2un S4hana2022 BPD en Us

Test Script
SAP S/4HANA - 29-09-22
Money Market Mutual Fund Management

(2UN_US)
PUBLIC
Table of Contents
1 Purpose
2 Prerequisites
2.1 System Access
2.2 Roles
2.3 Master Data, Organizational Data, and Other Data
2.4 Business Conditions
2.5 Preliminary Steps
2.5.1 Create Business Partner
2.5.1.1 Maintain General Data for Business Partner
2.5.1.2 Maintain Payment Details for Business Partner
2.5.1.3 Maintain Authorizations for Business Partner
2.5.1.4 Maintain Reporting Data in Company Code for Business Partner
2.5.1.5 Maintain Additional Business Partner Roles
2.5.2 Correspondence
2.5.2.1 Maintain Profile and BP Group Assignments to Internal Recipient
2.5.2.2 Maintain Profile and BP Group Assignments to External Recipient
2.5.3 Maintaining Credit Limit
2.5.3.1 Maintain Limit with Limit Type Y01
2.5.4 Maintain Trader and Trader Authorizations
2.5.4.1 Define Traders
2.5.4.2 Define User Data
2.5.4.3 Maintain Trader Authorizations
3 Overview Table
4 Test Procedures
4.1 Create Security Account
4.2 Create Security Class
4.2.1 Create Security Class for Money Market Fund
4.2.2 Create Security Class for MMF Accrued + Accum. Dividend
4.2.3 Create Security Class for MMF Accum. Dividend
4.3 (1XN) Market Rates Management - Manually via Upload
4.4 Generate Limit Utilizations
4.5 Analyze Cash Position
4.6 Analyze Liquidity Forecast
4.7 Check Limit Utilization Report
4.8 Create Fund Purchase Transaction
4.8.1 Create Fund Purchase Transaction for Money Market Fund
4.8.1.1 Create Fund Purchase Transaction for Money Market Fund with Known Quantity and Price
4.8.1.2 Create Fund Purchase Transaction for Money Market Fund Priced Later (optional)
4.8.2 Create Fund Purchase Transaction for MMF Accrued + Accum. Dividend
4.8.3 Create Fund Purchase Transaction for MMF Accum. Dividend
4.9 Correspondence
4.9.1 Set Settlement Status (Manual)
4.9.2 Correspondence with PDF Form
4.9.2.1 Set Settlement Status
4.9.2.2 Send Confirmation Email/Print
4.9.2.3 Check Correspondence Status
4.9.2.4 Receive Incoming Confirmation
4.9.2.5 Find Deal and Match Deal Details
4.10 Payment for Purchase
4.10.1 Generate Payment Request
4.10.2 Process Payment Request
4.10.3 Bank Initiated Payment
4.11 Post to General Ledger
4.11.1 Fix Price (optional)
4.11.2 Fix Price Settlement (optional)
4.11.3 Post to General Ledger
4.12 Recognize Dividend Distribution
4.12.1 Enter Dividend Factor
4.12.2 Update Planned Records for Securities
4.12.3 Accrue Dividend
4.13 Capitalize Dividend Distribution
4.13.1 Capitalize Dividend Distribution for Money Market Fund
4.13.2 Capitalize Dividend Distribution for MMF Accrued + Accum. Dividend
4.13.3 Capitalize Dividend Distribution for MMF Accum. Dividend
4.14 Period-end Closing
Money Market Mutual Fund Management (2UN_US)

Purpose PUBLIC 2
4.14.1 Update Securities Price (optional)
4.14.2 Perform Key Date Valuation
4.15 Redeem Fund Instrument
4.15.1 Review Funds Position
4.15.2 Create Fund Redemption Transaction
4.16 Set Settlement Status
4.17 Payment from Sale
4.18 Reports
4.18.1 Display Treasury Posting Journal
4.18.2 Treasury Position Analysis
4.18.3 Display Treasury Position Values
4.18.4 Define Financial Positions
4.18.5 Financial Status - Book Value
4.18.6 Financial Status - Nominal Amount
4.18.7 Display Treasury Payments
4.18.8 Display Treasury Position Flows
4.18.9 Display Treasury Alerts - Posting
4.18.10 Display Treasury Alerts- Settlement, Release and Payment
4.18.11 Display Payment Schedules
4.18.12 Display Securities Account Class Positions
4.18.13 Analyze NPV
4.18.14 Calculate Market Risk Key Figures
4.18.15 Sensitivity Key Figures
4.18.16 Review Limit Utilization Report
5 Appendix
5.1 Position Indicator
5.1.1 Change Position Indicator
5.2 Reconciliation of External Securities Account Statements
5.2.1 Create the Statements of External Securities Account
5.2.2 Reconciliation of External Securities Account Statements
5.3 Accounting
5.3.1 Reverse Accrual
5.3.2 Reverse Valuation
5.3.3 Reverse Debit Position
5.4 Market Risk Analyzer
5.4.1 Manage Market Data Shift
5.4.2 Maintain Scenarios
5.4.3 Defining Report Layout for Calculate Market Risk Key Figures
5.4.4 Manage Market Risk Key Figure Sets
5.5 Credit Risk Analyzer

Purpose PUBLIC 3
5.5.1 Display Limit Overview
5.6 Simulated Valuation
5.6.1 Run Simulated Valuation
5.6.2 Delete Simulated Valuation
5.7 Rebate Reinvestment
5.8 Security Account Transfer

Purpose PUBLIC 4
1 Purpose
The Money Market Funds (or MMF for short) are deemed as an instrument with lower risk and lower return but liquidity. While traditional MMFs are usually traded at a stable 1.00 currency unit,
the SEC requires that institutional MMF’s use floating NAV. This scope item incorporates the processes to manage both stableand floating NAV MMF's, and covers processes of creating securities
account and class, purchasing and selling of money market fund, period-end valuation, and receiving dividends.
This document provides a detailed procedure for testing this scope item after solution activation, reflecting the predefined scope of the solution. Each process step, report, or item is covered in its
own section, providing the system interactions (test steps) in a table view. Steps that are not in scope of the process but are needed for testing are marked accordingly. Project-specific steps must be
added.
Note Values in this test script (decimal notation, date formats, and so on) are presented in U.S. standard notation. If your test system is set up to use a different notation, enter values as appropri -
ate.

Purpose PUBLIC 5
2 Prerequisites
This section summarizes all the prerequisites for conducting the test in terms of systems, users, master data, organizational data, other test data and business conditions.
2.1 System Access
System Details
System Accessible via SAP Fiori launchpad. Your system administrator provides you with the URL to access the various apps assigned to your role.
2.2 Roles
Assign the following business roles to your individual test users. Alternatively, if available, you can create business roles using the following spaces with pages and predefined apps for the SAP Fiori
launchpad and assign the business roles to your individual test users.
Note These roles or spaces are examples provided by SAP. You can use them as templates to create your own roles or spaces.
For more information about business roles, refer to Assigning business roles to a user in the Administration Guide to Implementation of SAP S/4HANA with SAP Best Practices .
Name (Role) ID (Role) Name (Launchpad Space) ID (Launchpad Space) Log On
Treasury Specialist - Back Office SAP_BR_TREASURY_SPECIALIST_BOE Treasury Specialist - Back Office SAP_BR_TREASURY_SPECIALIST_BOE
Treasury Specialist - Front Office SAP_BR_TREASURY_SPECIALIST_FOE Treasury Specialist - Front Office SAP_BR_TREASURY_SPECIALIST_FOE
Treasury Specialist - Middle Office SAP_BR_TREASURY_SPECIALIST_MOE Treasury Specialist - Middle Office SAP_BR_TREASURY_SPECIALIST_MOE
Treasury Accountant SAP_BR_TREASURY_ACCOUNTANT Treasury Accountant SAP_BR_TREASURY_ACCOUNTANT
Treasury Risk Manager SAP_BR_TREASURY_RISK_MANAGER Treasury Risk Manager SAP_BR_TREASURY_RISK_MANAGER
Cash Manager SAP_BR_CASH_MANAGER Cash Manager SAP_BR_CASH_MANAGER
Administrator SAP_BR_ADMINISTRATOR Administrator SAP_BR_ADMINISTRATOR

Purpose PUBLIC 6
Name (Role) ID (Role) Name (Launchpad Space) ID (Launchpad Space) Log On
Master Data Specialist - Business Partner Data SAP_BR_BUPA_MASTER_SPECIALIST Master Data Specialist - Business Partner Data SAP_BR_BUPA_MASTER_SPECIALIST
Project Financial Controller SAP_BR_PROJ_FIN_CONTROLLER Project Financial Controller SAP_BR_PROJ_FIN_CONTROLLER
2.3 Master Data, Organizational Data, and Other Data

The organizational structure and master data of your company has been created in your system during activation. The organizational structure reflects the structure of your company. The master data
represents materials, customers, and vendors, for example, depending on the operational focus of your company.
Use your own master data to go through the test procedure. If you have installed an SAP Best Practices baseline package, you can use the following baseline package sample data:
Data Sample Value Details Comments
Company Code 1710
Currency USD
Business Partner 17537001
Valuation Area US 0
For more information on creating master data objects, see the following Master Data Scripts (MDS)
Table 1: Master Data Script Reference
MDS Description
22G Create Business Partner for Treasury and Risk Management
2.4 Business Conditions

Before this scope item can be tested, the following business conditions must be met.
Scope Item Business Condition
J60 - Accounts Payable Define payment medium format following the steps described under Prerequisites > Preliminary Steps > Define Payment Medium Format Variants (Optional) in the test script of J60.

Purpose PUBLIC 7
2.5 Preliminary Steps
2.5.1 Create Business Partner
2.5.1.1 Maintain General Data for Business Partner
Test Administration
Customer project: Fill in the project-specific parts.
Test Case ID <X.XX> Testing Date:
Tester Name: Duration:
Business Role(s): Responsibility: <State the Service Provider, Customer or Joint Service Provider and Customer>
Purpose
In this step, you maintain the general data for the business partner.
Procedure
Test Step Test Step Name Instruction Expected Result Pass / Fail /
# Comment
1 Log On Log on to the SAP Fiori launchpad as a Master Data Specialist - Business Partner Data. The SAP Fiori Launchpad is displayed.
2 Access the SAP Fiori Open Maintain Business Partner (BP). The Maintain Business Partner: screen is displayed.
App
3 Enter Data on Initial On the Maintain Business Partner screen, choose Organization. The Create Organization: screen is displayed.
Screen

Purpose PUBLIC 8
# Comment
4 Enter Address Data On the Create Organization screen, enter the following entries and choose Save: The business partner is created successfully.
Business Partner: for example, 17537001
Grouping: <select TR02 Treasury partner (external)>
Create in BP role: <select 000000 Business Partner (Gen.)>
Title: <select 0003 Company>
Name: for example, Bank 1 - SAMPLE BANK
Salutation: for example, Bank 1
Search Term 1/2: for example, Bank 1
Street/House number: for example, Chelsea Piers , 70
Postal Code/City: for example, 10172, New York
Ctry/Reg.: US
Language: EN
E-Mail: for example, <E-mail>
Address Valid From: for example, <Current date in previous year>
Address Valid To: for example, Dec 31 of the year 9999
Note Stay in the screen for subsequent steps.
5 Switch to Change Mode On the Display Organization17537001 screen, choose Switch Between Display and Change, and enter More counterparty related tabs such as Legal Data,
following data: Rating are displayed.
Change in BP role: select TR0151 Counterparty
6 Enter Legal Data On the Change Organization:17537001 screen, choose Legal Data in the dropdown list of Navigation The legal data is entered and saved.
Menu, enter the following data and choose Save: The Change Organization:17537001, role Counter-
Country/Region: US party screen is displayed.
Note Navigation Menu is on the very right side of the screen. It's displayed as  , which is right next
to the symbol .
Stay in the screen for subsequent steps.
7 Enter Payment Transac- On the Change Organization:17537001 screen, choose Payment Transactions in the dropdown menu of The payment transaction data is entered and the busi-
tion Data Navigation Menu, and enter the following 2 rows of data: ness partner is saved.
Row 1:
ID: for example, USD1

Purpose PUBLIC 9
# Comment
C/R: for example, US

Bank Key: for example, 011000390
Bank Acct: for example, Bank account
Row 2:
ID: for example, EUR1
C/R: for example, US
Bank Key: for example, 011000390
Bank Acct: for example, Bank account
Now choose Save.
2.5.1.2 Maintain Payment Details for Business Partner
Test Administration
Purpose
In this step, you maintain the payment details of the business partner.

Purpose PUBLIC 10
Procedure
Test Test Step Name Instruction Expected Result Pass / Fail /

Step # Comment
1 Log On Log on to the SAP Fiori launchpad as a Master Data Specialist - Business Partner Data. The SAP Fiori launchpad is displayed.
2 Access the SAP Open Maintain Business Partner (BP). The Maintain Business Partner screen is dis-
Fiori app played.
3 Switch to change On the Maintain Business Partner: screen, choose Open BP. In the popup dialog box, enter the following data: Change Organization: 17537001, new role
mode Business Partner: 17537001 Counterparty screen is displayed.
Choose Enter and then choose Switch Between Display and Change, and enter the following data:
Change in BP Role: TR0151 Counterparty(defined)
4 Enter SI: Payment On the Change Organization:17537001, role Counterparty) screen, choose Company Code, enter the following data and The SI: Payment Details data is entered.
Details data choose Enter:
Company Code: for example, 1710
Choose SI: Payment Details and enter the following four rows:
Row 1:
Currency: for example, USD
Pay.Det.ID: for example, USDI
House Bank: for example, USBK1
Account ID: for example, USAC1
Payer/ee: <leave blank>
Partner Bank: <leave blank>
Payment Request: <deselect>
Payment Methods: <leave blank>
Row 2:
Pay.Det.ID: for example, USDO
Account ID: for example, USAC1
Payer/ee: for example, 17537001
Partner Bank: for example, USD1
Payment Request: <select>
Payment Methods:
T

Purpose PUBLIC 11
Step # Comment
Row 3:
Currency: EUR
Pay.Det.ID: for example, EURI
Account ID: for example, EURAC
Payer/ee: for example, <leave blank>
Payment Request: <deselect>
Payment Methods: <leave blank>
Row 4:
Currency: for example, EUR
Pay.Det.ID: for example, EURO
Account ID: for example, EURAC
Payer/Payee: for example, 17537001
Partner Bank: for example, EUR1
Payment request: <select>
Payment methods: I
Stay in this screen for subsequent steps.
Note If the following message displays, choose No.

Business partner proposed as payer/payee (see long text) Display this message for
this business partner again?
5 Assign Payment de- From the last screen of previous step, Payment details and the assignments are
tails For USD, saved.
select the Checkbox for USDUSDI. Choose Assign. In the Counterparty Change: Payment Details Assignment dialog box,
choose Select All Incoming. Now USDI is displayed under PmntID-Inc, choose Continue to close the dialog box.
Select the checkbox for USDUSDO. Choose Assign. In the Counterparty Change: Payment Details Assignment dialog box,
choose Select All Outgoing. Now USDO is displayed under P-ID Outg. Choose Continue to close the dialog box.
Do the same for EUR:
EUR I: PmntID-Inc
EUR O: P-ID Outg.
On the Change Organization:17537001, role Counterparty screen, choose Save.

Purpose PUBLIC 12
2.5.1.3 Maintain Authorizations for Business Partner
Test Administration
Purpose
In this step, you maintain the authorization data of the business partner.
Procedure
# Comment
1 Log On Log on to the SAP Fiori launchpad as Master Data Specialist - Business Partner Data. The SAP Fiori launchpad is displayed.
2 Access the SAP Fiori Open Maintain Business Partner (BP). The Maintain Business Partner: screen is displayed.
App
3 Switch to Change On the Maintain Business Partner: screen, choose Open BP. In the Open business partner dialog box, enter The Change Organization:17537001, role Counter-
Mode the following data, and choose Enter: party screen is displayed.
Business Partner: 17537001
Choose Switch Between Display and Change, and enter the following data:
Change in BP Role: <select TR0151 Counterparty(defined)>
4 Enter SI: Authoriza- On the Change Organization:17537001, role Counterparty screen, choose Company Code. On the SI: Au- The authorizations are maintained.
tions Data thorizations tab, maintain the following data and choose Save:
Securities: <select>

Purpose PUBLIC 13
# Comment
Note You can also give authorization to a specific product type and transaction type. For testing purpose,
we give authorizations to all transactions.
2.5.1.4 Maintain Reporting Data in Company Code for Business Partner
Test Administration
Purpose
In this step, you maintain the company relationship of the business partner.
Procedure
# Comment
2 Access the SAP Fiori app Open Maintain Business Partner (BP) The Maintain Business Partner: screen is dis-
played.
3 Switch to change mode On the Maintain Business Partner: screen, choose Open BP. In the Open Business Partner dialog box, enter the Change Organization: 17537001 , role Coun-
following data, and choose Enter: terparty screen is displayed.

