ba50 release notes

8/11/2019 BA50 Release Notes

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Release notes as at BA50Release Notes



Copyright

Copyright(c) 2006 SAP AG. All rights reserved.

Neither this document nor any part of it may be copied or reproduced in any form or by any

means or translated into another language, without the prior consent of SAP AG. The informationcontained in this document is subject to change without notice.

SAP is a registered trademark of SAP AG.

All other products which are mentioned in this documentation are registered or not registeredtrademarks of their respective companies.



SAP System Table of Contents SAP AG

2.1 FS-BA Bank Analyzer 12.1.1 Architecture of Bank Analyzer (Changed) 1

2.1.2 FS-BA-DL Data Load 2

2.1.2.1 Data Load Layer (New) 2

2.1.3 FS-BA-SD Source Data 42.1.3.1 FS-BA-SD-PO Primary Objects 4

2.1.3.1.1 FS-BA-SD-PO-MSD Master Data 4

2.1.3.1.1.1 Archiving Options for Master Data Objects and Positions (Changed) 4

2.1.3.1.1.2 Modify BAPI for Position Master Data (New) 5

2.1.3.1.1.3 Customer-Defined Attributes for Template (Deleted) 5

2.1.3.1.2 FS-BA-SD-PO-TD Transaction Data 5

2.1.3.1.2.1 Check Bus. Transaction <-> Master Data Object Rel. (Changed) 5

2.1.3.1.2.2 Data Import Buffer for Business Transactions (New) 6

2.1.3.1.2.3 Primary Data Source for Accessing Business Transactions (New) 7

2.1.3.1.2.4 Generation of Technical Positions (Changed) 7

2.1.3.1.3 FS-BA-SD-PO-MKD Market Data 8

2.1.3.1.3.1 Complete Archiving of Generic Market Data (New) 8

2.1.3.2 FS-BA-SD-SDS Source Data Services 9

2.1.3.2.1 Delta Mode (New) 9

2.1.3.2.2 Filling OTS with Cash Flow Item Data and Special Fields for Condition 9

2.1.4 FS-BA-PM Processes and Methods 10

2.1.4.1 Accounting Scenarios (New) 102.1.4.2 FS-BA-PM-GM General Calculation and Valuation Methods 12

2.1.4.2.1 FS-BA-PM-GM-MAP Mapping and Manipulation Methods 12

2.1.4.2.1.1 Settings for the Determination of Cash Flows (Changed) 12

2.1.4.2.2 FS-BA-PM-GM-FVS Fair Value Server 12

2.1.4.2.2.1 Detail Log in pdf Format (New) 12

2.1.4.2.2.2 Forward Transactions and Options on Bonds in Gap Analysis (Changed) 12

2.1.4.2.3 FS-BA-PM-GM-AP Account Pooling 13

2.1.4.2.3.1 Online Detail Reporting (Extended) 13

2.1.4.2.3.2 Edit RDL Parameters (New) 14

2.1.4.2.3.3 Release Function for Runs (New) 14

2.1.4.2.3.4 Run Administration (Extended) 15

2.1.4.2.3.5 Define the Storage of Results (New) 16

2.1.4.2.3.6 Analyze Functions (New) 17

2.1.4.2.3.7 Compare RDB and RDL Field Lists (New) 17

2.1.4.2.3.8 Analyze Modules and Primary Data Sources (New) 18

2.1.4.2.3.9 Filter Settings for Messages (New) 18

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2.1.4.2.4 FS-BA-PM-GM-FL Free Lines 19

