SAP TR-Derivatives Overview (Cross Currency Swap)

by S. Nugraha - SAP FICO Consultant

SAP-Derivatives

1. The derivatives transactions protect the company

against unpredictable fluctuation exchange rate.

2. The Derivatives area is a sub component of the

Transaction manager and is closely integrated with

other components.

3. Support to implement cash management decisions

in the derivatives area based on the liquidity surplus

or deficit determined in Cash Management.

4. It is also closely linked to the Financial Accounting (FI)

component since all the data that is relevant for

posting in the Money Market area is automatically

transferred to FI.

Cross Currency Swap

Derivatives

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

Master Data

Derivatives

Business Partner Role Category: Counterparty

Business Partner Standing Instruction Transaction Authorization

Money Market

Payment Detail

House Bank

Account ID

Master Data : Business Partner (TCode: BP)

Derivatives

Master Data : Business Roles

Derivatives

Business Partner General

Counter Party

Master Data

Derivatives

Transaction Authorization

(TCode: TBI6)

Master Data

Derivatives

Payment Detail (TCode: TBI1)

Cross Currency Swap - Data Entries (Tcode:TO01)

Derivatives

1. Company Code

2. Product Type (62B)

3. Transaction Type (300)

4. Business Partner

5. Portfolio (DER-09)

6. Amount (USD & IDR)

7. Start Date (USD & IDR)

8. End Date (USD & IDR)

9. Interest Rate (USD & IDR)

10. Interest Calculation Method (USD &

IDR)

Cross Currency Swap – Create Contract

Derivatives

Cross Currency Swap – Create Contract

Derivatives

Cross Currency Swap – Settle Contract

Derivatives

Cross Currency Swap – Accrual/Deferral

Derivatives

Cross Currency Swap – Accrual/Deferral

Derivatives

Cross Currency Swap – Post Journal

Derivatives

Cross Currency Swap – Post Journal

Derivatives

Cross Currency Swap – Interest Market Data

Derivatives

Cross Currency Swap

Derivatives