Risk Analyzer helps you
determine credit risks and includes an
online limit check.Comprehensive management of
financial transactions and positions Trading
and back office support Monitoring, checking,
and releasing Data transfer to Financial
Accounting (including accruals/deferrals
and valuations) Flexible configuration of
company-specific transaction and position
management processes Assignment of financial
transactions to portfolios or management in
securitie
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SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
General Master Data
You would like capture financial transaction in
SAP Transaction Manager, master data settings are
required. You would be define required master
data settings for trading financial
transactions. Set up House Bank settings,
Process the SAP business partners Explain the
role types defined in the business partner and
create business partner relationships Set up
standing instructions and define authorizations
for the business partner Differentiate between
banks in general, business partner banks, and
house banks.Bank details, which are required for
your own and the business partner
bank, maintained centrally in a bank data
pool. The bank data you enter is maintained in
the Financial Accounting bank directory, that is,
structured automatically or manually, and can be
accessed throughout the system. The bank
directory contains the bank master data. This
includes bank address data and control data, such
as swift codes and bank groups. The bank
directory must contain the master data for all
banks that is required for processing payments.
These include your own house banks and the
business partner banks.
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SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
Transaction
Manager Money Market Trading
Money market transactions Interest rate
instruments Cash flow transactions Facilities Fixe
d-term deposits Due date arranged from the
outset Fixed interest for the whole term (at
least 30 days) Rollover facility Overnight
money Term only lasts one day (current practice
until further notice) Deposit at notice
Concluded for an unspecified period Due date
depends on the period of notice Commercial
Paper Short-term, discounted bearer bond No
interest payments during the term.
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SAP TREASURY AND RISK MANAGEMENT ON-LINE
TRAINING
Transaction Manager Foreign
Exchange Trading
Name the product types in foreign exchange
trading and the most important business
operations and functions in Trading, Back Office,
and Accounting Process delta view in connection
to money market Perform front-office processing
for a spot or forward transaction and a foreign
exchange swap. Transfer the flows from the
foreign exchange transaction to
Financial Accounting using the accounting
functions Prepare and execute a key date
valuation Standard reporting for FX
transaction Forex trading includes the following
product types Spot exchange (maturity 12
working dates) Forward exchange transactions
FX Swap (spot and forward transaction) Foreign
exchange is traded as strategic investment
(speculation) or as hedging instrument. Different
product are use (posting, valuation)
STRIVE ERP TECHNOLOGIES PVT LTD
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SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
Transaction Manager DerivativeTrading
Provide an overview of the derivative financial
instruments supported by Transaction Manager.
Explain the various instruments for hedging
against risks derived from currency
fluctuations Map these instruments in
Transaction Manager Explain the various
instruments for hedging against interest rate
risks Map these instruments in Transaction
Manager Explain the cash flow and product
structure of an CCS Show an application example
of an CCS Derivative financial instruments
relating to currency and interest can be
divided roughly into exchange transactions (upper
half) and optional transactions (lower half). The
latter can also be further sub-divided into
listed and OTC (Over The Counter) options. The
building block concept applies here. This means
that one instrument can be formed from another or
combined with others to create a new instrument.
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SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
Transaction Manager Commodity Trading
Trading commodity forwards, futures and swaps
transactions in the Transaction Manager module.
Use the financial product for selling or purchase
of commodity positions. Differentiate between
transaction and Future Account Management
Explain the various processes and the standard
functions within Treasury for Commodities
Explain the different Product Types and Product
Structures Different commodity Product Types
Differentiation between Transaction and Future
Account Management Define different types of
master data settings, for trading commodities.
The lesson include an overview about the
following master data settings Commodity ID,
Future Account,After completing this lesson, you
will be able Set up commodity ID Set up a
Commodity Class Set up Future Accounts

STRIVE ERP TECHNOLOGIES PVT LTD
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SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
Transaction Manager HedgeManagement
Using SAP Hedge Management for mapping exposure
and hedge item together. Base of the hedge
relationship you would be, carried out hedge
effectiveness test and post OCI valuation result
into SAP-FI. Understand Hedge Management (cash
flow , fair value hedge and hedge for net
investment) Create a Hedge Relationship
Perform an Effectiveness Test (prospective,
retrospective) At the end of this lesson, you
will be able to distinguish the following hedge
types Cash Flow Hedge Fair Value Hedge
Hedge of Net Investment With a fair value hedge,
balance sheet assets or liabilities or
liabilities or parts thereof that are not
recorded on the balance sheet are hedged
against fair value changes due to a certain
risk Fair value changes of the derivative as
well as of the underlying transaction to be
hedged are shown in profit and loss statements.
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SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
Transaction Manager Securities Management
overview of securities management Available
product types Overview transaction and position
management Create business partners in
different roles Maintain class master data,
including basic data, conditions, and other
data Set up securities accounts and portfolios,
if required, to manage your positions
Understand and create position indicators
Trading securities transactions Using the
Collective Processing Function for entering
security transactions Overview about the
Position Management Familiarize yourself with
the interface to accounting and the
necessary closing operations. Differentiate
posting out of the transaction and position
management Carrying out interest accrued and an
valuation run Explain and perform position
management in Transaction Manager
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SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
Analyzer Basic Settings
You would like managing financial risks out of
the financial transaction in the Market Risk and
Credit Risk Analyzer module. Explain the risk
type matrix (allocation of the different risk
types Define a risk controlling process Risk
is the probability of a loss from a financial
transaction. The risk to a financial transaction
is described as a market risk if it arises
purely from changes to market parameters
(interest rates, exchange rates,
currency exchange rates, volatilities
STRIVE ERP TECHNOLOGIES PVT LTD
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SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
Market Risk Analyzer
Explain and execute NPV and sensitivity
analyses Perform ALM analyses Calculate
sensitivity key figures Perform Grid Analysis
Define and use market data scenario and shifts
Structure risk factors Define risk
hierarchies Explain value-at-risk evaluations
Differentiate between Monte Carlo simulation, the
variance/covariance approach, and historical
simulation Explain how back testing works
Understand the architecture of the Results Data
Base Explain reporting in the Results Data
Base Perform evaluations in the Results Data
Base
STRIVE ERP TECHNOLOGIES PVT LTD
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SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
Credit Risk Analyzer
Distinguish between credit risks and settlement
risks Explain the CRA process (limit process)
Define and check limits Make the connection
between creating a transaction and determining
the attributable amount Use end-of-day
processing in a target-oriented way Understand
exposure determination Explain the basic terms
of CRA Create a limit structure from individual
limit types Create limit types from standard
characteristics and characteristics you
have defined yourself Understand attribution
amount determination Define n-dimensional limit
structures Describe the determination
procedure Explain the additional Limit
Management functions Include business partner
relationships in the setting up of limit
structures
STRIVE ERP TECHNOLOGIES PVT LTD
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SAP TREASURY AND RISK MANAGEMENT ON-LINE TRAINING
Portfolia Analyzar
Trader remuneration Profit source
analysis Analysis of investment policies Internal
controlling Special funds Quality rating of
funds managers Yield trends Anonymous data
-composite Standards (AIMR, DVFA,
) CompetitionMarketing Anonymous data
-compositesStandards
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