Bank Analyzer in SAP

[former_member1359149]

What is Bank Analyzer ? Is it for Banking Companies only ?

[former_member1359149]

Dear Chandrasekhar ,

Thanks. There are two ways of creating exposures viz, manual and thru BAPI.First of all I want to know how to create exposures from feeder systems automatically ?

Regards

Vimal

[former_member1359149]

Dear Srikant ,

Thanks. Do you have any idea as to how exposure & hedge management is implemented in ECC6. We are not ab Banking Company. We are a manufacturing copmany having separate treasury department.

[Former Member]

Hi,

I havent worked on the same. But it will be available under FSCM in ECC 6.0.

regards

srikanth

[Former Member]

Dear Vimal,

Hedge Management is covered under Treasury and Risk Managment in ECC 6.0, which is under FSCM. Hedge Management in SAP comply with FAS 133 and IAS 39, where in Hedge Exposure is created and relationship is established with the Hedge Instrument. Finally Effectiveness test is carried out.

Please let me know what is your requirements based on that I can give you more information on Hedge Managemnet or Treasury and Risk Managment.

Regards,

Chandrasekhar Ija

[Former Member]

Hi Chandrasekhar,

I am working on a project wherein I have to do Hedge Management and Exposure Management.

My first question is do we need Market risk analyzer module to be implement to calculate effectiveness of a Hedge and the underlying?

Appreciate your help in this regard.

Kalyan

[Former Member]

Dear Kalyan,

Straight to the point, the process of settings for effectiveness test includes Define Calculation Types, Define Assessment Types and Define Hedge Strategies. When you see Define Calculation Types you require to assign evaluation type. Evalaution type is defined in the process of Market Risk Analyzer. Like same way there are also few requirements in to be mapped from MRA.

The config for Hedge Managment is given seperately. However we also need to do MRA required configs as per requirement.

I hope this analysis will give you an idea to set plan of action for your implementation.

Regards,

Chandrasekhar Ija

[Former Member]

Hi,

Bank Analyzer is basically created for catering Banking Needs. It runs on a separate server, Basically Bank Analyzer has been developed for Banks who has to comply Basel II norms. And what ever requirements need to be fulfilled in Basel II norms the same has been made available in Bank Analyzer.

regards

srikanth