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© Copyright 05/2014 SymQ GmbH. All rights reserved. SAP® and R/3® are registered trademarks of SAP AG.
SymQ is specialized in analyzing SAP® standard applications and functions in the areas of Cash, Liquidity, Treasury and Risk Management with regard to their suitability for use in companies, and in reviewing and implementing them. our project teams include industry experts and highly quali-fied SAP® specialists. They have comprehensive expertise in their specific fields and with regard to the systems that are available to support you. We would be happy to provide you with an overview of all functions and options in the SAP® standard appli-
SymQ gmbh
oldesloer Straße 6322457 hamburgGermany
Tel: +49 (0)40 / 51 48 08 - 0Fax: +49 (0)40 / 51 48 08 - 188
Email: [email protected]://www.symq.de
SymQ Americas
205 n. Michigan Avenue / Suite 4110Chicago, Illinois 60601USA
Tel. +1 (312) 620 1200Fax. +1 (312) 620 1201
Email: [email protected]://www.symq-consulting.com
cation that are partucularly useful for your Treasury requirements. We are always available for an onsite appointment. Maximize the potential of your exis-ting system environment and fully get to know the SAP® functions that other companies have already used to leverage untapped Treasury potentials. op-timize your current Treasury Management with fea-tures that may have been dormant for years in your system landscape and that can significantly improve your daily operative processes.
your Competent Partner for Treasury Consulting: SymQ
Compliance Effi ciency
Transparency
Transparency
•Accurate, auditable treasury processes
•Reliable, credible treasury reports
•global cash visibility
Effi ciency
•Streamlined processes
•Automated systems
•Integrated communication (market data, dealing plat-forms,...)
Compliance
•Segregation of duties
•Accounting standards
•Compliant reporting
TREASuRy REQuIREMEnTS
ouR ConSuLTIng SERVICES –youR BuSInESS VALuE:
•Wide range of financial instruments supported within the transaction management (MM, FX, derivatives, Loans, Securities and Commodi-ties)
•Streamlined processes (straight-through pro-cessing from deal entry to accounting)
•Compliance (segregation of duties, audit trail, history)
•open infrastructure to import external data, e.g. from market data providers and dealing platform
•Flexible reporting tools (SAP® Query, SAP® BI, etc.)
•Transparency on global risk exposure
•Calculation of risk key figures like BPV,duration and VaR.
•Measurement of counterparty and credit risk by installing flexible limits (e.g. counterparties, dealers, instruments)
•Tools for avoiding financial difficulties
•Scenarios, stress tests and simulations tomeasure the profit and loss of financialtransactions
•Compliance according to hedge policy andregulatory and risk reporting standards
•State-of-the-art hedge accounting capabilities including a strong exposure management
PERFECTIon In dETAIL.
TREASuRy AndRISk MAnAgEMEnT
SAP® Treasury & Risk Management enables you to increase efficiency, trans-parency and compliance in your treasury management processes. It helps you obtain a complete overview of your company’s financial transactions and the respective risk positions.
SAP® Treasury & Risk Management (SAP® TRM) is one of the key modules of the SAP® Treasury Applications. It helps you take precise and effective decisions with re-gards to your transactions on the money and capital market. The solution lets you op-timize your hedging and risk management processes through exposure management for operational FX and commodity exposures. It significantly increases transparency due to an evaluation of operational and treasury exposures for market risk. The SAP® TRM supports the most common financial instruments and derivatives in the areas of Money Market, Loans, Foreign Exchange, Securities and Commodities. Furthermore, the application helps corporations to comply with legal regulations and compliance requirements. SAP® provides a solution that enables an integrated and automated straight-through processing – from capturing a deal through financial accounting to highly advanced risk management
SAP® TREASuRy & RISk MAnAgEMEnTSTRAIghT-ThRough PRoCESSIng oF FInAnCIAL InSTRuMEnTS And A ModERn FInAnCIAL RISk MAnAgEMEnT
Credit Analyzer
The Credit Risk Analyzer (CRA) is focused on the calculation, measurement and controlling of coun-terparty risk. In a first stage, SymQ supports you in covering the specific risks of financial transactions within your company. In order to facilitate active controlling, we will configure for you a risk control-ling while taking into account certain limit specifi-cations and a flexible limit management with online control and extensive limit reporting.