Purpose PUBLIC 14
# Comment

Choose Switch Between Display and Change, and enter the following data:
Change in BP Role: choose TR0151 Counterparty (defined)
4 Enter Reporting Data in On the Change Organization:17537001, role Counterparty screen, choose Company Code. On the Reporting The reporting data is entered and saved.
Company Code Data in Company Code tab, enter the following data and choose Save:
Comp. Rel.: for example, 3 Other
Note You may need to choose the Reporting Data in Company Code tab in Navigation Menu.
Comp.Rel. reflects your relationship with the counterparty:

● 1 affiliated and consolidated
● 2 affiliated but not consolidated
● 3 unaffiliated
● 4 Do not use it
It is considered when deriving the G/L account.
2.5.1.5 Maintain Additional Business Partner Roles
Test Administration
Purpose
In this step, you maintain additional roles of the business partner required for securities transactions.

Purpose PUBLIC 15
Procedure
Test Step # Test Step Name Instruction Expected Result Pass / Fail / Com-
ment
2 Access the SAP Fiori App Open Maintain Business Partner (BP) The Maintain Business Partner: screen is
displayed.
3 Switch to Change Mode On the Maintain Business Partner: screen, choose Open BP. In the Open business partner dialog Change Organization: 17537001 screen is
box, enter the following data: displayed.
Choose Enter and then choose Switch Between Display and Change.
4 Add New Role of TR0150 Issuer Change in BP Role: <select TR0150 Issuer> Data is saved.
Choose Save.
5 Add New Role of TR0152 Deposi- Change in BP Role to: for example, <select TR0152 Depository Bank> Data is saved.
tory Bank Choose Save.
2.5.2 Correspondence
Purpose
SAP TRM provides the standard correspondence functionality. With this correspondence functionality, whenever a TRM transaction is saved, SAP could either send an Email to the Business Part-
ner, or automatically print out a form in Print machine.
To use this correspondence functionality, the following data needs to be assigned to Business Partner:
● Business Partner Profile
● Business Partner group

Purpose PUBLIC 16
2.5.2.1 Maintain Profile and BP Group Assignments to Internal Recipient
Test Administration
Purpose
The Internal Recipient ID is predefined by SAP, and can be linked to SAP User ID(s). Once it's linked to an SAP user ID, whenever an internal correspondence object is generated, the system sends
correspondence information to the address of the SAP User ID. Depending on the profiles (PR_EMAIL /PR_PRINT) maintained, email is sent to the user's email address or a form is print out.
In this step, you assign business partner profiles and BP groups to an internal business partner.
Procedure

Step # Comment
1 Log On Log on to the SAP Fiori launchpad as Treasury Specialist - Back Office. The SAP Fiori launchpad is displayed.
2 Access the SAP Fiori App Open Assign Profile and BP Group - Internal Recipients (FTR_INT_ASSIGN). The Assignment of Profiles and BP
Groups to Internal Recipients: screen is
displayed.
3 Enter Business Partner Data on the View On the left side of Assignment of Profiles and BP Groups to Internal Recipients screen, choose Insert The business partner information is en-
Row, and enter the following data: tered.
IntRec: for example, INT.RECP
CoCd: for example, 1710
Recpt/Send Type: for example, INTERNAL
Checkbox: <select>

Purpose PUBLIC 17
Step # Comment
4 Assign Business profile and BP Group to the Select the INT.RECP row. User ID with business partner profile
Business Partner On the upper right side of the Assignment of Profiles and BP Groups to Internal Recipients view, ex- and business partner group is assigned
pend the node, and choose one item to maintain the business partner profile and business partner group, to the activity category level.
for example, Securities > Investment Fund > 02A Money Market Fund > 100 Purchase > 20 Contract
Then on the bottom right side of the screen, choose Insert Row. Enter the following data, and choose
Save:
Profile: for example, PR_EMAIL
BP Group: for example, BPG_DEFAULT
User Name: <select a User ID>.
Choose Insert Row again and add another entry as follows and choose Save:
Profile: for example, PR_PRINT
User Name: <select a User ID>.
Note The user ID is a backend user ID.
5 Repeat the previous step to assign BP profile and Select the item 17537001 in the left side view, and choose Modify Row. Other items are maintained fo rthe cor-
BP group to the rest of Product type/Transaction Repeat the above step to maintain other items under the Securities > Investment Fund folder. respondence.
Type/Activity category
2.5.2.2 Maintain Profile and BP Group Assignments to External Recipient
Test Administration

Purpose PUBLIC 18
Purpose
In this step, you set up correspondence activities by maintaining Business Partner Profiles and Business Partner Groups.
SAP has predefined following business partner profiles:
● PR_EMAIL
● PR_PRINT
You can assign these predefined business partner profiles to your business partner. For example, if you communicate with your business partner via Email, you can assign PR_EMAIL to your busi-
ness partner; if you communicate with your business partner via printed file, you can assign PR_PRINT to your business partner.
SAP has predefined following Business Partner Group:
● BPG_DEFAULT
You can assign this Business partner group to your Business Partner. You can also add your own Business partner group and assign appropriate attributes according to your specific requirement via
IMGs Define Business Partner Group and Assign Attributes for Business Partner Groups under SPRO > Financial Supply Chain Management > Treasury and Risk Management > Transaction Man-
ager > General Settings > Correspondence > General Settings:
Procedure

Step # Comment
1 Log On Log on to the SAP Fiori launchpad as a Treasury Specialist - Back Office. The SAP Fiori launchpad displays.
2 Access the SAP Fiori app Open Assign Profile and BP Group - External Recipients (FTR_EXT_ASSIGN). The Assignment of Profiles and BP Groups
to External Recipients: view displays.
3 Enter Business partner data on the view On the left side of Assignment of Profiles and BP Groups to External Recipients: view, choose Insert The Business Partner information is entered.
Row and enter the following data, and then select the business partner by ticking the checkbox be-
fore the business partner:
BusPartner: for example, 17537001
CoCd: for example, 1710
Recpt/Send Type: for example, COUNTERPARTY
4 Assign Business profile and BP group to the On the top right side of the Assignment of Profiles and BP Groups to External Recipients screen, ex- Business partner profiles and BP groups are
Business Partner pand the node, and choose one item to maintain the business partner profile and business partner assigned for the Product type/Transaction
group, for example, Securities > Investment Fund > 02A Money Market Fund > 100 Purchase > 20 type/Activity category.
Contract
Then on the bottom-right side of the screen, choose Insert Row and enter the following data:
Profile: for example, PR_EMAIL

Purpose PUBLIC 19
Step # Comment
Choose Insert Row again and add another entry as following data：
Profile: for example, PR_PRINT
Note Normally you only assign one profile to a Product type/Transaction type/Activity Category.
5 Repeat the previous step to assign BP profiles Select the item 17537001 in the left side view, and choose Modify Row. For all the listed Product Types/Transaction
and BP groups to the rest of Product type/Trans- Repeat the above step to maintain other items under the Securities > >Investment Fund folder. Types/ Activity Categories, BP profiles and
action Type/Activity category BP groups are assigned.
2.5.3 Maintaining Credit Limit
Purpose
A series of limit types have been created in system. You can maintain credit limit based on specific limit type according to business. In the following steps, you are going to maintain limit type Y01
and Y07.
Test Administration

Purpose PUBLIC 20
Purpose
You can create characteristic values for each combination of limit characteristics defined in a limit type.
Procedure
# Comment
1 Log On Log on to the SAP Fiori Launchpad as a Treasury Specialist - Middle Office The SAP Fiori Launchpad is displayed.
2 Access the SAP Fiori app Open Manage Limits (TBL1) The Limits: Choose Limit Types view
displays.
3 Choose Limit Type On the The Limits: Choose Limit Types screen, select the row of Limit type Y01, then choose Create Limits, The Edit Limits for Limit Type Y01:
enter the following data in the Create Limits: Define Characteristics dialog and choose Continue: Create New Limit screen appears
4 Create Internal Limit Amount and On the Edit Limits for Limit Type Y01: Create New Limit screen, enter the following data and choose Save: The Edit Limits for Limit Types: Over-
External Limit Amount Valid From Date: for example, Current Date view screen displays
Valid To (Internal): for example, 12/31/9999

Valid To (External): for example, <Current Date + 1 year>
Limit Currency: for example, USD
Internal Limit Amnt: for example, 250,000,000
External Limit Amnt: for example, 200,000,000
Critical Limit Utilizat.: for example, 90
Max. Risk Commit Per. Mth: for example, 999
Limit: for example, Check
Test Administration

Purpose PUBLIC 21
Purpose
You can create characteristic values for each combination of limit characteristics defined in a limit type.
Procedure

Step # Comment
1 Log On Log onto the SAP Fiori Launchpad as a Treasury Specialist - Middle Office. The SAP Fiori Launchpad is displayed.
2 Access the SAP Fiori app Open Manage Limits (TBL1). The Limits: Choose Limit Types screen is
displayed.
3 Choose Limit Type On the Limits: Choose Limit Types screen, select the row of Limit type Y07, then choose Create Limits, enter The Edit Limits for Limit Type Y07: Cre-
the following data in the Create Limits: Define Characteristics dialog box and choose Continue: ate New Limit screen is displayed.
In the Characteristics area:
BusPartner: for example, 17537001
4 Create Internal Limit Amount and On the Edit Limits for Limit Type Y07: Create New Limit screen, enter the following data in the Limits area The Edit Limits for Limit Types: Over-
External Limit Amount and choose Save: view screen is displayed.
Valid From Date: <Current Date>
Valid To (Internal): for example, 12/31/9999
Valid To (External): for example, <Current Date + 1 year>
Limit Currency: for example, USD
Internal Limit Amnt: for example, 250,000,000
External Limit Amnt: for example, 200,000,000
Critical Limit Utilizat.: for example, 90%
Max. Risk Commit Per. Mth: for example, 999
Limit: for example, Check

Purpose PUBLIC 22
2.5.4 Maintain Trader and Trader Authorizations
2.5.4.1 Define Traders
Test Administration
Purpose
Define traders.
Procedure
ment
1 Log On Log on to the SAP Fiori Launchpad as a Treasury Risk Manager. The SAP Fiori Launchpad is displayed.
2 Access the SAP Fiori Open Define Traders (S_ALR_87009302). The Determine Work Area: Entry dialog box is displayed.
app
3 Enter Work Area In the Determine Work Area: Entry dialog box, enter the following data and choose The Change View "Treasury: Traders": Overview screen is displayed.
Continue:
4 Create a New Record Select New Entries, enter the following data and choose Save: The Treasury
Trader: for example, TRADER02 : Traders is saved. The New Entries: Overview of Added Entries screen
is displayed.

Purpose PUBLIC 23
2.5.4.2 Define User Data
Test Administration
Purpose
Map users with traders. This will provide a default trader when creating a new transaction.
Procedure
Test Step # Test Step Name Instruction Expected Result Pass / Fail / Comment
1 Log On Log on to the SAP Fiori Launchpad as a Treasury Risk Man- The SAP Fiori Launchpad is displayed.
ager.
2 Access the SAP Fiori app Open Define User Data (S_ALR_87007933). The Change View "Treasury: User master data supplements": Overview screen is dis-
played
3 Create a New Record Select New Entries, enter the following data and choose Save: The data is saved.
User Name: for example, Your user name
Trader: for example, TRADER02

Purpose PUBLIC 24
2.5.4.3 Maintain Trader Authorizations
Test Administration
Purpose
Define authorization for traders.
Prerequisite
A trader must be defined before this step. Refer to Define Traders step for more details.
Procedure
# Comment
2 Access the SAP Fiori Open Manage Trader Authorizations (TBT1). The Create/Change Trans. Authorization for Trader: Init. Screen is displayed.
app
3 Enter Selection Crite- Enter data and select Enter. The Create/Change Transaction Authorization for Traders screen is displayed.
ria Trader: TRADER02
4 Enter Authorization Select or unselect on the Authorization column and choose Save. The data is saved as indicated by a message. For example: Transaction authoriza-

Purpose PUBLIC 25
# Comment
and Save tions for trader TRADER02 are being saved.
Note Make sure to authorize TRADER02 for the Investment Certifi-

cate transactions under Securities.

Purpose PUBLIC 26
3 Overview Table
This scope item consists of several process steps provided in the table below.
Note If your system administrator has enabled spaces and pages on the SAP Fiori launchpad, the homepage will only contain the essential apps for performing the typical tasks of a business
role.
You can find all other apps not included on the homepage using the search bar.
If you want to personalize the homepage and include the hidden apps, navigate to your user profile and choose App Finder.
Process Step, Report or Item Business Role Transaction/APP Expected Results
(1XN) Market Rates Management - Man- - Maintain FX Spot rates

ually via Upload [page ] 39
Create Security Account [page ] 31 Treasury Specialist Manage Securities Accounts (TRS_SEC_ACC) Security Account is created.
- Back Office
Create Security Class for Money Market Treasury Specialist Manage Securities Classes (FWZZ) Security Class for Product Type 02A is created.
Fund [page ] 33 - Back Office
Create Security Class for MMF Accrued Treasury Specialist Manage Securities Classes (FWZZ) Security Class for Product Type 02B is created.
+ Accum. Dividend [page ] 35 - Back Office
Create Security Class for MMF Accum. Treasury Specialist Manage Securities Classes (FWZZ) Security Class for Product Type 02C is created.
Dividend [page ] 37 - Back Office
Generate Limit Utilizations [page ] 39 Treasury Specialist End-of-Day Processing (KLNACHT) Limit utilizations was determinate and updated.
- Middle Office
Analyze Cash Position [page ] 40 Cash Manager Cash Flow Analyzer (F2332) Cash manager check the cash position status, and make decisions of right financial instruments for
short-term purpose based on analysis of cash position.
Analyze Liquidity Forecast [page ] 41 Cash Manager Cash Flow Analyzer (F2332) The cash manager check the liquidity forecast regularly and make decisions regarding medium-term
or long-term financial instruments.
Check Limit Utilization Report [page ] Treasury Specialist Review Limit Utilizations (TBLB) Limit utilization report displays.
41 - Middle Office
Create Fund Purchase Transaction for Treasury Specialist Create Securities Transaction (TS01) A purchase for a security class of the product type 02A is created.
Money Market Fund [page ] 42 - Front Office
Create Fund Purchase Transaction for Treasury Specialist Create Securities Transaction (TS01) A purchase for a security class of the product type 02B is created.

Purpose PUBLIC 27
MMF Accrued + Accum. Dividend - Front Office

[page ] 46
Create Fund Purchase Transaction for Treasury Specialist Create Securities Transaction (TS01) A purchase for a security class of the product type 02C is created.
MMF Accum. Dividend [page ] 48 - Front Office
Set Settlement Status (Manual) [page ] Treasury Specialist Process Securities Transactions - Collective Process- The transaction is settled manually.
51 - Back Office ing (TS00)
Generate Payment Request [page ] 58 Treasury Specialist Post Flows (TBB1) Payment request is generated.
- Back Office
Process Payment Request [page ] 60 Treasury Specialist Automatic Payment Transactions for Payment Re- Payment program for payment request processes.
- Back Office quests (F111)
Bank Initiated Payment [page ] 62 N/A N/A
Fix Price (optional) [page ] 63 Treasury Specialist Process Securities Transactions - Collective Process- The price of the transaction is fixed.
- Back Office ing (TS00) Post Flows (TBB1)
Fix Price Settlement (optional) [page ] Treasury Specialist Process Securities Transactions - Collective Process- The priced transaction is settled.
64 - Back Office ing (TS00)
Post to General Ledger [page ] 65 Treasury Accoun- Post Flows (TBB1) The transaction is posted to the general ledger.
tant
Enter Dividend Factor [page ] 68 Treasury Specialist Enter Factor Values (TMDFACTORVAL) This step is outside of SAP system
- Back Office
Update Planned Records for Securities Treasury Specialist Update Planned Records for Securities (FWUP)
[page ] 68 - Back Office
Accrue Dividend [page ] 69 Treasury Accoun- Run Accrual/Deferral (TPM44); Automatic Debit
tant Position and Posting - Security Accounts (FWSO)
Capitalize Dividend Distribution for Treasury Accoun- Execute Debit Position - Manual Debit Position
Money Market Fund [page ] 71 tant (FWZE)
Capitalize Dividend Distribution for Treasury Accoun- Execute Debit Position - Manual Debit Position
MMF Accrued + Accum. Dividend tant (FWZE)
[page ] 72
Capitalize Dividend Distribution for Treasury Accoun- Automatic Debit Position and Posting - Security Ac-