2.1.4.2.4.1 Online Detail Reporting (Extended) 19



2.1.4.2.4.4 Field Assignment for Results Data (Extended) 212.1.4.2.4.5 Run Administration (Extended) 21

2.1.4.2.4.6 Define the Storage of Results (New) 22

2.1.4.2.4.7 Analyze Functions (New) 23




2.1.4.2.5 FS-BA-PM-GM-CD Collateral Distribution 25



2.1.4.2.5.3 Field Assignment for Results Data (Extended) 26


2.1.4.2.6 FS-BA-PM-GM-DD Determination of Default 27

2.1.4.2.6.1 Changing the System Structure of the Module Editor (New) 27

2.1.4.2.6.2 Settings for Messages (Deleted) 28

2.1.4.2.6.3 Reorganization in the Data Processing Framework (New) 28

2.1.4.2.6.4 Reading of Multiple Timestamps (New) 29

2.1.4.2.6.5 Filter Settings for Messages (New) 302.1.4.3 FS-BA-PM-FC Flow Creation 30

2.1.4.3.1 New Characteristics for Impairment (New) 30

2.1.4.3.2 Hedge Indicator for Key Date Valuation Type (New) 31

2.1.4.3.3 FS-BA-PM-FC-FPP Financial Position Processes 32

2.1.4.3.3.1 Accrued Interest (New) 32

2.1.4.4 FS-BA-PM-HP Hedge Processes 32

2.1.4.4.1 FS-BA-PM-HP-HAW Hedge Accounting Workplace 32

2.1.4.4.1.1 Automatic Hedge Proposal Processing (New) 33

2.1.4.4.1.2 Consistency Check for Hedging Relationships (New) 33

2.1.4.4.1.3 Automatic Proposals for Hedging Instruments in PFV Hedging Relationship 34

2.1.4.4.1.4 Usability and Performance Improvements (New) 34

2.1.4.4.1.5 Versioning of Hedging Relationships in the Hedge Accounting Workplace 34

2.1.4.4.2 FS-BA-PM-HP-FVH Fair Value Effectiveness Test 35

2.1.4.4.2.1 Restart for Incomplete Runs (New) 35

2.1.4.4.3 FS-BA-PM-HP-CFH Cash Flow Hedge Analysis 36

2.1.4.4.3.1 Simplified Function for Cash Flow Hedge Analysis (New) 36

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2.1.4.4.4 FS-BA-PM-HP-PFV Portfolio Fair Value Hedge 37


2.1.4.5 FS-BA-PM-CR Credit Risk 37

2.1.4.5.1 FS-BA-PM-CR-CE Credit Exposure Calculation 372.1.4.5.1.1 Online Detail Reporting (Extended) 37

2.1.4.5.1.2 BAdI for the Calculation of Beta (New) 38

2.1.4.5.1.3 Counterparty Credit Risk Method (New) 39

2.1.4.5.1.4 Complex Key Figures (Changed) 39

2.1.4.5.1.5 Eligibility of Collateral (Extended) 43

2.1.4.5.1.6 Settings for the Internal Model Method (New) 43

2.1.4.5.1.7 Loss Given Default (Extended) 44

2.1.4.5.1.8 Basel II Master Data (New) 45

2.1.4.5.1.9 Calculation of Maturity M (Extended) 46

2.1.4.5.1.10 Netting (Extended) 46

2.1.4.5.1.11 Probability of Default (Extended) 46

2.1.4.5.1.12 Custom Process Parameters (Extended) 47

2.1.4.5.1.13 Storage of Results in the Results Data Layer (New) 47

2.1.4.5.1.14 Regulatory Settings (Extended) 48

2.1.4.5.1.15 Run Administration (Extended) 48

2.1.4.5.1.16 Settings for the Standardized Method (New) 49

2.1.4.5.1.17 Define the Storage of Results (New) 502.1.4.5.1.18 Analyze Functions (New) 51




2.1.5 FS-BA-RD Results Data 53

2.1.5.1 Aggregation (neu) 53

2.1.5.2 Archivierung (neu) 54

2.1.5.3 Ergebnisdaten-Framework (neu) 54

2.1.5.4 Externe Schnittstellen (neu) 55

2.1.5.5 Metadaten (neu) 56

2.1.5.6 Results Data Layer (neu) 57

2.1.5.7 User Interfaces (neu) 59

2.1.6 FS-BA-AN Analyt ics 61

2.1.6.1 G/L Account Posting in Closed Periods (New) 61

2.1.6.2 Accounting Scenarios (New) 61

2.1.6.3 FS-BA-AN-FSP Financial Statement Preparation 63

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2.1.6.3.1 FS-BA-AN-FSP-BP Balance Processing 63

