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PERFECTION IN DETAIL. TREASURY AND RISK MANAGEMENT

TREASuRy & RISk - Hanse Orga Group · SAP ® Treasury & Risk Management (SAP TRM) is one of the key modules of the SAP ... SAP® Treasury & Risk Management enables you to increase

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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 Strae 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 processesAutomated systemsIntegrated communication

    (market data, dealing plat-forms,...)

    Compliance

    Segregation of dutiesAccounting standardsCompliant 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 companys 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 companys 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 companys 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 Strae 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 processesAutomated systemsIntegrated communication

    (market data, dealing plat-forms,...)

    Compliance

    Segregation of dutiesAccounting standardsCompliant 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 Strae 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 processesAutomated systemsIntegrated communication

    (market data, dealing plat-forms,...)

    Compliance

    Segregation of dutiesAccounting standardsCompliant 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