Portfolio Analyzer
The Portfolio Analyzer is designed for performance analysis and measures the rate of return of your ac-tivities in transaction management. At an early sta-ge of the project and in cooperation with you, we will define which performance key figures (TWRR, MWRR, and approximation method) are to be cal-culated. Additionally, we define one or more portfo-lio structures in order to enable you to divide your investments into different categories. The reporting is very flexible due to such an elaborate portfolio structure and can be performed, for example, in a hierarchical manner or according to certain asset ca-tegories.
SAP® Transaction Manager
The SAP® Transaction Manager is a core part of the SAP® Trea sury and Risk Management modu-le. In the field of transaction mana gement, SymQ supports you in managing all your financial trans-actions in the areas of Money Market (MM), Foreign Exchange (FX), Loans, derivatives, Securities and Commodities. Beside the straight-forward deal and position management, we show you how to setup valuations according to multiple accounting stan-dards (e.g. Local gap, IFRS, uS-gAAP). Further, the Transaction Manager enables you to establish state-of-the-art hedge Accounting including a powerful Exposure Management. The solution SAP® Treasury and Risk Management is complemented by the fol-lowing three analyzers.
Market Risk Analyzer
In the area of market risk management, SymQ helps you implement and configure the Market Risk Ana-lyzer (MRA) to your requirements, and to conduct the calculation of nPVs as well as further risk key figures like duration, convexity, BPV and VaR accor-ding to the established models (historical Simulati-on, Variance/Covariance, Monte-Carlo Simulation). Supporting you in setting up a highly advanced financial risk management, we enable you to keep your risk key figures in view and to track the effects of your investment and hedging activities on a so-lid basis. you are interested in conducting specific what-if-analyses? We will show you how to carry out such simulations by using market data shifts or mar-ket data scenarios and perform what-if-analyses or worst-case scenarios.
Credit Risk Analyzer
• Credit & Settlement Risk Management
• Limit Management - by Company Code
- by Business Partner/Company Code
Reporting
Ad-hoc Standard Reporting
• deal Processing • Position List • Correspondence Monitor • Treasury key Figures • Risk Reporting • Commodity Risk Re-
porting • Limit Reporting • Posting Journal
Flexible Reporting Tools • SAP® Query • ABAP List • SAP® BI/MS-SQL
Results Database • drill down • historic Results
Managing Reports • Positions • Performance • Ratios • Compliance
Data Export • Excel®
• Flat Files • SAP® BI/MS-SQL
Market Risk Analyzer
• Value at Risk • Simulation & Scenarios • Fair Value Calculation • Sensitivity Analysis
Portfolio Analyzer
• Measurement of Investment Performance
• Performance key Rates • Measurement of Target
Compliance
Marktdaten
File Upload
• Exchange Rate• Reference Partner/
Company Rates• Commodity Prices
Transaction Manager
Handels-/Produktart
• Money Market• Foreign Exchange• debt• derivatives• Securities• Commodities
• hedge Plan • hedge Exposures • hedge Items • hedge Category
• hedge Relationships • hedge Accounting • Effectiveness Testing • hedge Reporting
Fair Value (key date)
Calculating and Posting
of Actuals
Posting of realized P&L
(deal End)
deal Creation
deal Conclusion
deal Valuation
Correspondence
(MT300, MT320, e-mail)
Banks
deal Posting
Payment
(MT101 or manual)
Hedge Management
„SymQ helps you achieve compliance, transpa-rency and efficiency for your treasury operations.“
Jochen Stiebe Managing director SymQ GmbH
CoRE PRoCESS oVERVIEW
SAP® Treasury & Risk Management enables you to increase efficiency, trans-parency and compliance in your treasury management processes. It helps you obtain a complete overview of your company’s financial transactions and the respective risk positions.