2.1.6.3.1.1 Warning for Complex Merge Objects (Changed) 63

2.1.6.4 FS-BA-AN-HDB Historical Database 63

2.1.6.4.1 Changing the System Structure of the Module Editor (New) 63

2.1.6.4.2 BAPIs in the Historical Database (Changed) 642.1.6.4.3 Avoidance of Structure Mapping (New) 65

2.1.6.4.4 Structure for the Delta Read of HDB Data (Extended) 65

2.1.6.4.5 Settings for Messages (Deleted) 66

2.1.6.4.6 Reorganization in the Data Processing Framework (New) 66

2.1.6.4.7 Reading of Multiple Timestamps (New) 67

2.1.6.4.8 Filter Settings for Messages (New) 68

2.1.6.5 FS-BA-AN-DR Disclosure and Reporting 68

2.1.6.5.1 Settings for Messages (Deleted) 68



2.1.6.6 FS-BA-AN-RR Regulatory Reporting Interface 70

2.1.6.6.1 Define the Storage of Results (New) 70




2.1.6.6.5 Analyze Functions (New) 73

2.1.6.6.6 Analyze Modules and Primary Data Sources (New) 742.1.6.7 FS-BA-AN-LM Limit Manager 74

2.1.6.7.1 Business Partner Hierarchies in Limit Manager (New) 74

2.1.6.7.2 Primary Data Sources for Limit Data (New) 75

2.1.6.7.3 Selection of RDL Result Data (New) 76

2.1.6.7.4 Clearing of Reservations (New) 76

2.1.6.7.5 Review of Limits (New) 77

2.1.6.7.6 Review of Limit Reservations (New) 77

2.1.6.7.7 Single Commitments in Limit Manager (New) 78





2.1.6.8 FS-BA-AN-PA Profit Analyzer 81

2.1.6.8.1 Module Editor (Changed) 81

2.1.6.8.2 Authorization Object for the Derivation Tool (Changed) 81

2.1.6.9 FS-BA-AN-STA Strategy Analyzer 82

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2.1.6.9.1 Forward Transactions and Options on Bonds in Gap Analysis (Changed) 82

2.1.6.9.2 Separate Tables for the Interim Results of Valuation Subruns (New) 82

2.1.6.9.3 Restriction of the Evaluations in Gap Analyses (New) 83

2.1.6.9.4 Definition of the Package Size for Subruns in Parallel Processing 83

2.1.7 FS-BA-TO Tools 842.1.7.1 FS-BA-TO-RDB Result Database 84

2.1.7.1.1 Use of Characteristics to Read Data from the Result Database (RDB) 84

2.1.7.1.2 Separate Tables for the Interim Results of Valuation Subruns (New) 84

2.1.7.2 FS-BA-TO-AGT Aggregation Tool 85



2.1.7.2.3 Analyze Modules and Primary Data Sources (New) 86

2.1.7.3 FS-BA-TO-DPF Data Processing Framework 87

2.1.7.3.1 Authorization Object for the Data Processing Framework (New) 87

2.1.8 FS-BA-IF Infrastructure 87

2.1.8.1 XI Structure Mapping (New) 87

2.1.8.2 Characteristic Repository (Enhanced) 88

2.1.8.3 Key Figure Repository (Enhanced) 89

2.1.8.4 Servers for General Primary Data Sources (Changed) 89

2.1.8.5 FS-BA-IF-ERS Extraction and Reporting Services 90


2.1.8.5.2 Changing the System Structure of the Module Editor (New) 902.1.8.5.3 Structure for the Delta Read of HDB Data (Extended) 91



2.1.8.5.6 Generic Ad Hoc Reporting (New) 93

2.1.8.5.7 Generic BI Data Extraction (Extended) 93

2.1.8.5.8 Customizing for Generic BI Data Extraction (Extended) 94

2.1.8.5.9 DataSources and Open Hub Destination in Tool BI (New) 95


2.1.8.5.11 Analyze Modules and Primary Data Sources (New) 97

2.1.8.6 FS-BA-IF-CWS Communication and Worklist Services 97

2.1.8.6.1 Editing Primary Data Sources (Changed) 97

2.1.8.6.2 Primary Data Source for Accessing Business Transactions (New) 98

2.1.8.6.3 Central Timestamp Administration (New) 99

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2.2.10 FS-BP-BA Bus iness Partner for FS - Bank Analyzer 12.2.10.1 Aliases (Enhanced) 1

2.2.10.2 Financial Services Attributes (Enhanced) 1

2.2.10.3 Basel II Attributes (Enhanced) 2

2.2.10.4 Credit Standing Data (Enhanced) 32.2.10.5 Additional Data and Additional Information (Enhanced) 3

2.2.10.6 Changes in the IMG for SAP Business Partner for Financial Services 4

2.2.10.7 Role-Dependent Required Entry Field Check for the Business Partner 5

2.2.10.8 Release Restrictions (Changed) 5

2.2.10.9 Distribution of Business Partner Data Using SAP XI (New) 6

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2.1 FS-BA Bank Analyzer

2.1.1 Architecture of Bank Analyzer (Changed)

Use

From Release 5.0 the structure of Bank Analyzer (FS-BA) is based on the Integrated Finance and Risk Architecture (IFRA). The purpose of the Integrated Finance and Risk Architecture is to generateintegrated information that can be used for different purposes and to store this information centrally. Itshould do this independently of the analytical processes.