Purpose PUBLIC 28
MMF Accum. Dividend [page ] 74 tant counts (FWSO)
Update Securities Price (optional) Treasury Specialist Enter Securities Prices (FW17) New security price is maintained.
[page ] 76 - Back Office
Perform Key Date Valuation [page ] 76 Treasury Accoun- Run Valuation (TPM1) The screen Valuation Log displays, you can check the posting information for local GAAP (valua-
tant tion area US0) by choosing Logs + Messages. The accounting document has been created in local
GAAP (valuation area US0).
Review Funds Position [page ] 79 Treasury Specialist Display Securities Account Class Positions (TP- The report displays with filtered data.
- Front Office M40A)
Create Fund Redemption Transaction Treasury Specialist Create Securities Transaction (TS01) A sale transaction is created.
[page ] 80 - Front Office
Set Settlement Status [page ] 81 Treasury Specialist Process Securities Transactions - Collective Process- The transaction is settled manually.
- Back Office ing (TS00)
Bank Initiated Payment [page ] 83 N/A N/A This step is outside of SAP system.
Post to General Ledger [page ] 83 Treasury Accoun- Post Flows (TBB1); Process Business Transactions Cash flows related FI document is posted.
tant (TPM10)
Display Treasury Posting Journal [page ] Treasury Accoun- Display Treasury Posting Journal (F1755) Treasury posting journal displays.
85 tant
Treasury Position Analysis [page ] 86 Treasury Accoun- Treasury Position Analysis Treasury position analysis displays.
tant
Display Treasury Position Values Treasury Accoun- Display Treasury Position Values (F1867) Treasury position values display.
[page ] 87 tant
Define Financial Positions [page ] 88 Treasury Risk Define Financial Positions (FTR_FP_DEF) Financial Positions are defined.
Manager
Financial Status - Book Value [page ] 90 Treasury Risk Financial Status - Book Value (FTR_FPM_FINAN- The financial status on book values displays.
Manager CIAL_STATUS)
Financial Status - Nominal Amount Treasury Risk Financial Status - Nominal Amount The financial status on nominal amount displays.
[page ] 91 Manager (FTR_FPM_FINANCIAL_STATUS)
Display Treasury Payments [page ] 92 Treasury Specialist Display Treasury Payments (TPM20A) Treasury Payment displays.
- Back Office

Purpose PUBLIC 29
Display Treasury Position Flows [page ] Treasury Specialist Display Treasury Position Flows (F1754) Treasury posting flows display.
93 - Back Office
Display Treasury Alerts - Posting [page ] Treasury Accoun- Display Treasury Alerts - Posting (F4984) Treasury Alerts-Posting display.
94 tant
Display Treasury Alerts- Settlement, Re- Treasury Specialist Display Treasury Alerts - Settlement (F4979) Treasury Alerts display.
lease and Payment [page ] 95 - Back Office
Display Payment Schedules [page ] 96 Treasury Accoun- Display Payment Schedules (TJ04) Payment schedules displays.
tant
Display Securities Account Class Posi- Treasury Accoun- Display Securities Account Class Positions (TP- Display Securities Account Class Positions display
tions [page ] 97 tant M40A)
Analyze NPV [page ] 98 Treasury Specialist Analyze NPV (JBRX) The NPV Result displays.
- Middle Office
Calculate Market Risk Key Figures Treasury Specialist Calculate Market Risk Key Figures (AISGENKF) The single value analysis of assigned report layout displays.
[page ] 99 - Middle Office
Sensitivity Key Figures [page ] 101 Treasury Specialist Sensitivity Key Figures - Single Analysis (AISS) The sensitivity key figures display.
- Middle Office
Review Limit Utilization Report [page ] Treasury Specialist Review Limit Utilizations (TBLB) Limit utilizations display.
102 - Middle Office

Purpose PUBLIC 30
4 Test Procedures
This section describes test procedures for each process step that belongs to this scope item.
4.1 Create Security Account
Test Administration
Purpose
The money market funds, or more broadly, a security in general, is usually purchased and maintained by a broker such as a bank or a securities company. The transactions involve opening a security
account with the broker. The broker maintains positions by each of the securities account. In the system, the securities positions are also maintained on an account level. This procedure details out
the steps of creating a security account.
Prerequisite
A Business Partner with TR0152 Depository Bank is created with ID 17537001.

Purpose PUBLIC 31
Procedure
ment
1 Log On Log on to the SAP Fiori Launchpad as a Treasury Specialist - Back Office. The SAP Fiori Launchpad is displayed.
2 Access the SAP Fiori app Open Manage Securities Accounts (TRS_SEC_ACC). The Choose Securities Account and Company Code screen
is displayed.
3 Enter Account Identifier Enter a new unique identifier for the new Securities Account, and choose Create. A new account is created.
Securities Account: for example, US_MMF
Info
● Choose Create if a confirmation dialog pops up.
● if above account is already created, you can choose Display or Change to either view
or edit the account.
4 Enter General Data of the Ac- Enter below data and move to next tab
count Securities Account ID: for example, 17537001US0
Securities Account Type: for example, SAC Asset Securities Account
5 Enter Bank Data Enter the following data and choose Save: The data is saved
Depository Bank: for example, 17537001
External Securities Account ID: for example, 123XXXX567
Line 1:
Payment Currency: USD
House Bank: USBK1
Account ID: USAC1
Line 2:
Payment Currency: EUR
House Bank: USBK1
Account ID: EURAC

Purpose PUBLIC 32
4.2 Create Security Class
Test Administration
Purpose
You need to create a security class ID before creating any securities transaction.
Currently, securities class ID of the following three product types are supported in the system:
● 02A Money Market Fund: to recognize position and revenue based on the monthly distribution of dividends of the money market fund.
● 02B MMF Accrued + Accum. Dividend: to accrue dividend revenue on a daily basis, and accumulate and recognize the actual position change on a monthly basis.
● 02C MMF Accum. Dividend: to update the dividend daily, and accumulate and recognize the position change on a monthly basis.
4.2.1 Create Security Class for Money Market Fund
Procedure

Step # Comment
1 Log On Log on to the SAP Fiori launchpad as a Treasury Specialist - Back Office. The SAP Fiori launchpad is dis-
played.
2 Access the SAP Fiori Open Manage Securities Classes (FWZZ). The Display Class - Product Type: -
app ID Number screen is displayed.
3 Enter ID Number Enter an ID Number for the New Class, and choose Create. The Create Class screen displays
with previously specified ID Num-

Purpose PUBLIC 33
Step # Comment
ID Number : for example, MMF_US1 ber.

A dialog of Create Class pops up, enter below data and choose Create:
Product Type: 02A Money Market Fund
Short: for example, Mny Mkt Fund #1
4 Enter Search Terms A list of Secondary Indices is displayed under the Search Terms tab, where you can choose to enter some actual index values. Basic Data tab is displayed
Choose the Basic Data tab.
5 Enter Basic Data Under the Basic Data tab, enter the following data and choose Save:
In the Issue area,
Issuer: for example, 17537001
Nominal Value: for example, 1.00
Issue Currency: for example, USD
Issue Price: for example, 1.00
In the Fund area,
Type: for example, 1 Money Mkt Fund
6 Switch to Conditions Switch to the Conditions tab for confirmation. Two records of conditions
1. Dividend Adj
2. Dividend
Note You can maintain dividend reinvestment by pre-delivered transaction type for 02A as described in Create Fund Purchase
Transaction for Money Market Fund with Known Quantity and Price [page ] 43. If you choose this option, you can skip the
maintenance of Conditions and continue with step 9.
7 Enter Details of Condi- Make the following entries and choose Save
tions - Dividend Adj. For the record of Dividend Adj.
Eff. From: for example, <the current date>
Double click on the record to enter below data on the Dates tab, and then go back
Interest Rate Adjustment: for example, 0 At start of period
Interest rate fixing date: for example, 1 Period End
8 Enter Details of Condi- For the record of Dividend

tions - Dividend Eff. From: for example, <current date>
Factor Type: for example, SM_FACTOR
Double click on the record and switch to the Dates tab, enter below data, and then go back
Calculation date: for example, 1 Months
1st date: for example, <end date of current month>

Purpose PUBLIC 34
Step # Comment
9 Enter Exchanges Switch to the Exchanges tab, enter the following data and choose Save: Data is saved.
Exchange: SMMF
Currency Unit: for example, USD
4.2.2 Create Security Class for MMF Accrued + Accum. Dividend
Procedure
Test Step Test Step Name Instruction Expected Result Pass / Fail / Comment
#
2 Access the SAP Fiori app Open Manage Securities Classes (FWZZ). The Display Class screen is displayed.
3 Enter ID Number Enter an ID Number for the New Class, and choose Create. The Create Class screen displays with previously 02B MMF Accrued + Ac-
ID Number: for example, MMF_US2 specified ID Number. cum. Dividend
Product Type: 02B MMF Accrued + Accum. Dividend
4 Enter Search Terms A list of Secondary Indices displays under the Search Terms tab, where you can Basic Data tab is displayed 02B MMF Accrued + Ac-
choose to enter some actual index values. cum.
5 Enter Basic Data Enter below data and choose Save A confirmation appears. Data is saved.
In the Issue area:
In the Fund area:

Purpose PUBLIC 35
#
Type: for example, 2 MMF-Float. NAV
6 Switch to Conditions Switch to the Conditions tab for confirmation Three records of conditions
1. Accrued Divid. Adj.
2. Accrued Dividend
3. Accum. Dividend 1
7 Enter Details of Conditions - Ac- Make the following entries and choose Save:
crued Divid. Adj. In the Condition Items area:
For the record of Accrued Divid. Adj.
Eff. From: for example, <the current date>
Double click on the entry to enter the following data on the Dates tab, and then go
back:
In the Interest Rate Adjustment area:
Interest Rate Adjustment: for example, Regular 1 Calendar Day
IR Adj. Date: for example, <current date>
Interest rate fixing date: for example, Relative
8 Enter Details of Conditions - Ac- For the record of Accrued Dividend

crued Dividend Eff. From: for example, <current date>
Factor Type: for example, SD_FACTOR
Double click on the record and switch to the Dates tab, enter below data, and then go
back
Calculation date: for example, 1 Calendar Days
1st date: for example, <the current date>, and select Inclusive
Due date: for example, Regular 1 Calendar Days
1st date: for example, <the current date>
9 Enter Details of Conditions - Accum. For the record of Accum. Dividend 1

Dividend 1 Eff. From: for example, <the current date>
Double click on the record and switch to the Dates tab, enter the following data, and
then go back
Calculation date: for example, 1 Month
1st date: for example, <the end date of the current month>, and select
Inclusive.
Due date: for example, Regular 1 Month

Purpose PUBLIC 36
#
1st date: for example, <the end date of the current month>
Choose Save.
10 Enter Exchanges Switch to Exchanges tab, enter below data and choose Save A confirmation appears. Data is saved.
Exchange: SMMF
4.2.3 Create Security Class for MMF Accum. Dividend
Procedure
Test Step Test Step Name Instruction Expected Result Pass / Fail / Com-
# ment
2 Access the SAP Fiori app Open Manage Securities Classes (FWZZ). The Display Class screen is displayed.
3 Enter ID Number Enter an ID Number for the New Class, and choose Create. The Create Class screen displays with previously
ID Number: for example, MMF_US3 specified ID Number.
Product Type: 02C MMF Accum. Dividend
4 Enter Search Terms A list of Secondary Indices displays under the Search Terms tab, where you can choose to Basic Data tab is displayed
enter some actual index values.
5 Enter Basic Data Enter below data and choose Save: A confirmation appears. Data is saved.
In the Issue area,

Purpose PUBLIC 37
# ment

In the Fund area
Type: for example, 2 MMF-Float. NAV
6 Switch to Conditions Switch to the Conditions tab for confirmation Three records of conditions
1. Accrued Divid. Adj.
2. Accrued Dividend
3. Accum. Dividend 2
7 Enter Details of Conditions - Accrued Make the following entries and choose Save:
Divid. Adj. For the record of Accrued Divid. Adj.
Eff. From: for example, <current date>
Double click on the entry to enter the following data on the Dates tab, and then go back
Interest Rate Adjustment: for example, 0 At start of period
Interest rate fixing date: for example, 1 Period End
8 Enter Details of Conditions - Accrued For the record of Accrued Dividend A confirmation appears. The Class has been saved.
Dividend Eff. From: for example, <current date>
Factor Type: for example, SD_FACTOR
Double click on the record and switch to Dates tab, enter below data, and then go back
Calculation date: for example, 1 Calendar Days
1st date: for example,<current date>
Due date: for example, Regular 1 Calendar Day
1st date: for example, <current date>
9 Enter Details of Conditions - Accum. For the record of Accum. Dividend 2

Dividend 2 Eff. From: for example, <current date>
Double click on the record and switch to the Dates tab, enter the following data, and then
go back
Calculation date: for example, 1 Month
1st date: for example, <end date of current month>
Due date: for example, Regular 1 Month
1st date: for example, <end date of current month>;
Choose Save.
10 Enter Exchanges Switch to Exchanges tab, enter below data and choose Save

Purpose PUBLIC 38
# ment
Exchange: SMMF
4.3 (1XN) Market Rates Management - Manually via Upload
Purpose
This step provides instructions on how to enter market data such as foreign currency exchange spot rates etc.
Money market funds are quoted usually in the local currency. When the corporate is purchasing a money market fund from an overseas market, it may need to translate foreign currency into local
currency for valuation purpose. The foreign currency exchange spot rates will be used for this purpose.
Procedure
Please refer to the test script Market Rates Management - Manually via Upload (1XN) for detail instructions.
4.4 Generate Limit Utilizations
Test Administration

Purpose PUBLIC 39
Purpose
At the End of the transaction day, the Treasury Specialist - Middle Office can process End-of-Day process, the system determines and updates limit utilizations based on the transactions and posi -
tions contained in the data pool.
Prerequisite
The market data has been imported.

If security exists, the spot price needs to be maintained for current date. Refer to the Update Securities Price section of the Market Rates Management - Manually via Upload(1XN) for detailed pro-
cedures.
Procedure
ment
1 Log On Log on to the SAP Fiori Launchpad as a Treasury Specialist - Middle The SAP Fiori Launchpad is displayed.
Office.
2 Access the SAP Fiori app Open End-of-Day Processing (KLNACHT). The End-of-Day Processing screen is displayed.
3 Enter Criteria of End-of-Day Pro- On the End-of-Day Processing screen, enter the following data and You should get a message End-of-day processing was com-
cessing choose Execute: pleted successfully.
Valuation Date: <Current Date>
Determination Procedure: 10 to 20
Company code: for example, 1710
4.5 Analyze Cash Position
Purpose
At the End of the transaction day, the Cash Manager will always check the cash position status, and make decisions of the right financial instruments for short-term purpose based on the analysis of
cash position.

Purpose PUBLIC 40
Procedure
If cash management is implemented in your system, you can use the Cash Flow Analyzer (F2332) app to analyze the cash position. For detailed information, please refer to the Basic Cash Opera-
tions test script.
4.6 Analyze Liquidity Forecast
Purpose
The cash manager will check the liquidity forecast regularly and make decisions regarding medium-term or long-term financial instruments, such as, investment, loan, or foreign exchange.
Procedure
If cash management is implemented in your system, you can use app Cash Flow Analyzer (F2332) to analyze the liquidity forecast, for details please refer to the Basic Cash Operations(BFB) test
script.
4.7 Check Limit Utilization Report
Test Administration
Purpose
This section describes how to check Limit Utilization Report.

Purpose PUBLIC 41
Prerequisite
The Limit master records of your company was maintained in the system, the step Generate Limit Utilizations [page ] 39 was processed already.
Procedure
# ment
1 Log On Log on to the SAP Fiori Launchpad as a Treasury Specialist - Middle Office. The SAP Fiori Launchpad is displayed.
2 Access the SAP Open Review Limit Utilizations (TBLB). The Overview of Utilizations - Selection Using all Characteristics screen is dis-
Fiori app played.
3 Enter Selection On the Overview of Utilizations - Selection Using all Characteristics screen, en- The system displays an overview of the limit utilizations in accordance with your se-
Criteria ter the following data and choose Execute: lection criteria.
In the General Access Options area,
Limit type: for example, Y01 or Y07
Note No utilizations selected -> see long text message is displayed while there is
In the Selection of Utilizations area, not any transaction created in system yet.
Limit Utilization Base: for example, 1
Determination Date: for example, <Current Date>
In the Selection of Limits area,
Limits Valid From: for example, <Current Date>
4.8 Create Fund Purchase Transaction
4.8.1 Create Fund Purchase Transaction for Money Market Fund
Purpose
When money market funds are traded with fixed amount and known quantity and price, please follow step Create Fund Purchase Transaction for Money Market Fund with Known Quantity and Price
[page ] 43
When money market funds are traded via a clearing house (for example ICD portal), the payment amount is fixed and has directly to be paid before the quantity and price are known. The quantity
and price are calculated later and provided by the counterparty. In this case, please follow the Create Fund Purchase Transaction for Money Market Fund Priced Later (optional) [page ] 45 step.

Purpose PUBLIC 42
4.8.1.1 Create Fund Purchase Transaction for Money Market Fund with Known Quantity and Price
Test Administration
Purpose
After purchase transaction has concluded in the real world, an entry into the system is required to update the securities position. This section is about money market funds traded with fixed amount
and known quantity and price.
If you don't maintain condition of security class, you can use transaction type 500 to update the position from dividend reinvestment or transaction type 600 to reverse the position from dividend
reinvestment.
Prerequisite
● The relevant Securities ID is created.

● The relevant Securities Account is created.
Procedure

Step # Comment
1 Log On Log on to the SAP Fiori Launchpad as a Treasury Specialist - Front Office. The SAP Fiori Launchpad is dis-
played.
2 Access the SAP Open Create Securities Transaction (TS01). The Create Security Transaction:
Fiori app Initial screen is displayed.