SAP® Treasury & Risk Management (SAP® TRM) is one of the key modules of the SAP® Treasury Applications. It helps you take precise and effective decisions with re-gards to your transactions on the money and capital market. The solution lets you op-timize your hedging and risk management processes through exposure management for operational FX and commodity exposures. It significantly increases transparency due to an evaluation of operational and treasury exposures for market risk. The SAP® TRM supports the most common financial instruments and derivatives in the areas of Money Market, Loans, Foreign Exchange, Securities and Commodities. Furthermore, the application helps corporations to comply with legal regulations and compliance requirements. SAP® provides a solution that enables an integrated and automated straight-through processing – from capturing a deal through financial accounting to highly advanced risk management
SAP® TREASuRy & RISk MAnAgEMEnTSTRAIghT-ThRough PRoCESSIng oF FInAnCIAL InSTRuMEnTS And A ModERn FInAnCIAL RISk MAnAgEMEnT
Credit Analyzer
The Credit Risk Analyzer (CRA) is focused on the calculation, measurement and controlling of coun-terparty risk. In a first stage, SymQ supports you in covering the specific risks of financial transactions within your company. In order to facilitate active controlling, we will configure for you a risk control-ling while taking into account certain limit specifi-cations and a flexible limit management with online control and extensive limit reporting.
Portfolio Analyzer
The Portfolio Analyzer is designed for performance analysis and measures the rate of return of your ac-tivities in transaction management. At an early sta-ge of the project and in cooperation with you, we will define which performance key figures (TWRR, MWRR, and approximation method) are to be cal-culated. Additionally, we define one or more portfo-lio structures in order to enable you to divide your investments into different categories. The reporting is very flexible due to such an elaborate portfolio structure and can be performed, for example, in a hierarchical manner or according to certain asset ca-tegories.
SAP® Transaction Manager
The SAP® Transaction Manager is a core part of the SAP® Trea sury and Risk Management modu-le. In the field of transaction mana gement, SymQ supports you in managing all your financial trans-actions in the areas of Money Market (MM), Foreign Exchange (FX), Loans, derivatives, Securities and Commodities. Beside the straight-forward deal and position management, we show you how to setup valuations according to multiple accounting stan-dards (e.g. Local gap, IFRS, uS-gAAP). Further, the Transaction Manager enables you to establish state-of-the-art hedge Accounting including a powerful Exposure Management. The solution SAP® Treasury and Risk Management is complemented by the fol-lowing three analyzers.
Market Risk Analyzer
In the area of market risk management, SymQ helps you implement and configure the Market Risk Ana-lyzer (MRA) to your requirements, and to conduct the calculation of nPVs as well as further risk key figures like duration, convexity, BPV and VaR accor-ding to the established models (historical Simulati-on, Variance/Covariance, Monte-Carlo Simulation). Supporting you in setting up a highly advanced financial risk management, we enable you to keep your risk key figures in view and to track the effects of your investment and hedging activities on a so-lid basis. you are interested in conducting specific what-if-analyses? We will show you how to carry out such simulations by using market data shifts or mar-ket data scenarios and perform what-if-analyses or worst-case scenarios.