The orientation of Bank Analyzer towards IFRA has meant that the structure of Bank Analyzer haschanged. From Bank Analyzer Release 5.0 the structure comprises the Data Load Layer (DLL), SourceData Layer (SDL), the Process and Method Layer, the Results Data Layer (RDL) and the AnalyticsLayer, plus the Infrastructure and the Tools.

The new architecture of Bank Analyzer is reflected in the Application Component Hierarchy, theImplementation Guide, and the area menu. The section below contains a general overview of the newstructure. For a more detailed overview of the changes, see the documents attached to SAP Note 922476.

Application Component Hierarchy

- Data Load (FS-BA-DL)

- Source Data (FS-BA-SD)

- Processes & Methods (FS-BA-PM)

- General Calculation and Valuation Methods (FS-BA-PM-GM)

- Flow Creation (FS-BA-PM-FC) - Hedge Processes (FS-BA-PM-HP)

- Credit Risk (FS-BA-PM-CR)

- Result Data (FS-BA-RD)

- Analytics (FS-BA-AN)

- General Ledger Connector (FS-BA-AN-GL)

- Financial Statement Preparation (FS-BA-AN-FSP)

- Historical Database (FS-BA-AN-HDB)

- Disclosure and Reporting (FS-BA-AN-DR)

- Regulatory Reporting Interface (FS-BA-AN-RR)

- Limit Manager (FS-BA-AN-LM) - Profit Analyzer (FS-BA-AN-PA)

- Strategy Analyzer (FS-BA-AN-STA)

- Tools (FS-BA-TO)

- Infrastructure (FS-BA-IF)

In the same way as for the Application Component Hierarchy, the Implementation Guide and the areamenu were changed as follows:

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Implementation Guide (IMG)

- Basic Settings

- Source Data Layer

- Results Data Layer

- Infrastructure

- Processes and Methods

- Analytics

SAP Easy Access Menu

- Source Data Layer

- Processes and Methods

- Results Data Layer- Analytics

- Infrastructure

- Tools

See also

- For more information about the structure of Bank Analyzer and its components see the SAP Libraryfor Bank Analyzer.

- SAP Note 922476

- Release Information Results Data Layer (New) and Data Load Layer (New)

2.1.2 FS-BA-DL Data Load

2.1.2.1 Data Load Layer (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) the Data Load Layer (DLL) component allows you to loadsource data and results data from SAP NetWeaver Business Intelligence (BI) into the specific interfacesfor the Source Data Layer (SDL) or Results Data Layer (RDL) in the Bank Analyzer system. This is partof a joint ETL (extraction, transformation, load) process with which you can transfer the data from thecustomer-defined source systems into the Bank Analyzer system.

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- ExtractionThe system extracts the data from the operative systems (full load or delta load) and saves theextracted data in SAP NetWeaver BI. The data is saved in DataStore objects. The structure of theseDataStore objects corresponds to the data from the source systems.

- TransformationThe system transforms the extracted, operative data into an analytical format in SAP NetWeaver BIand saves the data as transformation results. The analytical format corresponds to the data format of the inbound interfaces for the Source Data Layer and the Results Data Layer.

- LoadingThe system loads the transformation results as InfoProviders from SAP NetWeaver BI into the Bank Analyzer system.

The Data Load Layer links the transformed data in SAP NetWeaver BI to the storage locations in theBank Analyzer system, reads the data from the InfoProviders of SAP NetWeaver BI, and calls the

relevant interfaces of the Source Data Layer and Results Data Layer.For more information about functions, restrictions, and processes, see the SAP Library under Bank

Analyzer -> Infrastructure -> Data Load Layer.

Effects on System Administration

You have an SAP NetWeaver BI system in which you can store transformation results in InfoProviders(DataStore objects). You define the relevant system landscape in Customizing under Define SystemLandscape for Bank Analyzer.

- If you store the transformation results in a tool BI that runs on the same system as the Bank Analyzer system, you can leave the Staging BI field (BI system from which the Data Load Layerreads) blank in the system settings.