Purpose PUBLIC 43
Step # Comment
3 Enter Data on Ini- On the Create Security Transaction: Initial screen, enter the following data and choose Enter: The Create Investment Fund:
tial Screen Company Code: for example, 1710 Structure screen is displayed.
Security Class ID: for example, MMF_US1

Transaction Type: 100
Partner: for example, 17537001
4 Enter Data on On the Structure tab, enter the following data: All data is entered.
Tab Structure In the Position area,
General Valuation Class: choose an appropriate GeneralValuation Class (GVC), for example, 30 Cash
equivalents
If it is stable-NAV MMF, choose a GVC only with FX Valuation; If it is floating-NAV MMF, choose a GVC with FVTPL or FVOCI, be-
cause floating-NAV MMF needs to mark to latest floating NAV (security price), so it is evaluated at fair value through P/L or OCI from
the accounting perspective.
Position Value Date: for example, <Current Date>
Calculation Date: for example, <Current Date>
Payment Date: for example, <Current Date>
In the Amounts area,
Number of Units: for example, 1M
Price (Unit Quoted): for example, 1
5 Save the Transac- Choose Save.

tion If this transaction is the first transaction for the combination of Securities Account and Securities ID, then a prompt asking to Create Posi-
tion Indicator. Please follow below step if so.
If the Position Indicator is already created, then you can ignore below step, but expect a message stating Security transaction
XXXXX created in company code YYYY
6 Create Position Choose Create Automatically The transaction is created.

Indicator

Purpose PUBLIC 44
4.8.1.2 Create Fund Purchase Transaction for Money Market Fund Priced Later (optional)
Test Administration
Purpose
After purchase transaction has concluded in the real world, an entry into the system is required to update the securities position.
The section covers the case when payment amount is fix and has directly to be paid before the quantity and price are known. The quantity and price are calculated later and provided by counterparty.
Prerequisite

Procedure

Step # Comment
played.

Purpose PUBLIC 45
Step # Comment

Tab Structure In the Payment area,
Payment Amount: for example, 1MUSD
In the Position area,
General Valuation Class: choose an appropriate GeneralValuation Class (GVC), for example, 30 Cash
equivalents
If it is stable-NAV MMF, choose a GVC only with FX Valuation; If it is floating-NAV MMF, choose a GVC with FVTPL or FVOCI, be-
cause floating-NAV MMF needs to mark to latest floating NAV (security price), so it is evaluated at fair value through P/L or OCI from
the accounting perspective.

tion If this transaction is the first transaction for the combination of Securities Account and Securities ID, then a prompt asking to Create Posi-
tion Indicator. Please follow below step if so.

Indicator
4.8.2 Create Fund Purchase Transaction for MMF Accrued + Accum. Dividend
Test Administration

Purpose PUBLIC 46
Purpose
Note For MMF with Accrued and Accumulated Dividend, we also support the option when payment amount is fixed and has directly to be paid before the quantity and price are known. The
transaction type is 101. You can refer to Create Fund Purchase Transaction for Money Market Fund Priced Later (optional) [page ] 45 to cover the case when payment amount is fixed and has
directly to be paid before the quantity and price are known.
Prerequisite

Procedure

Step # Comment
played.


Purpose PUBLIC 47
Step # Comment
4 Enter Data on Tab On the tab Structure, enter the following data: All data are entered.
Structure In the Position area,
General Valuation Class: for example, 23 Short term investment (current asset): Fair value throu. P/L
Note If it is stable-NAV MMF, choose a GVC only with FX Valuation; If it is floating-NAV MMF, choose a GVC with FVTPL or
FVOCI, because floating-NAV MMF needs to mark to latest floating NAV (security price), so it is evaluated at fair value thru P/L or
OCI from accounting perspective.

Calculation Date: for example, <Current Date - 1>

tion If this transaction is the first transaction for the combination of Securities Account and Securities ID, then a prompt asking to Create Po-
sition Indicator. Please follow below step if so.

Indicator
4.8.3 Create Fund Purchase Transaction for MMF Accum. Dividend
Test Administration

Purpose PUBLIC 48
Purpose
Note For MMF with Accumulated Dividend, we also support the option when payment amount is fixed and has directly to be paid before the quantity and price are known. The transaction type
is 101. You can refer to Create Fund Purchase Transaction for Money Market Fund Priced Later (optional) [page ] 45 to cover the case when payment amount is fixed and has directly to be
paid before the quantity and price are known.
Prerequisite
The relevant Securities ID is created.

The relevant Securities Account is created.
Procedure

Step # Comment
played.

4 Enter Data on Tab On the Structure tab, enter the following data: All data are entered.
General Valuation Class: for example, 23 Short term investment (current asset): Fair value throu. P/L.

Purpose PUBLIC 49
Step # Comment
FVOCI, because floating-NAV MMF needs to mark to latest floating NAV (security price), so it is evaluated at fair value thru P/L or
OCI from accounting perspective.

Calculation Date: for example, <Current Date - 1>
In the Amount area,
Price (Un. Quot): for example, 1

tion If this transaction is the first transaction for the combination of Securities Account and Securities ID, then a prompt asking to Create Po-
sition Indicator. Please follow below step if so.
If the Position Indicator is already created, then you can ignore below step, but expect a message stating Security transac-
tion XXXXX created in company code YYYY

Indicator
4.9 Correspondence
Purpose
TRM transaction related information is transferred between you and your Business Partner. SAP Treasury and Risk Management (SAP TRM) provides standard correspondence functionalities with
which you can communicate with Business Partner with a printout form via email.
This section describes the standard correspondence functionality that SAP TRM provides.

Purpose PUBLIC 50
4.9.1 Set Settlement Status (Manual)
Test Administration
Purpose
Once a Securities transaction is recorded and saved in SAP, the transaction must be settled before you perform further activities. This section describes how to set the settlement status.
Procedure
ment
2 Access the SAP Fiori Open Process Securities Transactions - Collective Processing (TS00) The Securities: Collective Processing screen is displayed.
app
3 Enter Selection Crite- On the Securities: Collective Processing screen, enter the following data and choose Execute: The list of transaction(s) is displayed on Securities: Collective
ria In the General Selections area, Processing screen.

Transaction: the transaction number(s)
4 Settle the Transaction Select the checkbox of a transaction on Securities: Collective Processing screen, and choose The Settle Security Contract: Structure screen displays.
Settle.
Note Please make sure to settle all the relevant transactions.

Purpose PUBLIC 51
ment
5 Save the Change On the Settle Security Contract: Structure screen, the value of field Activity in header is 2 - The transaction is saved with status Contract Settlement.
Contract Settlement.
Choose Save.
If dialog Document lines: Display messages displays, choose Continue (Enter).
4.9.2 Correspondence with PDF Form
Purpose
Email/Print are all PDF form related outputs. By default, SAP provides several PDF forms of business profiles, for example, PR_PRINT and PR_EMAIL.
● For any Business Partner assigned profile PR_PRINT, when a financial transaction is created, a PDF form is sent to the predefined print queue. You can review and print the PDF file via the
Process Correspondence - Monitor (FTR_COMONI) app. Once you review and confirm that the transaction information on the form is correct, you may then send the paper copy of the form to
the Business Partner.
● For any Business Partner assigned profile PR_EMAIL, when a transaction is created, SAP will automatically send emails to the Business Partner.
Once you receive the confirmation about the transaction from your Business Partner, you can settle all the correspondence objects of the transaction. Once all the correspondence objects are settled,
the transaction status changes to the Contract Settlement status.
In this step, you settle the TRM transaction via the correspondence processing automatically.
Prerequisites
You've created a TRM transaction which has not been settled.
4.9.2.1 Set Settlement Status
Test Administration

Purpose PUBLIC 52
Purpose
In the previous procedure, all of the correspondence objects of the transaction were matched successfully. As standard functionality, the transaction is settled automatically.
In this activity, you verify that the transaction has been settled automatically.
Procedure
# Comment
1 Log On Log on to the SAP Fiori launchpad as a Treasury Specialist - Back Office. The SAP Fiori launchpad displays.
2 Access the SAP Open Process Correspondence - Monitor (FTR_COMONI). The Correspondence Monitor view dis-
Fiori app plays.
3 Enter Selection Cri- On the Correspondence Monitor view, enter following data, and choose Execute: The Correspondence monitor - Standard
teria In the Correspondence area, View view displays.

On the deal tab,
Deal Number: for example, <Transaction Number>
4 Display Transaction On the Correspondence monitor - Standard View screen, select the checkbox of the incoming correspondence object, Activity 2 Contract Settlement displays in
History choose Show Underlying and the details of transaction view displays. the second line.

Purpose PUBLIC 53
4.9.2.2 Send Confirmation Email/Print
Purpose
SAP provides the BP_DEFAULT business partner group. By default, if any business partner is assigned to this group, correspondence objects will be sent automatically when a financial transaction
is saved. As described in the preliminary steps, 17537001 is assigned to BP_GROUP, so the correspondence objects have been sent automatically. If you create a new business partner group and
don't assign the auto-send attribute, you can send correspondence objects manually using the Send Correspondence (FTR_COSEND) app.
Procedure
This step doesn’t require any operation in system.
4.9.2.3 Check Correspondence Status
Test Administration
Purpose
In this activity, you will review the status of the correspondence objects for a transaction.

Purpose PUBLIC 54
Procedure

Step # Comment
1 Log On Log on to the SAP Fiori launchpad as a Treasury Specialist - Back Office. The SAP Fiori launchpad
displays.
2 Access the SAP Fiori Open Process Correspondence - Monitor (FTR_COMONI). The Correspondence Moni-
app tor view displays.
3 Enter Selection Crite- Enter following data: The Correspondence moni-

ria Under group Correspondence, tor - Standard View view
displays.
In the Financial Transaction subarea,
Deal Number: for example, <Transaction Number>
and choose Execute.
4 Review the Corre- On the Correspondence monitor - Standard View view, all of the correspondence objects are displayed. In the status column. Correspondence objects are
spondence Status in 'Delivered' status.
Note One financial transaction could have one or more correspondence objects depending on the BP profiles and BP groups assignment.
● If the channel is Email, 'Delivered' status means SAP has tried to send the email to the email address maintained in the business partner
master data. However, this email address could also be overwritten, if you maintained an Email Recipient rule with the Output Parameter
Determination SAP Fiori app. You use the Display Email Transmissions SAP Fiori app to review the real email status.
● If the channel is Print, then the form is sent to the print queue. You print out the form with the Maintain Print Queues SAP Fiori app.
● You maintain your own email template using the Maintain Email Templates SAP Fiori app.
● You maintain your own form template using the Maintain Form Templates SAP Fiori app.
5 Display the Transac- On the Correspondence monitor - Standard View view, select the checkbox for the line with following data: The transaction details dis-
tion Details Recpt/Send Type Channel: plays.
COUNTERPARTY EMAIL
and choose Show Underlying.
Choose Back to return to Correspondence monitor - Standard View view.
6 Display the Form of Select the checkbox for the line with following data: The form of the correspon-
the Correspondence Recpt/Send Type Channel: dence object displays.
Object
COUNTERPARTY EMAIL

Purpose PUBLIC 55
Step # Comment
and choose View Message.

A dialog box displays the form. Choose Continue to close the dialog box.
4.9.2.4 Receive Incoming Confirmation
Purpose
In previous step, for the email channel, an outbound email is sent to the Business Partner. Normally, you will receive a counterparty confirmation from the Business Partner via email, phone, etc.
This step is outside of SAP,
Procedure
This step doesn’t require any operation in the system.
4.9.2.5 Find Deal and Match Deal Details
Test Administration
Purpose
You have received counterparty confirmation in the previous procedure. In this procedure, you create an inbound correspondence object and match it with all the outgoing correspondence objects.

Purpose PUBLIC 56
Procedure

Step # Comment
1 Log on Log onto the SAP Fiori launchpad as a Treasury Specialist - Back Office. The SAP Fiori launchpad displays.
2 Access the SAP Fiori app Open Process Correspondence - Monitor (FTR_COMONI). The Correspondence Monitor view displays.
3 Enter Selection Criteria on the Initial View Enter the following data and choose Execute: Please note down the correspondence key numbers for
Correspondence group: COUNTERPARTY PRINT and COUNTERPARTY
EMAIL.
Financial Transaction group:
Transaction Number: for example, <Transaction Number>
Note Make a note of the correspondence key for a COUNTERPARTY cor-

respondence object.
4 Create Choose Create. The Options for Creating Correspondence Objects view
displays.
5 Create an Incoming Correspondence Object Refer- Enter the following data for groups and press Enter:
ring to the Outgoing Correspondence Object Display Options group:
Corresp. Category: 01 Transaction Activities
Transaction Details group:
Product Type: for example, <Product type you entered in the
transaction>
Incoming/Outgoing: I Incoming
Entry Options: 05 Correspondence object as template
Template for Correspondence Object Data group:
Correspondence Key: for example, <Enter the correspondence key
number for COUNTERPARTY PRINT from the previous step>
6 Save Choose Save. The incoming correspondence object is created success-

fully and displayed on Correspondence monitor - Standard
Note If the Automatic matching proposal view displays, choose Cancel. View view.
7 Match the Incoming Correspondence Object with Select the checkbox for the incoming correspondence object and choose Status The Automatic matching proposal view displays.

Purpose PUBLIC 57
Step # Comment
the Outgoing Correspondence Objects for channel Functions > Automatic Match.
PRINT
8 Outgoing Correspondence On the left-side of the view, expand the incoming correspondence key. All out- All the outgoing COUNTERPARTY PRINT correspon-
going correspondence objects of the transaction are displayed. dence objects of the transaction now have status com-
Select all the checkboxes of the outgoing correspondence objects and choose pleted.
Enter. All the INTERNAL outgoing correspondence objects re-
main in Delivered status.
9 Match the Incoming Correspondence Object with Repeat the above steps to create an incoming correspondence object for
the Outgoing Correspondence Objects for channel COUNTERPARTY EMAIL and match it with outgoing correspondence for
EMAIL channel EMAIL.
4.10 Payment for Purchase
Purpose
This section describes how to handle the payment for securities purchase transaction, and how to post it to G/L accounting.
Prerequisites
You can only trigger the payment and posting of flows for a transaction which has Contract Settlement status.
4.10.1 Generate Payment Request
Test Administration

Purpose PUBLIC 58
Purpose
Each financial transaction contains flows that need to be paid. When creating the transaction, the payment request can be selected as required (usually only for outgoing payment in practice). Trea -
sury back office uses the Pay Only functionality in the Post Flows (TBB1) app to create the payment request for outflows which requires payment request. It will not create posting in financial ac-
counting.
In the case that the payment is initiated by the financial partner, skip the current step and the next step Process Payment Request [page ] 60, and continue with the step Bank Initiated Payment [page
] 62.
Procedure

Step # Comment
1 Log On Log onto the SAP Fiori Launchpad as a Treasury Specialist - Back Office. The SAP Fiori Launchpad is displayed.
2 Access the SAP Open Post Flows (TBB1). The Treasury: Post Flows screen is displayed.
Fiori app
3 Test Run On the Treasury: Post Flows screen, enter the following data and choose Execute: Screen Payment Log - Test Run displays, you can check the pay-
Securities: <select this checkbox> ment information on this screen.

Transaction: <transaction number with outflows which was created in previ-
ous steps>
Up to and Including Due Date: enter date on which the flow of financial transaction should be posted, for
example, <current date>
Test Run: <select this checkbox>
Pay Only: <select this indicator>
Note If message No flows exist for processing displays, that means there is no payment
with payment request are needed for your selection criteria, you can skip to step Post to General
Ledger.
4 Production Run Choose Back. Screen Payment Log displays, payment request has been gener-
ated, make a note of the key number displayed on this screen.

Purpose PUBLIC 59
Step # Comment
On the Treasury: Post Flows screen, change the following data and choose Execute:
Test Run: <unselect this checkbox>
4.10.2 Process Payment Request
Test Administration
Purpose
You use the app Automatic Payment Transactions for Payment Requests (F111) to start the Payment Program for Payment Requests. The payment program for payment requests is an additional
automatic payment option in the SAP system. Unlike the standard payment program, the payments are not based on open items (vendor/customer items) but on payment requests.
Prerequisite
Payment request has been generated in previous step.

Purpose PUBLIC 60
Procedure

Step # Comment
1 Log On Log onto the SAP Fiori Launchpad as a Treasury Specialist - Back Of- The SAP Fiori Launchpad is displayed.
fice.
2 Access the SAP Fiori Open Automatic Payment Transactions for Payment Requests The Automatic Payment Transactions for Payment Requests screen is displayed.
app (F111).
3 Enter Run Date and On the Automatic Payment Transactions for Payment Requests screen, The Automatic Payment Transactions: Parameters screen is displayed.
Identification enter the following data and choose Parameters:
Run Date: for example, <Current date>
Identification: for example, TRM01
4 Enter Parameters On the Automatic Payment Transactions: Parameters screen, enter the Message Parameters have been entered displays on the Automatic Payment Transactions for
following data: Payment Requests screen.
Posting Date: for example, <Current date>
Next payment run on: for example, <Current date+3 days>
Payment Methods: for example, TI
Choose Dynamic selections, on the dialog box Free selection for pay-
ment run, enter the following data and choose Save:
Key number: <the key number you noted down in pre-
vious step>
Choose Additional Log, on the dialog box Additional Log, enter the
following data and choose Continue:
Payment method selection in all cases: <select this indica-
tor>
Line items of the payment documents: select this checkbox
Due date check: <select this checkbox>
If information Log created for all accounts displays, choose Continue.
Choose Save on screen Automatic Payment Transactions: Parameters.
5 Schedule Proposal Choose Proposal. Payment proposal has been generated.