Credit Risk Analyzer
• Credit & Settlement Risk Management
• Limit Management - by Company Code
- by Business Partner/Company Code
Reporting
Ad-hoc Standard Reporting
• deal Processing • Position List • Correspondence Monitor • Treasury key Figures • Risk Reporting • Commodity Risk Re-
porting • Limit Reporting • Posting Journal
Flexible Reporting Tools • SAP® Query • ABAP List • SAP® BI/MS-SQL
Results Database • drill down • historic Results
Managing Reports • Positions • Performance • Ratios • Compliance
Data Export • Excel®
• Flat Files • SAP® BI/MS-SQL
Market Risk Analyzer
• Value at Risk • Simulation & Scenarios • Fair Value Calculation • Sensitivity Analysis
Portfolio Analyzer
• Measurement of Investment Performance
• Performance key Rates • Measurement of Target
Compliance
Marktdaten
File Upload
• Exchange Rate• Reference Partner/
Company Rates• Commodity Prices
Transaction Manager
Handels-/Produktart
• Money Market• Foreign Exchange• debt• derivatives• Securities• Commodities
• hedge Plan • hedge Exposures • hedge Items • hedge Category
• hedge Relationships • hedge Accounting • Effectiveness Testing • hedge Reporting
Fair Value (key date)
Calculating and Posting
of Actuals
Posting of realized P&L
(deal End)
deal Creation
deal Conclusion
deal Valuation
Correspondence
(MT300, MT320, e-mail)
Banks
deal Posting
Payment
(MT101 or manual)
Hedge Management
„SymQ helps you achieve compliance, transpa-rency and efficiency for your treasury operations.“
Jochen Stiebe Managing director SymQ GmbH
CoRE PRoCESS oVERVIEW
SAP® Treasury & Risk Management enables you to increase efficiency, trans-parency and compliance in your treasury management processes. It helps you obtain a complete overview of your company’s financial transactions and the respective risk positions.
SAP® Treasury & Risk Management (SAP® TRM) is one of the key modules of the SAP® Treasury Applications. It helps you take precise and effective decisions with re-gards to your transactions on the money and capital market. The solution lets you op-timize your hedging and risk management processes through exposure management for operational FX and commodity exposures. It significantly increases transparency due to an evaluation of operational and treasury exposures for market risk. The SAP® TRM supports the most common financial instruments and derivatives in the areas of Money Market, Loans, Foreign Exchange, Securities and Commodities. Furthermore, the application helps corporations to comply with legal regulations and compliance requirements. SAP® provides a solution that enables an integrated and automated straight-through processing – from capturing a deal through financial accounting to highly advanced risk management
SAP® TREASuRy & RISk MAnAgEMEnTSTRAIghT-ThRough PRoCESSIng oF FInAnCIAL InSTRuMEnTS And A ModERn FInAnCIAL RISk MAnAgEMEnT
Credit Analyzer
The Credit Risk Analyzer (CRA) is focused on the calculation, measurement and controlling of coun-terparty risk. In a first stage, SymQ supports you in covering the specific risks of financial transactions within your company. In order to facilitate active controlling, we will configure for you a risk control-ling while taking into account certain limit specifi-cations and a flexible limit management with online control and extensive limit reporting.
Portfolio Analyzer
The Portfolio Analyzer is designed for performance analysis and measures the rate of return of your ac-tivities in transaction management. At an early sta-ge of the project and in cooperation with you, we will define which performance key figures (TWRR, MWRR, and approximation method) are to be cal-culated. Additionally, we define one or more portfo-lio structures in order to enable you to divide your investments into different categories. The reporting is very flexible due to such an elaborate portfolio structure and can be performed, for example, in a hierarchical manner or according to certain asset ca-tegories.
SAP® Transaction Manager
The SAP® Transaction Manager is a core part of the SAP® Trea sury and Risk Management modu-le. In the field of transaction mana gement, SymQ supports you in managing all your financial trans-actions in the areas of Money Market (MM), Foreign Exchange (FX), Loans, derivatives, Securities and Commodities. Beside the straight-forward deal and position management, we show you how to setup valuations according to multiple accounting stan-dards (e.g. Local gap, IFRS, uS-gAAP). Further, the Transaction Manager enables you to establish state-of-the-art hedge Accounting including a powerful Exposure Management. The solution SAP® Treasury and Risk Management is complemented by the fol-lowing three analyzers.