- If you store transformation results in a different system to the Bank Analyzer system, then you haveto make an entry in the BI field.

Effects on Customizing

- You define a process chain that contains the DLL process category FS data load function inCustomizing under Define Loading Process in BI. For the variant, you store the export objectcategory, the relevant change pointers with their status, and the data that is dependent on the exportobject category (for example, template and template category).

- You define mapping between the field names in Bank Analyzer and the corresponding InfoObjectsin SAP NetWeaver BI, and also between parameters of the inbound interface in Bank Analyzer andInfoProviders in BI, in Customizing under Bank Analyzer -> Infrastructure -> Data Load ->

Default Mapping .

- You define an object-specific mapping of field names and parameters in Customizing under Bank Analyzer -> Infrastructure -> Data Load -> Special Mapping .

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- When the system maps key figures, it uses the assignments of InfoObjects to key figures that youhave defined in the IMG for Bank Analyzer under Key Figure Monitor. The system maps keyfigures belonging to the quantity and amount categories only if the unit has been specified. Thesystem maps key figures belonging to the percentage category only if the percentage is not zero.

- When the system maps key figure categories, it uses the assignments of key figure categories to keyfigures that you have defined in the IMG for Bank Analyzer under Edit Key Figure Categories andthen carries out the mapping in the same way as for the key figures.

- When the system maps characteristics, it uses the assignments of InfoObjects to characteristics thatyou have defined in the IMG for Bank Analyzer under Characteristic Monitor.

2.1.3 FS-BA-SD Source Data

2.1.3.1 FS-BA-SD-PO Primary Objects

2.1.3.1.1 FS-BA-SD-PO-MSD Master Data

2.1.3.1.1.1 Archiving Options for Master Data Objects and Positions (Changed)

Use

From Bank Analyzer Release 5.0 (FS-BA) the write programs for archiving master data objects andpositions have been enhanced by a further option, namely archive corrected versions only. The system

then archives all versions that are older than a date specified by the user, apart from the most recentversion for a business date.

This means that all updated versions at a business date are archived so that after you have run the deleteprogram for archiving, only the most recent version exists for each business date.

It is advisable to use this option if:

- Several versions for a business date are available in at least one case.

- Only the most recent version is correct.

- All other versions have either been corrected or are incorrect.

- The corrected versions are to be archived, to clean up the system for example.

Note that the versions archived with this option can still be read and become inaccessible only once theobject has been archived completely.

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2.1.3.1.1.2 Modify BAPI for Position Master Data (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) there is a BAPI for creating and changing position masterdata. You can find the new method MDModify for the Business Object PositionBA in the BAPIExplorer (on the SAP Easy Access screen by choosing Tools -> ABAP Workbench -> Overview -> BAPI Explorer ).

See also

For more information, see the documentation for the function module /BA1/BAPIF2_PMD_MODIFY.

2.1.3.1.1.3 Customer-Defined Attributes for Template (Deleted)

Use

From Bank Analyzer Release 5.0 (FS-BA) it is no longer possible to define customer attributes in additionto the standard attributes and the characteristics of the tool BI, or to include these in the templateconfiguration. To date, you have defined customer attributes as customer enhancements in Customizingfor Bank Analyzer by choosing Financial Database -> Primary Objects -> Master Data -> Templates -> Customer Enhancements .

2.1.3.1.2 FS-BA-SD-PO-TD Transaction Data

2.1.3.1.2.1 Check Bus. Transaction <-> Master Data Object Rel. (Changed)

Use

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2.1.3.1.2.3 Primary Data Source for Accessing Business Transactions (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) a server for business transactions is available in the system.You can use this server to set up a worklist from each dataset of business transactions. The new server forbusiness transactions has the following properties:

- Data source type: Worklist selection

- Data source category: Primary data source

- The server supports packaging

- The server supports packaging in parallel processes

- The server supports delta queries

- The attributes of the server are the business transaction class, item class, account category, andtemplate category.

- The server supports certain selection characteristics, deliverable characteristics, and granularity

characteristics, but does not support key figures.

See also

For more information about the data sources, see the IMG by choosing Bank Analyzer -> Infrastructure -> Communication and Worklist Services -> Data Sources -> Primary Data Sources -> EditPrimary Data Sources.

