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Re: sap treasury key date valuation

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Dear Krishna,

 

Please consult with your business team about the PMP(Position Management Procedure).

 

Its based on confirmation from your business team you can decide which method to be used.

 

Say for example for security valuation for bond my business team want to evaluate on Amortization  and Security valuation

 

So i have created same for net method with LAC( Please check which one fits your business requirement) Similarly for security they want Mark to market.

 

List of standard used PMP


 

1500    IFRS/MM: Hedge Accounting

1501    IFRS/TRA_MM: no amortisation / sec (P&L)

1502    IFRS/DTR_MM: no amortisation / sec (P&L)

1503    IFRS/TRA_MM: no amortisation / sec (P&L)

1504    IFRS/AFS_MM: no amortisation / sec (P&L)

1505    IFRS/AFS_MM: no amortisation / sec (P&L)

1506    IFRS/HTM_MM: no amortisation / sec (P&L)

1507    IFRS/HTM_MM: no amortisation / sec (P&L)

1508    IFRS/LOR_MM: no amortisation / sec (P&L)

1509    IFRS/LOR_MM: no Amortisation / sec (P&L)

1510    IFRS/OLI_MM: no Amortisation / sec (P&L)

1511    IFRS/OLI_MM: no Amortisation / sec (P&L)

1520    IFRS/MM: No Valuation

 

Hope this will resolve your issue.

 

Regards,

jain


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