SAP ABAP IMG Activity THMHRV_HR_STR (Define Hedge Strategies)
Hierarchy
☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ FIN-FSCM-TRM (Application Component) Treasury and Risk Management
     ⤷ CFM_CUST (Package) CFM Customizing: Cross-Application
IMG Activity
ID THMHRV_HR_STR Define Hedge Strategies  
Transaction Code S_KFM_86000180   IMG: Adjust Hedge Strategy 
Created on 20000728    
Customizing Attributes THMHRV_HR_STR   Define Hedge Strategy 
Customizing Activity THMHRV_HR_STR   Define Hedge Strategy 
Document
Document Class SIMG   Hypertext: Object Class - Class to which a document belongs.
Document Name THMHRV_HR_STR    

In this IMG activity you define the hedge strategy required to test the effectiveness of the hedging relationship. The hedge strategy comprises several parameters that determine how the effectiveness test is carried out. Apart from the assessment types, these parameters also include calculation types for the retrospective effectiveness assessment and the effectiveness measurement.

You must also specify how the ineffective part of the hedging relationship should be calculated:

  • Original procedure proposed in FAS 133, paragraph 30(b)
  • Procedure proposed by the Derivative Implementation Group (DIG), DIG G7, method 1

Furthermore, you can define whether the shortcut method should be used.

Requirements

You first need to define the assessment type and the effectiveness calculation type.

Activities

  1. Choose New Entries and create a new hedge strategy by assigning a numeric key and a name.
  2. Select an assessment type. The system provides a list of all the possible assessment types.
  3. Choose a calculation type for the retrospective effectiveness test. The system provides a list of all the possible calculation types.
  4. Choose a calculation type for the effectiveness measurement. The system provides a list of all the possible calculation types.
  5. If you want to use the shortcut method, set the corresponding indicator.
  6. Save your entries.

Business Attributes
ASAP Roadmap ID 204   Establish Functions and Processes 
Mandatory / Optional 2   Optional activity 
Critical / Non-Critical 1   Critical 
Country-Dependency A   Valid for all countries 
Assigned Application Components
Documentation Object Class Documentation Object Name Current line number Application Component Application Component Name
SIMG THMHRV_HR_STR 0 KFM0000010 Back Office 
Maintenance Objects
Maintenance object type C   Customizing Object 
Assigned objects
Customizing Object Object Type Transaction Code Sub-object Do not Summarize Skip Subset Dialog Box Description for multiple selections
THMHRV_HR_STR V - View SM30  
History
Last changed by/on SAP  20020327 
SAP Release Created in 462_10