2.1.3.1.2.4 Generation of Technical Positions (Changed)

Use

As of Bank Analyzer (FS-BA) Release 5.0 you can generate technical positions in Customizing in a

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flexible way. You are affected by this function only if you generate technical positions for structuredproducts within the period.

If a position class is assigned to a business transaction class, the system generates technical positionswhen supplying business transactions. These technical positions only contain information that definespositions (no descriptive characteristics or key figures). The system usually derives definingcharacteristics and fixed fields for positions from business transactions using identical names.

To date, the system has generated one technical position for each node for structured products. At monthend, however, the customer is only interested in the position for the corresponding header that hasgenerated a third position since the defining characteristics of the other two positions are different.

Effects on CustomizingYou can exclude certain defining characteristics and fixed fields from this derivation when you generatetechnical positions by storing the characteristics in question in the assigned position class on the screen

Assignment of Non-Relevant Position Characteristics . You can find this in the Implementation Guide forBank Analyzer by choosing Source Data Layer -> Primary Objects -> Business Transactions -> Edit Business Transaction Class . Leave the field for technical position empty for characteristicsstored here.

You can now exclude the corresponding parent/child node of a structured product from the derivation forthe problem described above. Leave the fields for technical position empty. At month end the systemsupplies the correct position for the product and this can replace the technical positions as a new version.

2.1.3.1.3 FS-BA-SD-PO-MKD Market Data

2.1.3.1.3.1 Complete Archiving of Generic Market Data (New)

Use

From Bank Analyzer Release 5.0(FS-BA) the system can archive generic market data in full.

Generic market data uses the segmentation service (SGS) to store values for defining characteristics.When you save a generic market data class, the system automatically generates an SGS structure.

To date, when you have archived generic market data, the system has not deleted any segmentationservice data for generic market data to ensure direct read access to the archive (partial archiving). Withthe new complete archiving, the system writes the segmentation service data to an archive and thendeletes it (mapping of SGS structure to generic market data class). You can then reorganize the SGSstructure manually.

You use complete archiving if you set the complete archiving indicator for the archiving object

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BA1_F5_016 (generic market data) next to the generic market data area and the market data class whenyou write the variant that you have selected. You do this on the SAP Easy Access screen by choosingTools -> Administration -> Administration -> Data Archiving .

You can reorganize the corresponding structure for the segmentation service manually on the SAP Easy Access screen by choosing Bank Analyzer -> Tools -> Segmentation Service -> Reorganize Data of a Structure . You can find the technical name of the structure in the IMG under Edit Generic MarketData Class in the SGS Structure field on the detail screen for market data classes.

Effects on Existing Data

After the data has been fully archived, the archive can no longer be accessed directly from theapplication.

2.1.3.2 FS-BA-SD-SDS Source Data Services

2.1.3.2.1 Delta Mode (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) there is a delta mode that allows you to select or hidemodifications with the same key date when reading the delta for primary data sources.

Depending on which restriction for delta reading mode has been specified for the InfoSet, you can either:

- Carry out a delta query for all DataStore objects included in the InfoSet.

- Carry out a delta query for the leading DataStore object of the InfoSet as well as a key date queryfor dependent DataStore objects.

2.1.3.2.2 Filling OTS with Cash Flow Item Data and Special Fields for Condition

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Data (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) there are two new function modules for filling the OTS withdata; one for cash flow item data and one for special fields for condition data. You can use the functionmodules in the derivation strategy:

- /BA1/F1_API_CXS_CFI_GET (read cash flow data for OTS)The function module reads cash flow header information and information about individual cash flowitems (such as percentage, reference interest rate, markup/markdown on reference interest rate)when filling the OTS with data.

- /BA1/F1_API_CXS_FCC_SP_GET (read condition data (special fields) for OTS)The function module reads financial condition fields (such as name of the condition, validity periodfor the condition, amount of the amount item, percentage) when filling the OTS with data.


Create the function modules in the IMG for Bank Analyzer under Assign Function Modules.

See also

For more information about fields and import and export parameters, see the documentation for bothfunction modules.

2.1.4 FS-BA-PM Processes and Methods

2.1.4.1 Accounting Scenarios (New)

Use

Starting with Bank Analyzer (FS-BA) Release 5.0, the following two scenarios are available forAccounting:

- Subledger Scenario- Merge Scenario (Balance Analyzer)

Subledger Scenario

The subledger scenario is based on the Integrated Finance and Risk Architecture (IFRA). Accountingserves as the complete subledger for all financial instruments/transactions, including those whosevaluation (for example, according to IAS or US GAAP) does not differ from the valuation according tolocal GAAP. The completion of financial statements according to local GAAP is not a prerequisite in thesubledger scenario.

