SAP Treasury and Risk Management

SAP Treasury ApplicationsCash and Loans ManagementGeorge KamtsiorasBusiness Development, FinancialsSAP Hellas & Cyprus

Agenda

1. SAP Treasury Applications

2. Cash Management

3. Loans Management

What Customers Expect

Efficiency

TransparencyTransparency

Compliance

Low TCO – Fast Payback

Treasury Applications from SAP

SAP Treasury and Risk Management

Risk Analyzers

Transaction Manager

Financial Risk Management

Debt and Investment

Exposure Management Hedge Management

Credit Risk Analyzer Credit Risk Analyzer Market Risk Analyzer Portfolio Analyzer

Financial Excellence with Treasury Applications fro m SAP

© 2011 SAP AG. All rights reserved. 4

Transaction ManagerMoneyMoneyMarket

ForeignForeignExchange

Secu-Secu-rities

Com-Com-modities

Deri-Deri-vatives

Debt Debt Mgmt

Debt and Investment Strategies

Cash and Liquidity Management

SAP Cash and Liquidity Management

Cash Management Liquidity Planning

SAP ERP

General Ledger

SAP ECC 6.0


Cash and Liquidity Management Decisions Are Based o n

Cash Position Liquidity Forecast


Bank accounts

In-House cash banks

Bank clearing accounts

Payments in transit

Treasury Deals

Memo records

Intra-day bank statements…

Customer/Vendor-open items

Blocked items

Down payment requests ...

DisputesEarmarked funds

Real estate

…

Purchase requisitions

Purchase orders

Sales orders

…

LogisticsFinancialsIndustrySolutions

Financials

Non-SAP

Non-SAP

Non-SAP










Instrument Support

Money Market

�Fixed-term deposits (e.g., overnightdeposits at notice)�Commercial

paper�Repo�Floating rate�Any cash flows

�Spot�Forward�Swap�Vanilla options�Barrier options

(single and double)�Compound

options�Average rate

Foreign Exchange

Securities (Investments)

�Bonds �ABS /MBS /CMO� Index-linked

bonds �Dual currency

bonds�Drawable bonds�Warrant Bonds�Stocks�Shareholdings�Subscription

�Cap�Floor �FRA�Swaps�Payer/Receiver,

Fixed/Basis, Exotics (e.g., roller coaster)�OTC options�Security,

Interest & Equity Derivatives

Debt Management

� Issued bonds�Fixed/ floating/

zero interest, Bullet repayment/ with repayment/ ABS structures�Fixed rate loans�Floating rate

loans�Annuity loans

�Futures�Forwards�Traded Options�Swaps�OTC-Options

Commodities


�Average rate options�Basked options �Exchange-traded

options

�Subscription rights� Investment

certificates�Repo/ Reverse

Repo�Security lending

�Security, Swaption, IRG�Futures�Exchange traded

options�Total Return

Swap

�Commercial Paper�Facilities

(bilateral or syndicated)

P o r t f o l i o A n a l y z e r

M a r k e t R i s k A n a l y z e r

R e p o r t i n g

T r a n s a c t i o n M a n a g e r

C r e d i t R i s k A n a l y z e r


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Transaction Manager – Fully Integrated

Valuation

Automatic posting


Automatic creation of correspondence

Valuation (parallel)

Automatic accrual/deferral

Process Overview

BackOffice

Account-ing

FrontOffice

MidOffice

� Exposure analysis

� Posting of Treasury flows to

� Flexible process definition

� Instrument pricing

Re-porting

� Standard reporting


analysis

� Decision support

� Comfortable deal entry

� Standing instructions

� On-line limit check

� Position reporting

Treasury flows to the G/L

� Valuation according to several GAAP’s in parallel areas

� Support for IAS 39 / US-GAAP and Hedge Accounting

definition

� Settlement

� Correspondence

� Interest rate adjustments

� Payments

� Alert monitor

� Risk analysis

� Sensitivity analysis

reporting

� Ad-hock reporting

� Controlling

� Limit reporting

� Management reporting

SAP brings software and services together in a new offering that gives you essential treasury functionality quickly and affordably

� Preconfigured software to eliminate the guesswork

� Rapidly delivered in as

Preconfigured Treasury Software and Services Enabling Rapid Deployment

�SAP Treasury and Risk Management rapid-deployment solution


.

� Rapidly delivered in as little as 2 months

� An affordable priced solution

� Establishes a footprint in treasury that can be expanded

Analyzer Tools Transaction Mgr.Correspondence

& Reporting

Best Practices SAP ConsultingERP

Integration

SAPTreasury and

Risk Management

rapid-deployment

solution

Scope of the SAP Treasury and Risk Management Rapid-Deployment Solution

Treasury Applications from SAP

SAP Treasury and Risk Management

Risk Analyzers

Transaction Manager

MoneyMarket

ForeignExchange

Secu-rities

Com-modities

Deri-vatives

Debt MgmtManage global financial risks

Optimize debt and investment

Exposure Management Hedge Management

Credit Risk Analyzer Market Risk Analyzer Portfolio Analyzer


Optimize debt and investment strategies

Manage cash and liquidity


Cash Management Liquidity Planning

Optimize payments and bank communication

SAP In-House Cash

SAP Bank Communication Management

Back Office AccountingFront Office Mid Office

�Comfortable dealentry

�Standing instructions

�Online limit check

�Position reporting

�Valuation accordingto several GAAPs in parallel areas

�Preconfigured forIFRS/IAS, U.S.GAAP and HGB (German GAAP)

�Correspondenceand settlement

�Interest rateadjustments

�Payments

�Alert monitor

�Instrumentpricing

�Risk analysis

�Sensitivityanalysis

Reporting

�Standard reporting

�Ad hoc reporting

�Controlling

�Limit reporting

�Managementreporting

Process overview

Benefits

�Data Accuracy and Transparency

�Integration

�Effective Decision Making

�Portfolio Optimization

�Advanced Reporting

�Fast implementation

Thank You!

George KamtsiorasBusiness Development, FinancialsSAP Hellas & CyprusEmail: [email protected]

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SAP Treasury and Risk Management