On the dialog box Schedule Proposal, choose Start Immediat, and
choose Schedule Job to confirm this dialog box.
Message Proposal is running is displayed in the status bar
with yellow traffic light.
Choose Status, until message Payment proposal has been

Purpose PUBLIC 61
Step # Comment
created appears in the status bar with green traffic light.
6 Schedule Payment Choose Pmnt run. The payment document has been created.
On the dialog box Schedule Payment, choose Start Immediat., and If Bank Communication Management (BCM) is not implemented in your system, the payment
choose Create Payment Medium, then choose Schedule Job to confirm medium will be created if it uses PMW format, you can check log by clicking Display payment
the dialog box. log.
Message Payment run is running displays in the status bar If BCM is implemented in your system, in Display payment log, you can see message Payment
with yellow traffic light. run XX/XX/20XX TRM01R is intended for cross-payment run payment media, then a BCM
Choose Status, until message Payment run has been car- batch is supposed to be created after payment run, please see next test step.
ried out appears with green traffic light.
7 Cross-Payment Run Pay- On the Automatic Payment Transactions for Payment Requests screen, Dialog box Creation of Cross-Payment Run Payment Media appears, and states
ment Media (Create choose Menu > Environment > Payment medium > Cross-Payment that Collector XX/XX/20XX XXXXXX was created or updated, that means, the
BCM Batch) Run Payment Medium > Create Payment Medium . BCM batch has been created.
On the Creation of Cross-Payment Run Payment Media screen, enter A batch may need additional approvals before payment medium is finally created. For details re-
the following data and choose Execute: fer to test script Advanced Cash Operations(J78).
Run Date: for example <Current date>
Identification: for example TRM01R
Purpose
If the outgoing payment is initiated by bank, it is not necessary to run previous steps Generate Payment Request and Process Payment Request, because the outgoing payment is initiated by bank.
Procedure
This step doesn‘t require any operation in system.

Purpose PUBLIC 62
4.11 Post to General Ledger
4.11.1 Fix Price (optional)
Test Administration
Purpose
This section is only relevant with the case that the payment amount is fixed and has directly to be paid before the quantity and price are known.
Once the quantity and price are calculated and provided by the counterparty, you need to fix the price of the transaction before you perform further activities.
Procedure
# Comment
2 Access the SAP Fiori Open Process Securities Transactions - Collective Processing (TS00) The Securities: Collective Processing screen is dis-
app played.
3 Enter Selection Crite- On the Securities: Collective Processing screen, enter the following data and choose Execute: The list of transaction(s) is displayed on Securities:
ria In the General Selections area, Collective Processing screen.


Purpose PUBLIC 63
# Comment
4 Settle the Transaction Select the checkbox of a transaction on Securities: Collective Processing screen, and choose Fixing. The Settle Security Contract: Structure screen dis-
plays.
Note Please choose the transaction you created in the section Create Fund Purchase Transaction for Money
Market Fund Priced Later (optional) [page ] 45 and settled.
5 Enter Data on Tab On the Structure tab, enter the following data: All data is entered.
Position Value Date: for example, <2 days after Current Date>
Calculation Date: for example, <2 days after Current Date>
Number of Units: for example, 999,900.01
Price (Unit Quoted): for example, 1.0001
6 Save the Change Choose Save. The transaction is Contract Priced.
4.11.2 Fix Price Settlement (optional)
Test Administration
Purpose
This section is only relevant the case the payment amount is fixed and has directly to be paid before the quantity and price are known. The quantity and price are calculated later and provided by the
counterparty.
Once a securities transaction is recorded and saved, the transaction must be settled before you perform further activities. In this step, you settle a transaction after its price is fixed.

Purpose PUBLIC 64
Procedure
ment
app
ria In the General Selections area, Processing screen.

4 Settle the Transaction Select the checkbox of a transaction on the Securities: Collective Processing screen, and The Settle Security Contract: Structure screen is displayed.
choose Settle.
Note Please make sure to settle all the relevant transactions.
5 Save the Change On the Settle Security Contract: Structure screen, the value of field Activity in header is 2 - The transaction is saved with status Contract Settlement.
Contract Settlement.
Choose Save.
If the Document lines: Display message displays, choose Continue (Enter).
Test Administration

Purpose PUBLIC 65
Purpose
With the posting functionalities, the posting related cash flows are transferred to the FI interface that generates the relevant postings in financial accounting. There are two apps are available for post -
ing flows:
● Post Flows (TBB1): you use this app to generate the posting for incoming payment. Please note that when using this app in the current step, it will not create posting for outgoing payment
which has been processed in previous step Generate Payment Request with the Pay Only option.
● Process Business Transactions (TPM10): You use this app to generate the posting for outgoing payment which has been processed in previous step Generate Payment Request with the Pay Only
option.
Prerequisite
The outgoing payment which should be handled via payment request (if any) for this transaction has been processed in the previous step Generate Payment Request with the Pay Only option.
Procedure

Step # Comment
1 Log On Log on to the SAP Fiori Launchpad as a Treasury Accountant. The SAP Fiori Launchpad is displayed.
2 Access the SAP Fiori Open Post Flows (TBB1). The Treasury: Post Flows screen is displayed.
app
3 Test Run On the Treasury: Post Flows screen, enter the following data and Screen Posting Log: Posted Business Transactions is displayed. You can check the simulated posting
choose Execute: information for local GAAP (valuation area US0) on this screen. Please note there is no posting cre-
Securities: <select this checkbox> ated because it is test run.
Company code: for example 1710 If message No flows exist for processing is displayed, that means there is no posting
needed for your selection criteria, you can skip the current test step and continue the test step with the
Sec. Class ID Number: <transaction number with in- Process Business Transactionsapp.
flow which was created in previous steps>
Up to and Including Due Date: enter date on which the flow of fi-
nancial transaction should be posted, for example, <current
date>
Post Operational Only: <select this indicator>
4 Production Run Choose Back. Screen Posting Log: Posted Business Transactions is displayed, and the accounting document has
On the Treasury: Post Flows screen, change the following data been created for incoming payment in local GAAP (valuation area US0).
and choose Execute:

Purpose PUBLIC 66
Step # Comment
5 Access another SAP Open Process Business Transactions (TPM10). The Fix, Post or Reverse Transactions screen is displayed.
Fiori app
6 Enter Selection Crite- On the Fix, Post or Reverse Transactions screen, enter the follow- The Test Run: Post/Reverse Business Transactions screen is displayed.
ria for Test Run ing data and choose Execute: If message You have not selected any business transactions is displayed, that
Securities: <select this checkbox> means there is no posting needed for your selection criteria, you can skip current step.
OTC Transactions: <unselect this checkbox>
Valuation Area: for example US0
Limit by Transaction Number: <select this checkbox>
Transaction: <The Security ID you entered in
previous step>
7 Check Test Run Re- On the screen Test Run: Post/Reverse Business Transactions, The Posting Log: Posted Business Transactions screen is displayed, you can check the simulated post-
sult choose Select All and choose Choose Those to Post, and then ing information for local GAAP (valuation area US0) on this screen. Please note there is no posting
choose Execute. created because it is test run.
Screen Test Run: Display Posted/Reversed Business Transactions
displays, choose Log and Messages.
8 Enter Selection Crite- Choose Back. The Update Run: Post/Reverse Business Transactions screen is displayed.
ria for Production Run On the Fix, Post or Reverse Transactions screen, change the fol-
lowing data and choose Execute:
9 Production Run On the screen Update Run: Post/Reverse Business Transactions, The Posting Log: Posted Business Transactions screen is displayed, and the accounting document has
choose Select All and choose Choose Those to Post, and then been created for outgoing payment in local GAAP (valuation area US0).
choose Execute.
Screen Update Run: Display Posted/Reversed Business Transac-
tions displays, choose Log and Messages.

Purpose PUBLIC 67
4.12 Recognize Dividend Distribution
Purpose
● It is common for Money Market Funds to declare their earned profit at a frequency that is different than actually distributing them. For example, a Money Market Fund can declare their profit on
a daily basis at their website, but make such distribution at a monthly basis, usually at the last business day of a month.
● The declaration does not change the Net Asset Value (NAV, the unit price of the fund) or units held, whereas, the actual distribution usually takes the form of increased units held by an account.
● Some companies would recognize the profit as soon as they see the declaration depending on their accounting policy. A user can achieve frequent accrual of dividend by entering and accounting
for the daily factor, and capitalize the factor at end of a month. We provide separate processes for the accrual and capitalize of the dividend to achieve such a flexibility.
● The user has to run dividend accrual at least once before capitalizing it.
4.12.1 Enter Dividend Factor
Purpose
This step provides instructions on how to enter a dividend factor.
Procedure
Follow the instructions in the Enter Securities Factor Values step of Market Rates Management - Manually via Upload(1XN) test script.
4.12.2 Update Planned Records for Securities
Test Administration

Purpose PUBLIC 68
Purpose
This step provides instructions on how to update planned records for securities.
Prerequisite
The dividend factors are already entered
Procedure
1. Log On Log on to the SAP Fiori Launchpad as a Treasury Specialist - Back Office. The SAP Fiori Launchpad is displayed.
2. Access the SAP Fiori app Open Update Planned Records for Securities (FWUP) The Securities: Update Planned Records screen is dis-
. played.
3. Enter Selection Criteria On the Securities: Update Planned Records screen, enter the following data and choose Exe- Update was completed successfully.
cute:
Security ID: for example, MMF_US2
4.12.3 Accrue Dividend
Test Administration

Purpose PUBLIC 69
Purpose
This step provides instructions on how to accrue profit distribution based on the dividend factors.
This step is only applicable for Product type 02B: MMF Accrued + Accum. Dividend
Procedure
# ment
2 Access the SAP Fiori app Open Automatic Debit Position and Posting - Security Accounts (FWSO) The Securities: Automatic Debit Position screen is displayed.
3 Enter Parameters and Test Run On the Securities: Automatic Debit Position Screen, enter the following data and choose A list of messages indicating the flow has been fixed.
Execute:
Product Type: for example, 02B
Security Account: for example, US_MMF
Update Type: for example, SAM5020
Up to an Including Pos. Date: for example, <end date of current month>
Document Date: for example, <end date of current month>
Test Run: for example, <select>
4 Production Run Confirm the messages and go back to previous screen, enter the following data and A list of messages indicating the flow has been fixed.
choose Execute
Test Run: for example, <deselect>
5 Access the SAP Fiori app Open Run Accrual/Deferral (TPM44). The Execute Accrual/Deferral of Expenses and Revenues
screen is displayed.
6 Enter Selection Criteria and On the Execute Accrual/Deferral of Expenses and Revenues screen, enter the following A list of accrual details displays.
Test Run data and choose Execute:
Securities: <Select>
OTC Transactions: <unselect>
Company Code: 1710
Valuation Area: US0

Purpose PUBLIC 70
# ment
Sec. Class ID Number: for example, MMF_US2

Accrual / Deferral Key Date: for example, <end date of current month>
7 Production Run After confirming the accrual details, go back to previous screen, enter the following data A list of accrual details is displayed.
and choose Execute: You can click on the Logs and Messages for further details.
Test Run: for example, <unselect>
4.13 Capitalize Dividend Distribution
4.13.1 Capitalize Dividend Distribution for Money Market Fund
Test Administration
Purpose
This step provides instructions on how to capitalize the dividend to increase the units held.
Prerequisite
This section is relevant for the dividend to be capitalized without accrual. The latest (monthly) dividend factor has been entered or updated, and the Update Planned Records for Securities app has
been executed to update the amount.

Purpose PUBLIC 71
Procedure
# ment
2 Access the SAP Fiori app Open Execute Debit Position - Manual Debit Position (FWZE). The Manual Debit Position: Initial Screen is
displayed.
3 Enter Parameters On the Manual Debit Position: Initial screen, enter the following data and choose Enter: A list of positions is displayed.
4 Select a Flow and Pro- On the list of positions that displayed on the Manual Debit Position: Initial screen, select the top flow that you Manual Debit Position screen is displayed.
ceed would like to capitalize and choose Post business transaction:
5 Enter Details for the Cap- On the Manual Debit Position screen, select the record to be capitalized, and choose Capitalize: 2 new flows are created in the Flows tab.
italization Capitalize popup window is displayed.
Enter below data and choose Copy:
Amount to be capitalized: for example, the total amount of the dividend for the month.
Units to be received: for example, the units that equal to the total amount of the div-
idend for the month.
6 Post Confirm the data and choose Post. The Posting Log: Posted Business Transaction
4.13.2 Capitalize Dividend Distribution for MMF Accrued + Accum. Dividend
Test Administration

Purpose PUBLIC 72
Purpose
This step provides instructions on how to capitalize the accrued dividend to increase the units held.
Prerequisite
You have accrued the profit dividend.
Procedure
# Comment
2 Access the SAP Fiori Open Execute Debit Position - Manual Debit Position (FWZE) The Manual Debit Position: Initial screen
app is displayed.
3 Enter Parameters On the Manual Debit Position: Initial Screen, enter the following data and choose Enter: A list of positions is displayed.
4 Select a Flow and Pro- On the list of positions that displayed on the Manual Debit Position: Initial Screen, select the top flow with update type Manual Debit Position screen is dis-
ceed SAM5021 that you would like to capitalize and choose Post business transaction: played.
5 Enter Details for the On the Manual Debit Position screen, select the record to be capitalized, and choose Capitalize: 2 new flows are created in the Flows tab.
Capitalization The Capitalize popup window is displayed.
Amount to be capitalized: for example, the total amount of the dividend for the month.
Units to be received: for example, the units that equal to the total amount of the dividend
for the month.
6 Post Confirm the data and choose Post. Posting Log: Posted Business Transaction

Purpose PUBLIC 73
# Comment
4.13.3 Capitalize Dividend Distribution for MMF Accum. Dividend
Test Administration
Purpose
This step provides instructions on how to capitalize the dividend to increase the units held. This section is relevant for the dividend with daily declaration but to be capitalized without accrual.
Prerequisite
The daily dividend factor has been entered or updated, and the Update Planned Records for Securities app has been executed to update the amount.
Procedure
# Comment

Purpose PUBLIC 74
# Comment
2 Access the SAP Fiori Open Automatic Debit Position and Posting - Security Accounts (FWSO) The Securities: Automatic Debit Position
app screen is displayed.
3 Enter Parameters and On the Securities: Automatic Debit Position screen, enter the following data and choose Execute: A list of messages indicating the flow were
Test Run Company Code: for example, 1710 fixed.
Product Type: for example, 02C

Update Type: for example, SAM5020
Up to an Including Pos. Date: for example, <end date of current month>
Document Date: for example, <end date of current month>
Test Run: for example, <select>
4 Production Run Confirm the messages and go back to previous screen, enter the following data and choose Execute A list of messages indicating the flow were
Test Run: for example, <deselect> fixed.
5 Access the SAP Fiori Open Execute Debit Position - Manual Debit Position (FWZE) The Manual Debit Position: Initial screen is
app displayed.
6 Enter Parameters On the Manual Debit Position: Initial screen, enter the following data and choose Enter: A list of positions is displayed.
7 Select a Flow and Pro- On the list of positions that displayed on the Manual Debit Position: Initial screen, select the top flow with update type The Manual Debit Position screen is dis-
ceed SAM5031 that you would like to capitalize and choose Post business transaction: played.
8 Enter Details for the On the Manual Debit Position screen, select the record to be capitalized, and choose Capitalize: 2 new flows are created in the Flows tab.
Capitalization The Capitalize popup window is displayed.
Amount to be capitalized: for example, <the total amount of the dividend for the month>
Units to be received: for example, <the units that equal to the total amount of the divi-
dend for the month>
9 Post Confirm the data and choose Post. The Posting Log: Posted Business Transac-
tion screen is displayed.