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The subledger is supplied with business transactions from the Source Data Layer. The financial positionprocesses write their results to the Results Data Layer. The Results Data Layer contains a link to ageneral ledger (for example SAP-FI), in which the balance sheet is created.

In the Implementation Guide (IMG) , you will find Accounting activities under Bank Analyzer -> BasicSettings -> Accounting-Specific Settings, as well as under Bank Analyzer -> Processes and Methods ->

Accounting Processes .

In the SAP Easy Access Menu , you will find Accounting activities under Bank Analyzer -> Processesand Methods -> Accounting Processes.

Merge Scenario

The merge scenario existed in the previous release; it was called Balance Analyzer. The completion of financial statements according to local GAAP is a prerequisite in the merge scenario. The merge scenarioprocesses financial instruments and transactions whose IAS valuation differs from their valuationaccording to local GAAP. The system uses the Merge component to transform data that complies withlocal GAAP to data that complies with IAS. The system creates a complete IAS balance sheet, includinga profit and loss statement, and notes.

The merge scenario is based on an architecture that uses data from the Source Data Layer. Accountingdoes not write its results to the Results Data Layer. Results from Accounting are read directly fromBalance Processing. The system then further processes this data.

For technical reasons, the following terms have been changed in Release 5.0:

- Accounting object type was changed to product type

- Accounting object group was changed to product type group

- Accounting object category was changed to product category

- Accounting object class was changed to financial position class In the Implementaion Guide (IMG) and in the SAP Easy Access Menu, you will find activities forAccounting under Bank Analyzer -> Analytics -> Accounting: Merge Scenario.


In the IMG activity Choose Accounting Scenario , you decide whether to use the merge scenario or thesubledger scenario. This decision is client-dependent and cannot be changed .

Note

For Balance Analyzer upgrades from Bank Analyzer Release 4.2 (or lower), the system automatically setsthe merge scenario.

See also

Subledger Scenario

- SAP Library under Bank Analyzer -> Processes and Methods -> Accounting Processes (Subledger Scenario)

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Merge Scenario:

- SAP Library under Bank Analyzer -> Analytics -> Merge Scenario (Balance Analyzer)

2.1.4.2 FS-BA-PM-GM General Calculation and Valuation Methods

2.1.4.2.1 FS-BA-PM-GM-MAP Mapping and Manipulation Methods

2.1.4.2.1.1 Settings for the Determination of Cash Flows (Changed)

UseFrom Bank Analyzer Release 5.0 (FS-BA) in Customizing you can activate or deactivate the cash flowdetermination manipulation method for each type of analysis.

See also

IMG activity Edit Method Environments

2.1.4.2.2 FS-BA-PM-GM-FVS Fair Value Server

2.1.4.2.2.1 Detail Log in pdf Format (New)

Use

From Release 5.0 of Bank Analyzers (FS-BA) you can display the detail log from the Fair Value Server inpdf format, and export this log.

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2.1.4.2.2.2 Forward Transactions and Options on Bonds in Gap Analysis(Changed)

Use

From Bank Analyzer Release 5.0 (FS-BA) the price calculator handles forward transactions and optionson bonds as follows: The price calculator returns not just the NPV of the forward or the option, but alsocalculates the forward price or the strike and the NPVs of the cash flows of the underlying.

This enables you to display the cash flows of the underlying in Strategy Analyzer.

2.1.4.2.3 FS-BA-PM-GM-AP Account Pooling

2.1.4.2.3.1 Online Detail Reporting (Extended)

Use

From Bank Analyzer Release 5.0 (FS-BA) online detail reporting contains the following new functions:- The architecture upon which the online detail reporting is based has been adapted to the new

concept of the Integrated Finance and Risk Architecture (IFRA) and is now completely integratedinto the postprocessing function.

- Online detail reporting uses internal variants so that you can call up the analyses again at a laterpoint in time. The system automatically saves the parameters that were used. Note, however, that theinternal variants are client-dependent.

- Previously, in the overview of data that was selected you were able to double click a bundle andstart the calculation process for this bundle. Now you can start the calculation by double clickingother objects (such as the contract) in the structure that is displayed.

