SAP Treasury and Risk Management Essentials: Deals, Hedging, In-House Bank and Payments

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Treasury controls and test card

• Scope: product types, valuation areas (0L, 2L), company codes, banks, counterparties.
• Lifecycle per product: contract (FTR_CREATE), release, confirmation matching, settlement, posting (TBB1), valuation (TPM1), maturity.
• Separate users for dealer, back office and accounting in every test.
• Hand-calculate interest and accruals (act/360 vs 30/360) before running them.
• Market data: complete, accurate, right date; entry separated from valuation.
• Hedge accounting: documentation at inception; test each hedge type, effectiveness over two periods, and a dedesignation.
• In-house bank: POBO, COBO, intercompany transfer and a rejected payment per subsidiary, reconciled three ways.
• Payments: changed bank details and payments above limit need approval; test every channel end to end.
• Simulate two month-ends to see reversals and resets.
• Cutover: reconcile converted open positions per valuation area before revaluing.