Purpose PUBLIC 75
4.14 Period-end Closing
Purpose
This step is required if you have not done so for a Floating Net Asset Value type of Money Market Fund.
● Update Securities Price.
The unit price does not change for the money market funds for the ones that employ Fixed Nat Asset Value, and hence above step is not required.
This section describes activities for period-end closing (usually executed at month end), including:
● Perform Key Date Valuation
4.14.1 Update Securities Price (optional)
Purpose
A certain class of Money Market Funds in the US market is required to disclose its floating Net Asset Value (NAV) using four decimal significant figures, for example, USD 1.0002 per unit. The
Money Market Funds at other markets are usually quoted at a stable NAV at 1.00 currency unit.
By entering the latest floating NAV of a MMF into SAP system as securities price, the system can recognize its latest position value and perform the relevant journal posting when running key date
valuation. The Stable NAV MMFs may not require this step to enter the latest securities price.
Procedure
Refer to the Update Securities Price section of the Market Rates Management - Manually via Upload(1XN) for detailed procedures.
4.14.2 Perform Key Date Valuation
Test Administration

Purpose PUBLIC 76
Purpose
You use the valuation function to value the positions of securities based on Floating Net Asset Value, as well as to reflect the latest foreign currency exchange rate for the investments other than the
company reporting currency.
Prerequisite
You have entered the spot price for the security ID in the Update Securities Price section (optional).
You have performed following sections of this test script for floating NAV MMF, for example, 02B and 02C:
● Set Settlement Status
● Payment to Depository Bank
● Recognize Dividend Distribution
● Capitalize Dividend Distribution
Procedure

Step # Comment
1 Log On Log on to the SAP Fiori launchpad as a Treasury Ac- The SAP Fiori launchpad is displayed.
countant.
2 Access the SAP Fiori Open Run Valuation (TPM1). The Run Valuation screen is displayed.
app
3 Enter Selection Criteria On the Run Valuation screen, enter the following data The Display Selected Treasury Positions for Valuation screen is displayed.
for Test Run and choose Execute:
In the Product Groups area,
Securities: <select this checkbox>
In the General Selections area,
Valuation Area: for example, US0

Purpose PUBLIC 77
Step # Comment
Product Type: for example, 02B

In the Securities area,
In the Valuation Parameters area,
Key Date for Valuation: for example, <last date of
current month>
Valuation Category: for example, Mid-year Valua-
tion with Reset
Note When the Period End is also the Year End, the
Valuation Category Year End Valuation
should be used.
4 Execute Valuation for On the Display Selected Treasury Positions for Valuation The screen Valuation Log is displayed. If red traffic light exists, click on it and check the error message.
Test Run screen, choose Run Valuation. Solve the issue and perform test run again until there is no error.
If dialog Message shows up, choose Continue. You can check the simulated posting information for local GAAP (valuation area US0) by choosing Logs +
Messages. Please note there is no posting created because it is test run.
Note Sometime there is no simulated posting because your selected security class position in security
account may not need valuation.
5 Enter Selection Criteria Choose Back until the Run Valuation screen is displayed. The Display Selected Treasury Positions for Valuation screen is displayed.
for Production Run On the Run Valuation screen, change the following data
and choose Execute:
Test Run: <deselect this checkbox>
6 Execute Valuation for On the Display Selected Treasury Positions for Valuation The Valuation Log screen is displayed, you can check the posting information for local GAAP (valuation
Production Run screen, choose Run Valuation. area US0) by choosing Logs + Messages. Then, the accounting document has been created in local GAAP
(valuation area US0).

Purpose PUBLIC 78
4.15 Redeem Fund Instrument
4.15.1 Review Funds Position
Test Administration
Purpose
In this step, you review the position of the security class in the security account before redemption.
Procedure
ment
1 Log On Log on to the SAP Fiori Launchpad as a Treasury Specialist - Front Office. The SAP Fiori Launchpad is displayed.
2 Access the SAP Fiori Open Display Securities Account Class Positions (TPM40A). The Display Securities Account Class Position List screen is displayed.
app
3 Enter Selection Crite- On the Display Securities Account Class Position List screen, enter the following The Display Securities Account Class Position List is displayed according
ria data and choose Execute: to the filter values.

Purpose PUBLIC 79
4.15.2 Create Fund Redemption Transaction
Test Administration
Purpose
After a sale transaction has concluded in the real world, you need to enter the deal information into the system to update the securities position. In this step, you update the position sold.
Note The securities position on hand must be greater than or equal to the position to be sold.
We also support the option when sale amount is fix before the quantity and price are known. The transaction type is 201.
Procedure
# ment
1 Log On Log on to the SAP Fiori Launchpad as a Treasury Specialist - Front Office. The SAP Fiori Launchpad is displayed.
2 Access the SAP Fiori Open Create Securities Transaction (TS01). The Create Security Transaction: Initial screen
app is displayed.
3 Enter Data on Initial On the Create Security Transaction: Initial screen, enter the following data and choose Enter: The Create Investment Fund: Structure screen
Screen Company Code: for example, 1710 is displayed.


Purpose PUBLIC 80
# ment
4 Enter Data on Tab On the tab Structure, enter the following data: All data are entered.
General Valuation Class: <use the same General Valuation Class as purchase trans-
action for this security class ID>
In the Amount area,
Number of Units: for example, 1,000
5 Save the Transaction Choose Save. The data is saved
4.16 Set Settlement Status
Test Administration
Purpose
Once a securities transaction is recorded and saved in SAP, the transaction must be settled before you perform further activities. This section describes how to set the settlement status.

Purpose PUBLIC 81
Procedure
# ment
app
ria Company Code: for example, 1710 Processing screen.
Transaction: <the transaction number(s)>
4 Settle the Transaction Select the checkbox of a transaction on Securities: Collective Processing screen, and choose The Settle Security Contract: Structure screen is displayed.
Settle.
5 Save the Change On the Settle Security Contract: Structure screen, the value of the Activity field in header is 2 The transaction is saved with status Contract Settlement.
- Contract Settlement.
Choose Save.
If the Document lines: Display messages dialog displays, choose Continue (Enter).
4.17 Payment from Sale
Purpose
This section describes how to handle the payment for securities redemption transaction, and how to post it to G/L accounting.
Prerequisites
You have set the status of the transaction to Contract Settlement.

Purpose PUBLIC 82
Purpose
If the outgoing payment is initiated by a bank, it is not necessary to run previous steps Generate Payment Request [page ] 58 and Process Payment Request [page ] 60, because the outgoing payment
is initiated by the bank.
Procedure
This step doesn't require any operation in the system.
Test Administration
Purpose
With the posting functionalities, the posting related cash flows are transferred to the FI interface that generates the relevant postings in financial accounting. Two apps are available for posting flows:
● Post Flows (TBB1): Use this app to generate the posting for incoming payment. Note that it will not create postings for outgoing payment processed in the previous Generate Payment Request
[page ] 58 step with the Pay Only option.
● Process Business Transactions (TPM10): Use this app to generate the posting for the outgoing payment processed in the previous Generate Payment Request [page ] 58 step with the Pay Only
option.

Purpose PUBLIC 83
Prerequisite
The outgoing payment which should be handled via payment request (if there is) for this transaction has been processed in previous step Generate Payment Request with the Pay Only option.
Note If the sale amount is fixed before the quantity and price are known, which means you use the transaction type 201 for the fund redemption transaction, please fix the price of the transaction
and settle the priced transaction before posting it to the general ledger.
Procedure

Step # Comment
2 Access the SAP Fiori Open Post Flows (TBB1). The Treasury: Post Flows screen is displayed.
app
3 Test Run On the Treasury: Post Flows screen, enter the following data and The Posting Log: Posted Business Transactions screen is displayed. You can check the simulated
choose Execute: posting information for local GAAP (valuation area US0) on this screen. Please note there is no
Securities: <select this checkbox> posting created because it is test run.
Company code: for example 1710 If message No flows exist for processing is displayed, that means there is no posting
needed for your selection criteria. You can skip current test step and continue with app Process
Transaction: <transaction number with inflow which Business Transactions (TPM10).
was created in previous steps>
Up to and Including Due Date: enter date on which the flow of finan-
cial transaction should be posted, for example, <current date>
Post Operational Only: <select this indicator>
4 Production Run Choose Back. The Posting Log: Posted Business Transactions screen is displayed. An accounting document is
On the Treasury: Post Flows screen, change the following data and created for the incoming payment in local GAAP (valuation area US0).
choose Execute:
5 Access another SAP Open Process Business Transactions (TPM10). The Fix, Post or Reverse Transactions screen displays.
Fiori app
6 Enter Selection Crite- On the Fix, Post or Reverse Transactions screen, enter the following The Test Run: Post/Reverse Business Transactions screen is displayed.
ria for Test Run data and choose Execute: If the You have not selected any business transactions message is displayed,
Securities: <select this checkbox> that means there is no posting needed for your selection criteria. You can skip current step.

Purpose PUBLIC 84
Step # Comment

Valuation Area: for example US0
Limit by Transaction Number: <select this checkbox>
Transaction: <transaction number with outflow, and
its payment request has been generated in step
Generate Payment Request>
7 Check Test Run Re- On the screen Test Run: Post/Reverse Business Transactions, choose The Posting Log: Posted Business Transactions screen is displayed. You can check the simulated
sult Select All and choose Choose Those to Post, and then choose Exe- posting information for local GAAP (valuation area US0) on this screen. Please note there is no
cute. posting created because it is a test run.
The Test Run: Display Posted/Reversed Business Transactions screen
is displayed, choose Log and Messages.
8 Enter Selection Crite- Choose Back. The Update Run: Post/Reverse Business Transactions screen is displayed.
ria for Production Run On the Fix, Post or Reverse Transactions screen, change the following
data and choose Execute:
9 Production Run On the screen Update Run: Post/Reverse Business Transactions, The Posting Log: Posted Business Transactions screen is displayed, and an accounting document
choose Select All and choose Choose Those to Post, and then choose is created for the outgoing payment in local GAAP (valuation area US0).
Execute.
On the Update Run: Display Posted/Reversed Business Transactions
screen, choose Log and Messages.
4.18 Reports
4.18.1 Display Treasury Posting Journal
Test Administration

Purpose PUBLIC 85
Purpose
Display posting journals for review.
Procedure
2 Access the SAP Fiori app Open Display Treasury Posting Journal (F1755). The Display Treasury Posting Journal screen is displayed.
3 Enter Selection Criteria Enter selection criteria and select Go. The posting journals display per the filter values.
Product Group: for example, Securities
4.18.2 Treasury Position Analysis
Test Administration

Purpose PUBLIC 86
Purpose
Display treasury position analysis for review.
Procedure
2 Access the SAP Fiori app Open Treasury Position Analysis. The Treasury Position Analysis screen is displayed.
3 Enter Selection Criteria Enter selection criteria and select Go. The position analysis data displays per the filter values.
Key Date: for example, Current Date
Include Planned Data: for example, 1
Product Type: for example, 02A and 02B
4.18.3 Display Treasury Position Values
Test Administration
Purpose
Display treasury position values.

Purpose PUBLIC 87
Procedure
2 Access the SAP Fiori app Display Treasury Position Values (F1867) . The Display Treasury Position Values screen is displayed.
3 Enter Selection Criteria Enter selection criteria and select Go The position values data displays per the filter values.
Product Group: for example, Securities
Note You may need to adapt the filters to make the OpenProduct Group filter display.

4.18.4 Define Financial Positions
Test Administration
Purpose
In this step, you define a set of key figures to be displayed in the Financial Status - Book Value and Financial Status - Nominal Amount screens.

Purpose PUBLIC 88
Procedure
# ment
2 Access the SAP Fiori Open Define Financial Positions (FTR_FP_DEF). The Display View "Maintain Financial Position Groups": Overview screen is dis-
app played.
3 Maintain Key Figure Choose New Entries. The data is saved.

Groups Enter the data below and choose Save.
Financial Position Group: for example, FPG_MMF_A0001
Note if FPG_MMF_A0001 is already created for the same purpose, you can skip
Financial Position Group Description: for example, Bank accounts this step and use the existing record.
and MMF
Assets/Liabilities: for example, Assets
4 Maintain Key Figures In the Dialog Structure area, double-click on the Maintain Financial Posi- The New Entries: Overview of Added Entries screen displays to allow you to enter
tions folder, and choose New Entries. and save the Key Figures..
Enter data and choose Save.
Financial Position: for example, FP_MMF_A0002
Financial Position Description: for example, Money Market Fund Ac-
count
Financial Position Group: for example, FPG_MMF_A0001
Data Source: for example, Treasury Position Management
5 Maintain Selections Select financial position Short term investments-MMF and select Maintain The data is saved.
Selections.
Product Type = 02A to 02C
Transaction Type = 100 to 600
Valuation Class = 20 to 30
Valuation Area = US0
Posting Status = 2
Choose Back and choose Save.
Financial Position Group Financial Position Group Description Assets/Liabilities
FPG_MMF_A0001 Bank accounts and MMF Assets

Purpose PUBLIC 89
Financial Position Financial Position Description Financial Position Group Data Source Maintain Selection
FP_MMF_A0001 Bank accounts FPG_MMF_A0001 One exposure House Bank = A* to Z*
FP_MMF_A0002 Money Market Fund Account FPG_MMF_A0001 Treasury position management Product Type = 02A to 02C
Transaction Type = 100 to 600
Valuation Class = 20 to 30
Valuation Area = US0
Posting Status = 2
4.18.5 Financial Status - Book Value
Test Administration
Purpose
Display financial status on book values.
Prerequisite
Financial positions are already defined.

Refer to Define Financial Position for more details.

Purpose PUBLIC 90
Procedure
2 Access the SAP Fiori app Open Financial Status - Book Value (FTR_FPM_FINANCIAL_STATUS). The Financial Status - Book Value screen is displayed.
3 Enter Selection Criteria Enter selection criteria and select Go. The data displays per the filter values.
Reporting Currency: for example, USD
Exchange Rate Type: for example, M
4.18.6 Financial Status - Nominal Amount
Test Administration
Purpose
In this step, you check the financial status of the nominal amount.
Prerequisite
You have already defined the financial positions. Please refer to the Define Financial Positions [page ] 88 step to define financial positions.

Purpose PUBLIC 91
Procedure
2 Access the SAP Fiori app Open Financial Status - Nominal Amount (FTR_FPM_FINANCIAL_STATUS). The Financial Status - Nominal Amount screen is displayed.
3 Enter Selection Criteria Enter selection criteria and choose Go. The data displays per the filter values.
Reporting Currency: for example, USD
Exchange Rate Type: for example, M
4.18.7 Display Treasury Payments
Test Administration
Purpose
In this step, you review all payment journals.

Purpose PUBLIC 92
Procedure
1 Log On Log on to the SAP Fiori Launchpad as a Treasury Specialist - Back Office. The SAP Fiori Launchpad is dis-
played.
2 Access the SAP Fiori Open Display Treasury Payments (TPM20A). The Payment Journal screen is dis-
app played.
3 Enter Selection Criteria Enter selection criteria and choose Execute. The payment journals are displayed.
Company Code: for example: 1710
Product Type: 02A, 02B
4 Review data Review the data displayed on the screen. You can also select on Original business transaction or Details to drill
down for more details.
4.18.8 Display Treasury Position Flows
Test Administration
Purpose
The purpose of this step is to display the position flows.

Purpose PUBLIC 93
Procedure
2 Access the SAP Fiori app Open Display Treasury Position Flows (F1754). The Display Treasury Position Flows (F1754) screen is dis-
played.
3 Enter Selection Criteria On the Display Treasury Position Flows (F1754) screen, enter following data and Position Flow data is displays according to the filter values.
choose Go:
Product Group: for example: Securities
4.18.9 Display Treasury Alerts - Posting
Test Administration
Purpose
The purpose of this step is to display treasury alerts for posting.

Purpose PUBLIC 94
Procedure
2 Access the SAP Fiori app Open Display Treasury Alerts - Posting (F4984). The Display Treasury Alerts screen is displayed.
3 Enter Selection Criteria On the Display Treasury Alerts screen, enter following data and choose Go: Alerts data is displayed per the filter values
Issue Message For: Posting
4.18.10 Display Treasury Alerts- Settlement, Release and Payment
Test Administration
Purpose
The purpose of this step is to display treasury alerts for various type of transactions.

Purpose PUBLIC 95
Procedure
# ment
1 Log On Log on to the SAP Fiori Launchpad as a Treasury Special- The SAP Fiori Launchpad is displayed.
ist - Back Office.
2 Access the SAP Fiori app Open Display Treasury Alerts - Settlement (F4979). The Display Treasury Alerts - Settlement screen is displayed.
3 Enter Selection Criteria On the Display Treasury Alerts screen, enter following Alerts data displays per the filter values.
data and choose Go:
Issue Message For: Settlement
4 Confirm Alerts for Other Transactions Select other values in the Issue Message For field.
Release / Payment / Correspondence / Interest Rates
5 Select Display Treasury Alerts Tiles with Open Display Treasury Alerts - Release (F4980). The Display Treasury Alerts - Release screen is displayed, with Issue Message
Release For = Release.
6 Select Display Treasury Alerts Tiles with Open Display Treasury Alerts - Payment (F4981). The Display Treasury Alerts - Payment screen is displayed, with Issue Mes-
Payment sage For = Payment.
7 Select Display Treasury Alerts Tiles with In- Display Treasury Alerts - Interest Rates (F4982) The Display Treasury Alerts - Interest Rates screen displays, with Issue Mes-
terest Rates sage For = Interest Rates.
4.18.11 Display Payment Schedules
Test Administration

Purpose PUBLIC 96
Purpose
The purpose of this step is to display the payment schedule for interest flows due.
Procedure
2 Access the SAP Fiori app Open Display Payment Schedules (TJ04). The Treasury: Payment Schedule screen is displayed.
3 Enter Selection Criteria On the Treasury: Payment Schedule screen, enter the following data and choose Execute: You can check payment schedule report.
Securities: select this checkbox
End of Term in the Future: <select this checkbox>
End of Term in Lapsed: <select this checkbox>
Payment Period: for example, <Current Date to Current Date + 5 days>
Payment Status: for example, 1
Output Error Log: <select this checkbox>
4.18.12 Display Securities Account Class Positions
Test Administration

Purpose PUBLIC 97
Purpose
In this step, you review the securities account class position list.
Procedure
2 Access the SAP Fiori Open Display Securities Account Class Positions (TPM40A). The Display Securities Account Class Position List screen is
app displayed.
3 Enter Selection Criteria On the Display Securities Account Class Position List screen, enter the following data and The position is displayed.
choose Execute:
Securities account: for example, US_MMF
Position Value Date: for example, <Current date>
4.18.13 Analyze NPV
Test Administration
Purpose
In this step, you calculate and display the NPV result.