Market Risk Analyzer
In the area of market risk management, SymQ helps you implement and configure the Market Risk Ana-lyzer (MRA) to your requirements, and to conduct the calculation of nPVs as well as further risk key figures like duration, convexity, BPV and VaR accor-ding to the established models (historical Simulati-on, Variance/Covariance, Monte-Carlo Simulation). Supporting you in setting up a highly advanced financial risk management, we enable you to keep your risk key figures in view and to track the effects of your investment and hedging activities on a so-lid basis. you are interested in conducting specific what-if-analyses? We will show you how to carry out such simulations by using market data shifts or mar-ket data scenarios and perform what-if-analyses or worst-case scenarios.
Credit Risk Analyzer
• Credit & Settlement Risk Management
• Limit Management - by Company Code
- by Business Partner/Company Code
Reporting
Ad-hoc Standard Reporting
• deal Processing • Position List • Correspondence Monitor • Treasury key Figures • Risk Reporting • Commodity Risk Re-
porting • Limit Reporting • Posting Journal
Flexible Reporting Tools • SAP® Query • ABAP List • SAP® BI/MS-SQL
Results Database • drill down • historic Results
Managing Reports • Positions • Performance • Ratios • Compliance
Data Export • Excel®
• Flat Files • SAP® BI/MS-SQL
Market Risk Analyzer
• Value at Risk • Simulation & Scenarios • Fair Value Calculation • Sensitivity Analysis
Portfolio Analyzer
• Measurement of Investment Performance
• Performance key Rates • Measurement of Target
Compliance
Marktdaten
File Upload
• Exchange Rate• Reference Partner/
Company Rates• Commodity Prices
Transaction Manager
Handels-/Produktart
• Money Market• Foreign Exchange• debt• derivatives• Securities• Commodities
• hedge Plan • hedge Exposures • hedge Items • hedge Category
• hedge Relationships • hedge Accounting • Effectiveness Testing • hedge Reporting
Fair Value (key date)
Calculating and Posting
of Actuals
Posting of realized P&L
(deal End)
deal Creation
deal Conclusion
deal Valuation
Correspondence
(MT300, MT320, e-mail)
Banks
deal Posting
Payment
(MT101 or manual)
Hedge Management
„SymQ helps you achieve compliance, transpa-rency and efficiency for your treasury operations.“
Jochen Stiebe Managing director SymQ GmbH
CoRE PRoCESS oVERVIEW
© Copyright 05/2014 SymQ GmbH. All rights reserved. SAP® and R/3® are registered trademarks of SAP AG.
SymQ is specialized in analyzing SAP® standard applications and functions in the areas of Cash, Liquidity, Treasury and Risk Management with regard to their suitability for use in companies, and in reviewing and implementing them. our project teams include industry experts and highly quali-fied SAP® specialists. They have comprehensive expertise in their specific fields and with regard to the systems that are available to support you. We would be happy to provide you with an overview of all functions and options in the SAP® standard appli-
SymQ gmbh
oldesloer Straße 6322457 hamburgGermany
Tel: +49 (0)40 / 51 48 08 - 0Fax: +49 (0)40 / 51 48 08 - 188
Email: [email protected]://www.symq.de
SymQ Americas
205 n. Michigan Avenue / Suite 4110Chicago, Illinois 60601USA
Tel. +1 (312) 620 1200Fax. +1 (312) 620 1201
Email: [email protected]://www.symq-consulting.com
cation that are partucularly useful for your Treasury requirements. We are always available for an onsite appointment. Maximize the potential of your exis-ting system environment and fully get to know the SAP® functions that other companies have already used to leverage untapped Treasury potentials. op-timize your current Treasury Management with fea-tures that may have been dormant for years in your system landscape and that can significantly improve your daily operative processes.
your Competent Partner for Treasury Consulting: SymQ
Compliance Effi ciency
Transparency
Transparency
•Accurate, auditable treasury processes
•Reliable, credible treasury reports
•global cash visibility
Effi ciency
•Streamlined processes
•Automated systems
•Integrated communication (market data, dealing plat-forms,...)