Purpose PUBLIC 98
Procedure
1 Log On Log on to the SAP Fiori Launchpad as a Treasury Specialist - Middle Of- The SAP Fiori Launchpad is displayed.
fice.
2 Access the SAP Fiori app Open Analyze NPV (JBRX). The NPV Analysis: Display of Single Values screen is dis-
played.
3 Enter Selection Criteria of Gen. Selection On the NPV Analysis: Display of Single Values screen, enter the follow-
ing data:
Evaluation Currency: for example, USD
Evaluation Type: for example, Y001
Evaluation Date: for example, <current date>
Horizon: for example, <end date of current month>
Portfolio Hierarchy: for example, 100
4 Enter Selection Criteria of Characteristics Choose the Characteristics tap, enter the following data then choose Exe- The NPV Result displays based on Portfolio Hierarchy.
cute:
Product Type: for example, 02A
Test Administration

Purpose PUBLIC 99
Purpose
In this step, you calculate and display online market risk key figures, such as NPV and sensitivity key figures for the selected financial transactions.
Prerequisite
You have maintained the report layout for key figure as described in the Defining Report Layout for Calculate Market Risk Key Figures [page ] 115 step of the Appendix section.
Procedure
# ment
1 Log On Log on to the SAP Fiori Launchpad as a Treasury Specialist The SAP Fiori Launchpad is displayed.
- Middle Office.
2 Access the SAP Fiori app Open Calculate Market Risk Key Figures (AISGENKF). The Calculate Market Risk Key Figures screen is displayed.
3 Enter Selection Criteria of On the Calculate Market Risk Key Figures screen, enter the The system calculates the net present value on the horizon date, using the transaction data
Gen. Selection following data: and market data on the evaluation date.
Evaluation Date: for example, <the current date>
Horizon: for example, <the end date of current
month>
Report Layout: for example, <Y01 or other Report
Layout you created>
4 Enter Selection Criteria Choose the Characteristics tab, enter the following data then The Single Value Analysis for assigned Report Layout is displayed.
choose Execute:

Purpose PUBLIC 100
4.18.15 Sensitivity Key Figures
Test Administration
Purpose
In this step, you can check sensitivity key figures.
Procedure
# ment
1 Log On Log on to the SAP Fiori launchpad as a Treasury Special- The SAP Fiori Launchpad is displayed.
ist - Middle Office.
2 Access the SAP Fiori app Open Sensitivity Key Figures - Single Analysis (AISS). The Sensitivity Key Figures - Single Analysis screen is displayed.
3 Enter Selection Criteria of Gen. On the Sensitivity Key Figures - Single Analysis screen, The system calculates the net present value on the horizon date, using the transaction data and
Selection enter the following data: market data on the evaluation date.
Display Currency: for example, USD
Evaluation Date: for example, <the current date>
Horizon: for example, <the end date of cur-
rent month>
4 Enter Selection Criteria Choose the Chars tab, enter the following data then The Sensitivity Key Figures report is displayed based on Portfolio Hierarchy.
choose Execute:

Purpose PUBLIC 101
# ment

4.18.16 Review Limit Utilization Report
Test Administration
Purpose
In this step, you review the limit utilization report.
Prerequisite
You have maintained the limit master records of your company, and processed the Generate Limit Utilizations [page ] 39 step.
Procedure
# ment

Purpose PUBLIC 102
# ment
2 Access the SAP Open Review Limit Utilizations (TBLB). The Overview of Utilizations - Selection Using all Characteristics screen
Fiori app is displayed.
3 Enter Selection Cri- On the Overview of Utilizations - Selection Using all Characteristics screen, enter the The system displays an overview of the limit utilization in accordance
teria following data and choose Execute: with your selection criteria.
Limit Type: for example, Y01
Limit Utilization Base: for example, 1
Determination Date:<the current date>
Limits Valid From: <the current date>

Purpose PUBLIC 103
5 Appendix
5.1 Position Indicator
5.1.1 Change Position Indicator
Test Administration
Purpose
In this step, you check and change the position indicator.
Procedure
# ment
1 Log On Log on to the SAP Fiori launchpad as a Treasury Spe- The SAP Fiori Launchpad is displayed.
cialist - Back Office.
2 Access the SAP Open Manage Position Indicator (TPM57A). The Display Position Indicator screen is displayed.
Fiori app
3 Enter Parameters On the Display Position Indicator screen, enter follow- The Securities Account Position Indicator and Subledger Position Indicator sections are displayed.

Purpose PUBLIC 104
# ment
ing data and press Enter:

Product Group: select Securities Note If you want to change position indicators, go back to the opening screen, input the position indicator
Company Code: for example, 1710 information, and choose More > Position Indicator > Change.
ID Number: for example, MMF_US1
5.2 Reconciliation of External Securities Account Statements
Purpose
This section described the reconciliation of external securities account statements activities which are not described in the Test Procedures section.
5.2.1 Create the Statements of External Securities Account
Test Administration
Purpose
In this step, you create the statement of external securities account manually.
If the treasury correspondence integration with SWIFT Network is set up, and the statement is generated from the incoming MT535 message automatically, the step can be skipped. Refer to the test
script Treasury Correspondence Integration with SWIFT Network3QM for details.

Purpose PUBLIC 105
Prerequisite
The External Securities Account ID is maintained for the security account.
Procedure
# ment
1 Log On Log on to the SAP Fiori launchpad as a Treasury Specialist - Back Office. The SAP Fiori launchpad is displayed.
2 Access the SAP Open Manage Statements - External Securities Account (RECON4). The Select External Securities Account Statement of Process-
Fiori App ing screen is displayed.
3 Enter Parameters On the Select External Securities Account Statement of Processing screen, enter the following data The External Securities Account Statements: Display screen is
and choose Enter: displayed.
Securities Account ID: for example, <External Securities Account ID you have
created>, for example, 123XXXX567
4 Create New State- Choose Create external securities account statement screen, enter the following data and choose New statement is created.
ment Save:
External Sec. Acct ID: for example, <External Securities Account ID you have
created>, for example, BD_US3
Key Date: for example, <Current Date>
Date Category: for example, Position Date
Status: for example, SOPEN
Description: for example, External Statement
5 Create External Po- On the tab Pos., choose Create Position. New screen External Position : Create is displayed. Enter New external position is created.
sition the following data, and choose Save:
ID Number: for example, <the security class you have created> , for example,
BD_04
External Nominal Amount: for example, 100,000,000.00

Purpose PUBLIC 106
5.2.2 Reconciliation of External Securities Account Statements
Test Administration
Purpose
In this step, you reconcile the statement of external securities account with internal position.
Prerequisite
The statement of external securities is uploaded.
Procedure
# ment
1 Log On Log on to the SAP Fiori launchpad as a Treasury Specialist - Back Office. The SAP Fiori launchpad is displayed.
2 Access the SAP Fiori Open Reconcile Statement - External Securities Account (RECON5). The Reconciliation of External Securities Account Statements Using
App Sec. Acct ID screen is displayed.
3 Enter Parameters On the Reconciliation of External Securities Account Statements Sec. Acct ID screen, en- The Reconciliation of External Securities Account Statements Using
ter the following data and choose Execute: Sec. Acct ID screen is displayed.
Securities Account ID: for example, <External Securities Account ID you
have created>, for example, 123XXXX567

Purpose PUBLIC 107
# ment
Key Date: for example, <Current Date>

Status: for example, SOPEN
4 Check the Reconcilia- On the Reconciliation of External Securities Account Statements Using Sec. Acct ID If there is a difference between the internal and external nominal, an
tion Report screen, check the reconciliation report. error message will occur.
5.3 Accounting
Purpose
This section describes some accounting relevant activities which are not described in the Test Procedures section.
5.3.1 Reverse Accrual
Test Administration
Purpose
In this step, you reverse accrual posted for the deal.

For example, you executed the accrual on an incorrect date, you would like to reverse it.

Purpose PUBLIC 108
Prerequisite
The accrual of the position has been posted.
Procedure
# ment
2 Access the SAP Open Reverse Accrual/Deferral (TPM45). The Reverse Accrual/Deferral of Expenses and Rev-
Fiori app enues screen is displayed.
3 Test Run On the Reverse Accrual/Deferral of Expenses and Revenues screen, enter the following data and choose New screen Reverse Accrual/Deferral of Expenses and
Execute: Revenues is displayed.
OTC transactions: <deselect this checkbox>
Valuation Area: <leave blank, or enter a specific valuation area, for exam-
ple, US0>
Sec. Class ID Number: <Security class ID number(s) for which accrual has been
executed>
Securities Account: <Securities account(s) for which accrual has been exe-
cuted>
Accrual/Deferral Key Date: for example, <date on which the reversal of accrual
should take place>
Reasons for Reversal: for example, 04 Other reasons
Immediate Posting: <select this checkbox>
Note Choose Logs and Messages, you can see the simulated reversal posting information. Please note
there is no posting created because it is test run.
4 Production Run Choose Back until the initial screen of this app, change the following data and choose Execute: New screen Execute Accrual/Deferral of Expenses and
Test Run: <unselect this checkbox> Revenues is displayed.
Note Choose Logs and Messages, you can see the posting information for reversal. This time, an ac-
counting document has been created.

Purpose PUBLIC 109
5.3.2 Reverse Valuation
Test Administration
Purpose
In this step, you reverse the period end valuation posting.

For example, if you have done the period end valuation with incorrect currency rate or incorrect evaluation type, you may need to reverse the valuation.
Prerequisite
The period end valuation of the deal has been posted.
Procedure
# Comment
2 Access the SAP Fiori app Open Reverse Valuation (TPM2). The Reverse Valuation (TPM2) screen is displayed.
3 Enter Selection Criteria for On the Reverse Valuation (TPM2) screen, enter the following The Display Positions to be Reversed screen is displayed.
Test Run data and choose Execute:
Valuation Area: leave blank, or enter specific valuation are, for

Purpose PUBLIC 110
# Comment
example US0
Sec. Class ID Number: <Security class ID number(s)
for which valuation has been executed>
Securities Account: <Securities account(s) for
which valuation has been executed>
Key Date for Valuation: for example, <the date on which
the reversal should take place>
Reasons for Reversal: for example, 04 Other reasons
4 Reverse Valuation for Test On the Display Positions to be Reversed screen, choose Reverse The screen Reversal Log: Reversed Business Transactions is displayed, and message Valu-
Run Valuation (TPM2). ation (test run) has been successfully reversed shows up.
You can check the simulated reversal posting information on this screen, please note there is
no posting created because it is test run.
5 Enter Selection Criteria for Choose Back until initial screen of this app. The Display Positions to be Reversed screen is displayed.
Production Run On the initial screen, change the following data and choose Exe-
cute:
6 Reverse Valuation for Pro- On the Display Positions to be Reversed screen, choose Reverse The screen Reversal Log: Reversed Business Transactions is displayed, and the Valuation
duction Run Valuation (TPM2). has been successfully reversed is displayed.
Check the posting on the screen, and accounting document for re-
versal has been created.
5.3.3 Reverse Debit Position
Test Administration

Purpose PUBLIC 111
Purpose
If you need to reverse the debit position after posting, you can use the app Reverse Debit Position (FWOEZ).
Prerequisite
A previous debit position has been posted.
Procedure
# ment
2 Access the SAP Fiori app Open Reverse Debit Position (FWOEZ). The Manual Posting / Debit Position: Reverse screen
is displayed.
3 Enter Selection Criteria for Test On the Manual Posting / Debit Position: Reverse screen, enter the following data and choose En- A list of fixed debit positions is displayed.
Run ter:
Security Class: for example, MMF_US1
4 Reverse Debit Position On the Manual Posting / Debit Position: Reverse screen, select a record to reverse and choose The Reverse Business Transaction screen is dis-
(FWOEZ) Reverse business transaction: played.
5 Process the Reversal On the Reverse Business Transaction screen, enter the following data and choose Reverse:
Reason for Reversal: for example, Process. error
FI Reversal Date: for example, <original posted date>

Purpose PUBLIC 112
5.4 Market Risk Analyzer
5.4.1 Manage Market Data Shift
Test Administration
Purpose
The objective of this step is to create market data shifts to be able to analyze key figures with modified market data. It will be used in the Defining Report Layout for Calculate Market Risk Key Fig-
ures [page ] 115 step.
Procedure
# ment
2 Access the SAP Fiori app Open Manage Market Data Shift (JBR0) The Edit Market Data Shifts screen is
displayed.
3 Enter Market Data Shifts Name On the Edit Market Data Shifts screen, enter the following data and choose Create: The Define Market Data Shifts screen
Market Data Shift: for example, 1 is displayed.
4 Define Market Data Shift On the Define Market Data Shifts screen, enter the following data
Short Name: for example, <Market Data Shift 0001>

Purpose PUBLIC 113
# ment
5 Maintain Yield Curves of Market On the Define Market Data Shifts screen, choose the Yield Curves tab, choose the Insert Row button, then Market Data Shift is saved
Data Shift enter the following data and choose Save
Short Name: for example, Euro Depo Shift
YC. Type: for example, 0001
Ref.Int.Rate: for example, USDM03USD
Percentage: for example, 2
5.4.2 Maintain Scenarios
Test Administration
Purpose
The purpose of this step is to create scenarios. A scenario is a market data record which can contain current market data, exchange rates, exchange rate volatilities, yield curves, interest rate volatili -
ties, e.g. you can create scenarios, which represent market situations you consider possible or probable (for example, a high interest rate scenario with an inverted yield curve).

Purpose PUBLIC 114
Procedure
# ment
2 Access the SAP Fiori app Open Manage Scenarios (TV21) The Scenario Admin: Initial Screen screen is
displayed.
3 Enter Scenario Name On the Scenario Admin: Initial Screen screen, enter the following data and choose Create: The Create Scenario 1 screen is displayed.
Scenario: for example, 1
4 Maintain Scenario On the Create Scenario 1 screen, enter the following data
Scenario: Full Name: for example, Scenario 1
Scenario: Short Name: for example, Scenario 1
5 Maintain Exch. Rates of On the Create Scenario 1 screen, choose Exchange Rates tap, then enter the following data: Scenario is saved
Scenario Reference Currency: for example, USD
In the Other Currencies area, choose Insert Row, enter the following data:
Bid Rate: for example, 1.2
Ask Rate: for example, 1.2
Then choose Save.
Note Market Data Shift is parameter shifts based on market data imported; for scenario, you can maintain
parameters without reference.
5.4.3 Defining Report Layout for Calculate Market Risk Key Figures
Test Administration

Purpose PUBLIC 115
Purpose
In this step, you define the report layout for market risk key figures report.
Procedure

Step # Comment
2 Access the SAP Fiori Open Calculate Market Risk Key Figures (AISGENKF). The Calculate Market Risk Key Figures screen is displayed.
app
3 Access Report Layout On the Calculate Market Risk Key Figures screen, enter the Evaluation Currency and Evaluation The Change View "Key Figure Layout": Overview screen is dis- .
Definition screen Type, and choose Define Report Layout. played.
4 Create Layout-ID en- On the Change View "Key Figures Layout": Overview screen, Choose New Entries, then insert Two new entries have been created.
tries the following data in the Key Figure Layout form and Save:
ROW1
Layout-ID: for example, Y01
Short Name: for example, NPV/BPV/Duration
Long Name: for example, NPV/BPV/Duration
ROW2
Layout-ID: for example, Y02
Short Name: for example, NPV + Market Data shifts
Long Name: for example, NPV + Market Data shifts
5 Access Key Figures On the Change View "Key Figures": Overview screen, select the checkbox of Layout-ID Y01, The Change View "Key Figures": Overview screen is displayed in
Maintain screen then double click Key Figures folder in the Dialog Structure panel. the main area.
6 Maintain Key Figures On the Change View "Key Figures": Overview screen, choose New Entries and then insert the The New Entries: Overview of Added Entries screen displays al-
of Layout following data in the Key Figures form: lowing entry of the Key Figures name and configuration settings.
ROW1

Purpose PUBLIC 116
Step # Comment
Key Figure Name: for example, BARWERT

Pos. Area: for example, <select this checkbox>
PH-Area: for example, <select this checkbox>
Key Figure Category: for example, NPV
Short Name: for example, NPV
Shift Rule: for example, 1 or Market Data Shift Rule you created
Dec.Places: for example, 0
ROW2
Key Figure Name: for example, BPV
Key Figure Category: for example, SKF_BASE_POINT
Short Name: for example, BPV
Shift Rule: for example, 0
ROW3
Key Figure Name: for example, CRFNPV
Key Figure Category: for example, RISK_FREE_NPV
Short Name: for example, Current Risk Free NPV
ROW4
Key Figure Name: for example, DURATION1
Key Figure Category: for example, SKF_FWDURATION
Short Name: for example, Modified Duration
ROW5
Key Figure Name: for example, DURATION2