Compliance
•Segregation of duties
•Accounting standards
•Compliant reporting
TREASuRy REQuIREMEnTS
ouR ConSuLTIng SERVICES –youR BuSInESS VALuE:
•Wide range of financial instruments supported within the transaction management (MM, FX, derivatives, Loans, Securities and Commodi-ties)
•Streamlined processes (straight-through pro-cessing from deal entry to accounting)
•Compliance (segregation of duties, audit trail, history)
•open infrastructure to import external data, e.g. from market data providers and dealing platform
•Flexible reporting tools (SAP® Query, SAP® BI, etc.)
•Transparency on global risk exposure
•Calculation of risk key figures like BPV,duration and VaR.
•Measurement of counterparty and credit risk by installing flexible limits (e.g. counterparties, dealers, instruments)
•Tools for avoiding financial difficulties
•Scenarios, stress tests and simulations tomeasure the profit and loss of financialtransactions
•Compliance according to hedge policy andregulatory and risk reporting standards
•State-of-the-art hedge accounting capabilities including a strong exposure management
PERFECTIon In dETAIL.
TREASuRy AndRISk MAnAgEMEnT
© Copyright 05/2014 SymQ GmbH. All rights reserved. SAP® and R/3® are registered trademarks of SAP AG.
SymQ is specialized in analyzing SAP® standard applications and functions in the areas of Cash, Liquidity, Treasury and Risk Management with regard to their suitability for use in companies, and in reviewing and implementing them. our project teams include industry experts and highly quali-fied SAP® specialists. They have comprehensive expertise in their specific fields and with regard to the systems that are available to support you. We would be happy to provide you with an overview of all functions and options in the SAP® standard appli-
SymQ gmbh
oldesloer Straße 6322457 hamburgGermany
Tel: +49 (0)40 / 51 48 08 - 0Fax: +49 (0)40 / 51 48 08 - 188
Email: [email protected]://www.symq.de
SymQ Americas
205 n. Michigan Avenue / Suite 4110Chicago, Illinois 60601USA
Tel. +1 (312) 620 1200Fax. +1 (312) 620 1201
Email: [email protected]://www.symq-consulting.com
cation that are partucularly useful for your Treasury requirements. We are always available for an onsite appointment. Maximize the potential of your exis-ting system environment and fully get to know the SAP® functions that other companies have already used to leverage untapped Treasury potentials. op-timize your current Treasury Management with fea-tures that may have been dormant for years in your system landscape and that can significantly improve your daily operative processes.
your Competent Partner for Treasury Consulting: SymQ
Compliance Effi ciency
Transparency
Transparency
•Accurate, auditable treasury processes
•Reliable, credible treasury reports
•global cash visibility
Effi ciency
•Streamlined processes
•Automated systems
•Integrated communication (market data, dealing plat-forms,...)
Compliance
•Segregation of duties
•Accounting standards
•Compliant reporting
TREASuRy REQuIREMEnTS
ouR ConSuLTIng SERVICES –youR BuSInESS VALuE:
•Wide range of financial instruments supported within the transaction management (MM, FX, derivatives, Loans, Securities and Commodi-ties)
•Streamlined processes (straight-through pro-cessing from deal entry to accounting)
•Compliance (segregation of duties, audit trail, history)
•open infrastructure to import external data, e.g. from market data providers and dealing platform
•Flexible reporting tools (SAP® Query, SAP® BI, etc.)
•Transparency on global risk exposure
•Calculation of risk key figures like BPV,duration and VaR.
•Measurement of counterparty and credit risk by installing flexible limits (e.g. counterparties, dealers, instruments)
•Tools for avoiding financial difficulties
•Scenarios, stress tests and simulations tomeasure the profit and loss of financialtransactions
•Compliance according to hedge policy andregulatory and risk reporting standards
•State-of-the-art hedge accounting capabilities including a strong exposure management
PERFECTIon In dETAIL.
TREASuRy AndRISk MAnAgEMEnT