Purpose PUBLIC 117
Step # Comment

Key Figure Category: for example, SKF_MACAULAY
Short Name: for example, Macaulay Duration
and Save.
7 Access Key Figures Go back to the Change View "Key Figure Layout": Overview screen, select the checkbox of
Maintain screen Layout-ID Y02, then double click on the Key Figures folder in the Dialog Structure panel.
8 Maintain Key Figures On the Change View "Key Figure Layout": Overview screen, Choose New Entries, then insert
of Layout the following data in Key Figures form and Save:
Key Figure Name: for example, NPV
Key Figure Category: for example, NPV
Short Name: for example, NPV
Shift Rule: for example, 1 or Market Data Shift Rule you created
Decimal Places: for example, 0
5.4.4 Manage Market Risk Key Figure Sets
Test Administration

Purpose PUBLIC 118
Purpose
In this step, you define the parameters for the market risk key figures calculation, including evaluation currency, evaluation type, scenario, and market data shift rule.
The market risk key figures calculation is processed as a scheduled background job, the result of which is recorded in the database for analysis.
Procedure

Step # Comment
1 Log On Log on to the SAP Fiori launchpad as a Treasury Specialist - Middle Office The SAP Fiori Launchpad is displayed.
2 Access the SAP Open Manage Market Risk Key Figure Sets (AFWKF_SET) The Change View "Market Risk Key Fig-
Fiori app ure Set": Overview screen is displayed.
3 Define Risk On the Change View "Market Risk Key Figure Set": Overview screen, double click on the Risk Factor Set folder in the Dialog A new risk factor set is created.
Factor Set Structure panel on the left side. Choose New Entries, insert the following data in the Risk Factor Set form:
RiskF. Set: for example, R01
Description: for example, Risk Factor Set with FX Rate and Yld Curves
FX Risk: <select the checkbox>
IR Risk: <select the checkbox>
Then select the created entry, double click on the Risk Currency folder in the Dialog Structure panel on the left side. Choose New
Entries, insert the following data in the Risk Currency form:
Row 1
lR Risk: <select the checkbox>
Then double click on the Interest Rate Term folder in the Dialog Structure panel on the left side. Choose New Entries,insert the fol-
lowing data in the Interest Rate Term form and choose Save:
Row 1
Term: for example, 1
Time Unit: for example, Month
Row 2
Row 3
Row 4

Purpose PUBLIC 119
Step # Comment

Time Unit: for example, Year
4 Maintain Mar- Double click on the Market Risk Key Figure Set folder in the Dialog Structure panel on the left side. Choose New Entries, insert the Market Risk Key Set is saved
ket Risk Key following data in the Market Risk Key Figure Set form and choose Save: The VaR type SV1 is for the VaR calcu-
Set row 1 lation method as historical simulation;
MR Key Figure Set: for example, MRK01 The VaR type SV2 is for the VaR calcu-
Description: for example, Market Key Figure Set without VaR lation method as Monte Carlo simulation;
The VaR type SV3 is for the VaR calcu-
lation method as variance-covariance ap-
Eval. Type: for example, Y001 proach.
Calc. VaR: <deselect>
UpdUponChg: <select>
Note If the UpdUponChg checkbox is selected, once a new financial object is created or changed, an automatic calculation of
the market risk key figure set is triggered. The calculation only covers the updated object. The adjustment run is based on the
basic run of same date that is processed by scheduled job.
Row 2
MR Key Figure Set: for example, MRK02
Description: for example, Market Key Figure Set (VaR Hist.Sim.)
Eval. Type: for example, Y001
Calc. VaR: <select>
VaRTyp: for example, SV1
Row 3
Description: for example, Market Key Figure Set (VaR MonteCarloSim.)
Calc. VaR: <select>
Row 4

Purpose PUBLIC 120
Step # Comment

Description: for example, Market Key Figure Set (VaR Variance/Covariance)
Calc. VaR: <select>
Note If the Calc. VaR checkbox is selected, the parameters of the VaR type and the risk factor set need to be assigned; the mar-
ket data scenario or market data shift should be blank.
Test Administration
Purpose
In this step, you schedule a background job to calculate market risk key figures, including the key figure Value at Risk. The calculation result is stored in the database for analysis. The calculation
risk keys are defined in the market risk key figure set.
Note There are three calculation methods are provided for the key figure Value at Risk: the historical simulation, the Monte Carlo simulation and a parametric method (variance-covariance ap-
proach).
For the historical simulation, the daily market data of past 250 days needs to be maintained for simulation.

Purpose PUBLIC 121
For the Monte Carlo simulation and the variance-covariance approach, the statistical data of volatility or correlation are required, and the calculation is based on the daily historical market data,
where daily market data of past 113 days needs to be maintained.
Prerequisites
You need to maintain the Market Risk Key Figure Set first. Please refer to the previous Manage Market Risk Key Figure Sets step in the Appendix section.
Procedure
# Comment
1 Log On Log on to the GUI system via SAP logon with necessary user authorization. The SAP Easy Access displays.
2 Access the Transaction for New Enter transaction code RAEP1_KFSET in the command field, then choose En- The Calculate Market Risk Key Figures screen is displayed.
Job Definition ter.
3 Enter General Information for In the Mode and Evaluation Parameters panels, enter the following data: The adjustment run processes new financial objects and financial objects
New Job Basic Run: <select> for which errors have occurred in the base run.
Test Run for Basic Run: <deselect>

Market Risk Key Figure Set: the key figure set you maintained, for example,
MRK01, and MRK02
Evaluation Date: for example, <Current Date>
Calculate Statistical Data: <select>
4 Enter Scheduling Options for Choose Program in the top bar, then choose Execute in Background in the
New Job drop-down menu.
Choose Continue in the pop-up window, and choose Immediate in the next
screen, then choose Save to schedule the job.
5 Access the Transaction for Job Enter transaction code SM36 in the command field, then choose Enter. The Define Background Job screen is displayed.
Monitor
6 Monitor the Status of Job Choose Own Jobs. The job you just scheduled is displayed in the Job Overview screen.

Purpose PUBLIC 122
5.5 Credit Risk Analyzer
5.5.1 Display Limit Overview
Test Administration
Purpose
The purpose of this step is to display limit overview.
Procedure
2 Access the SAP Fiori app Open Display Limit Overview (TBL3). The Overview of Limits screen is displayed.
3 Enter Selection Criteria On the Overview of Limits screen, enter the following data and choose Execute: The Display Limits for Limit Types: Overview screen is dis-
Limit Type: for example, Y01 to Y09 played.

Purpose PUBLIC 123
5.6 Simulated Valuation
5.6.1 Run Simulated Valuation
Test Administration
Purpose
Simulated valuation key figures are used to verify how balance and P&L figures have been developing since last period end.
The simulated key figures cover all relevant valuation figures which are usually generated within the period end closing process.
Simulated valuation processing covers:
● Valuation of Treasury Positions
● Accrual calculation of dividends for relevant product type (for example, 02B MMF Accrued + Accum. Dividend)
Prerequisite
You have created a MMF transaction.

NPV values need to be stored in advance of the valuation of Treasury positions.

Purpose PUBLIC 124
Procedure

Step # Comment
2 Access the SAP Fiori Open Simulate Period-End Closing (TPM_SIM_VAL). The Simulate Period-End Closing screen is displayed.
App
3 Enter Selection Criteria On the Simulate Period-End Closing screen, enter the following data and choose Exe- The following message is displayed:
for Test Run cute: Processed xx positions; xx successful, 0 failed.
Securities: <select this checkbox> If Recalculate Outdated Simulation Results has been executed, the following
OTC Transactions: <deselect this checkbox> message is displayed:
Company Code: for example, 1710 xx simulated results deleted for key date, Pro-
cessed xx positions; xx successful, 0 failed.
Product Type: for example,02A
Security ID: for example, <Security Class ID Number(s) created in
previous steps>, for example, MMF_US1
Security Account: for example, DE_MMF
Recalculate Outdated Sim.Val.: <deselect this checkbox>
Note If you set this indicator, you can recalculate the outdated simulation results.
Simulation Date: for example, <the current date>

Key Date Valuation: <select this checkbox>
Accrual/Deferral: <deselect this checkbox>
Note If you set this indicator, the accrual/deferral of expenses and revenues for the
selected treasury positions is simulated, and Accrual/Deferral Parameter is dis-
played.
4 Execute Simulated Valua- The dialog Message shows up, and choose Continue. The Simulate Period-End Closing screen is displayed.
tion You can check the simulated valuation information for local GAAP (valua-
tion area US0). Please note there is no simulated valuation created because it
is test run.
5 Enter Selection Criteria Choose Back to the initial screen of this app. The Messages dialog box is displayed.
for Production Run On the initial screen, change the following data and choose Execute:

Purpose PUBLIC 125
Step # Comment
6 Execute Simulated Valua- The dialog Message shows up, and choose Continue. The Simulate Period-End Closing screen is displayed.
tion for Production Run You can check the simulated valuation information for local GAAP (valua-
tion area US0).
5.6.2 Delete Simulated Valuation
Test Administration
Purpose
In this step, you reverse the simulated valuation you've just run.
Prerequisite
You've executed the simulated valuation.

Purpose PUBLIC 126
Procedure
# Comment
1 Log On Log on to the SAP Fiori launchpad as a Treasury Accountant. The SAP Fiori launchpad is displayed.
2 Access the SAP Fiori app Open Delete Results of Simulated Period-End Closing (TPM_SIM_VAL_DEL). The Delete Results of Simulated Period-End Closing screen is
displayed.
3 Enter Selection Criteria On the Delete Results of Simulated Period-End Closing screen, enter the following data and The following message is displayed:
for Test Run choose Execute: xx simulated results deleted for key date
Securities: <select this checkbox> (the date on which the reversal takes
place).
OTC Transactions: <deselect this checkbox>
Valuation Area: leave bank, or enter specific valuation are, for example, US0
Product Type: for example,02A
Sec. Class ID Number: for example, <Security class ID number(s) for which
Simulated Valuation has been executed>, for example, MMF_US1
Security Account: for example, <Securities account(s) for which valuation
has been executed>, for example, DE_MMF
Simulation Date: for example, <the date on which the reversal should
takes place>
4 Enter Selection Criteria Go back to the initial screen of this app. The following message is displayed:
for Production Run On the Delete Results of Simulated Period-End Closing screen, change the following data and simulated results deleted for key date (the
choose Execute: date on which the reversal takes place).
5.7 Rebate Reinvestment
Test Administration

Purpose PUBLIC 127
Purpose
When you get rebate as reinvestment, an entry into the system is required to update the securities position. Rebate reinvestment is only supported with product type 02A Money Market Fund.
If the granted rebate reinvestment is reversed, another entry with transaction type 400 is required to update the securities position.
Prerequisite

Procedure

Step # Comment
played.
Fiori App Initial screen is displayed.
3 Enter Data on On the Create Security Transaction: Initial screen, enter the following data and choose Enter: The Create Security Transaction:
Initial Screen Company Code: for example, 1710 Structure screen is displayed.

Tab Structure In the Position area,

Purpose PUBLIC 128
Step # Comment
General Valuation Class: choose an appropriate General Valuation Class (GVC), for example, 30 Cash equivalents
FVOCI, because floating-NAV MMF needs to mark to the latest floating NAV (security price), so it is evaluated at fair value through
P/L or OCI from the accounting perspective.
Position Value Date: for example, <the current date>

Calculation Date: for example, <the current date>
Payment Date: for example, <the current date>
Number of Units: for example, 1000

tion

Indicator
5.8 Security Account Transfer
Test Administration

Purpose PUBLIC 129
Purpose
In this step, you transfer the money market fund position to the new security account.
Prerequisite
You have purchased a money market fund transaction.

A new security account has been created.
Procedure
# Comment
1 Log On Log on to the SAP Fiori launchpad as a Treasury Spe- The SAP Fiori launchpad is displayed.
cialist - Back Office.
2 Access the SAP Fiori App Open Execute Securities Account Transfer (FWDU). The Securities Account Transfer: Initial screen is displayed.
3 Enter Selection Criteria for Secu- On the Securities Account Transfer: Initial screen, enter The Securities Account Transfer: Edit screen is displayed.
rities Account Transfer the following data and choose Execute:
Security ID: for example, for example, MMF_US1
Source Sec. Account: for example, for example,
US_MMF
Pos. Value Date: for example, <the current
date>
4 Enter Detailed Data for Securities On the Securities Account Transfer: Edit screen, enter The screen Information Overview is displayed. If red traffic light exists, click on it and check the
Account Transfer the following data and choose Save: error message. Solve the issue and perform test run again until there is no error.
Target Sec.Acct: for example, US_MMF1 You can check the posting information by choosing Logs + Messages.
Nominal Amount: for example, 100000
Pos. Value Date: for example, <the current
date>
Calc. Date: for example, <the current date>
Document Date: for example, <the current
date>

Purpose PUBLIC 130
# Comment
5 Review Logs Choose Messages and Log. Logs are reviewed.

On Information Overview dialog box, choose Posting
Log.
On Posting Log: Posted Business Transactions view,
you review the postings.

Purpose PUBLIC 131
Typographic Conventions
Type Style Description
Example Words or characters quoted from the screen. These include field names, screen titles, pushbuttons labels, menu names,
menu paths, and menu options.
Textual cross-references to other documents.
Example Emphasized words or expressions. www.sap.com/contactsap
EXAMPLE Technical names of system objects. These include report names, program names, transaction codes, table names, and
key concepts of a programming language when they are surrounded by body text, for example, SELECT and IN-
CLUDE.
Example Output on the screen. This includes file and directory names and their paths, messages, names of variables and parame-
ters, source text, and names of installation, upgrade and database tools.
Example Exact user entry. These are words or characters that you enter in the system exactly as they appear in the documenta-
tion.
<Example> Variable user entry. Angle brackets indicate that you replace these words and characters with appropriate entries to
make entries in the system.
EXAMPLE Keys on the keyboard, for example, F 2 or E N T E R .
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No part of this publication may be reproduced or transmitted in any form or
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Some software products marketed by SAP SE and its distributors contain
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These materials are provided by SAP SE or an SAP affiliate company for in-
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Money Market Mutual Fund Management (2UN_US) tion and notices.
Purpose PUBLIC 132

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Test Script

SAP S/4HANA - 29-09-22

Money Market Mutual Fund Management

Money Market Mutual Fund Management (2UN_US)

Money Market Mutual Fund Management (2UN_US)

Money Market Mutual Fund Management (2UN_US)

Money Market Mutual Fund Management (2UN_US)

2.1 System Access

Name (Role) ID (Role) Name (Launchpad Space) ID (Launchpad Space) Log On

Treasury Accountant SAP_BR_TREASURY_ACCOUNTANT Treasury Accountant SAP_BR_TREASURY_ACCOUNTANT

Treasury Risk Manager SAP_BR_TREASURY_RISK_MANAGER Treasury Risk Manager SAP_BR_TREASURY_RISK_MANAGER

Cash Manager SAP_BR_CASH_MANAGER Cash Manager SAP_BR_CASH_MANAGER

Administrator SAP_BR_ADMINISTRATOR Administrator SAP_BR_ADMINISTRATOR

Money Market Mutual Fund Management (2UN_US)

Project Financial Controller SAP_BR_PROJ_FIN_CONTROLLER Project Financial Controller SAP_BR_PROJ_FIN_CONTROLLER

2.3 Master Data, Organizational Data, and Other Data

Data Sample Value Details Comments

Company Code 1710

Business Partner 17537001

22G Create Business Partner for Treasury and Risk Management

2.4 Business Conditions

Scope Item Business Condition

Money Market Mutual Fund Management (2UN_US)

2.5.1 Create Business Partner

2.5.1.1 Maintain General Data for Business Partner

Customer project: Fill in the project-specific parts.

Test Case ID <X.XX> Testing Date:

Tester Name: Duration:

Money Market Mutual Fund Management (2UN_US)

Note Stay in the screen for subsequent steps.

Stay in the screen for subsequent steps.

Money Market Mutual Fund Management (2UN_US)

C/R: for example, US

2.5.1.2 Maintain Payment Details for Business Partner

Customer project: Fill in the project-specific parts.

Test Case ID <X.XX> Testing Date:

Tester Name: Duration:

Money Market Mutual Fund Management (2UN_US)

Test Test Step Name Instruction Expected Result Pass / Fail /

Money Market Mutual Fund Management (2UN_US)

Note If the following message displays, choose No.

Money Market Mutual Fund Management (2UN_US)

Customer project: Fill in the project-specific parts.

Test Case ID <X.XX> Testing Date:

Tester Name: Duration:

Money Market Mutual Fund Management (2UN_US)

2.5.1.4 Maintain Reporting Data in Company Code for Business Partner

Customer project: Fill in the project-specific parts.

Test Case ID <X.XX> Testing Date:

Tester Name: Duration:

Money Market Mutual Fund Management (2UN_US)

Business Partner: 17537001

Comp.Rel. reflects your relationship with the counterparty:

2.5.1.5 Maintain Additional Business Partner Roles

Customer project: Fill in the project-specific parts.

Test Case ID <X.XX> Testing Date:

Tester Name: Duration:

Money Market Mutual Fund Management (2UN_US)