- If you change the display mode (top right-hand part of the screen) from Display Eligible Collateral Only to Display All Collateral , on the tab pages you can display relationships for all financialtransactions. Previously the system displayed relationships for the eligible collateral only.

- Some tab pages contain the Complex Key Figure pushbutton, which you can use to display anoverview of the complex key figures that are used.

- Online detail reporting reflects enhancements made to the system regarding trading activities andthe Double Default Framework ( Standardized Method and Internal Model Method).

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- You can branch to online detail reporting from the overview of results objects (RDL view) bychoosing the Branch to Online Detail Reporting pushbutton. This enables you to start thecalculation again for individual bundles.

- In addition to Credit Exposure Calculation, you can use online detail reporting in Account Poolingand Determination of the Free Line. To start this function, on the SAP Easy Access screen choose

Bank Analyzer -> Processes and Methods -> General Calculation and Valuation Methods -> Account Pooling -> Online Detail Reporting for Account PoolingFree Line -> Online Detail Reporting for Determination of the Free Line

See also

For more information see the SAP Library under Bank Analyzer -> Processes and Methods -> GeneralCalculation and Valuation Methods -> Common Functions -> Online Detail Reporting or Bank Analyzer -> Processes and Methods -> Credit Risk -> Credit Exposure -> Online Detail Reporting .

2.1.4.2.3.2 Edit RDL Parameters (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) you can store results from Account Pooling, Determination of the Free Line, Facility Distribution, and Collateral Distribution as before in the Result Database (RDB) orin the Results Data Layer (RDL). If you want to store your results data in the RDL, you must enter theCustomizing settings required for this.


Edit Parameters of Results Data Layer

See also

Define Results Storage (New)

Field Assignment for Results Data (Extended)

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2.1.4.2.3.3 Release Function for Runs (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) run administration contains a release function for the followingruns:

- Account Pooling

- Determination of the Free Line

- Facility Distribution

- Collateral Distribution

For more information see the SAP Library for Bank Analyzer under Bank Analyzer -> Processes and Methods -> General Calculation and Valuation Methods -> Common Functions -> Run Administration .

2.1.4.2.3.4 Run Administration (Extended)

Use

From Bank Analyzer Release 5.0 (FS-BA) the run administration functions have been extended to takeinto account the storage of results in the Results Data Layer (RDL) as per the Integrated Finance and Risk Architecture (IFRA).

The overview in run administration informs you whether the results of a particular run were stored in theResults Data Layer (RDL) or the Result Database (RDB). If the results were stored in the RDL, theoverview displays the following information about the data in the RDL:

- Status of the result group

- Result data area

- Result type- Result group type

By double clicking a run you can branch to detailed information about the run. You can then use thefollowing pushbuttons:

- RDL Viewer : This enables you to navigate to an overview of the result objects of each level of thecalculation. You can choose this pushbutton only if the results of the selected run were stored in theRDL. In the overview of the result objects you can display more information about each resultobject, branch to online detail reporting, and change the status of a result object.

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Note: If the results are stored in the RDB, for Account Pooling and Determination of the Free Lineyou can choose the Detail Log pushbutton. In Credit Exposure, you can still use the Level 0, Level 1and Level 2 pushbuttons to display detailed information about the Credit Exposure run, as per the

level you select.- Time Stamp : This displays the timestamp collection.

- Additional RDL Information : This displays the RDL data for the run specified.

- Postprocessing : This displays information about postprocessing, such as the timestamp collectionand the selection characteristics).

See also

For more information see the section in the SAP Library for Bank Analyzer under:

Bank Analyzer -> Processes and Methods -> General Calculation and Valuation Methods -> CommonFunctions -> Run Administration.

Bank Analyzer -> Processes and Methods -> Credit Risk -> Credit Exposure -> Run Administration ->Special Features for Run Administration in Credit Exposure .

Fore more information about the storage of results data, see the Release Information Storage of Results(New).

2.1.4.2.3.5 Define the Storage of Results (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) you can use the new Integrated Finance and Risk Architecture(IFRA) to store results. In Customizing you define whether you want to use the new architecture, andwhether you want to store results in the Results Data Layer (RDL). You define where results are storedfor each client individually. Therefore, you can create one client in which you store results in the normalway in the Result Database (RDB) and another in which results are stored in the Results Data Layer(RDL). This makes the transition from the old architecture to the IFRA architecture smoother. Werecommend that in the long term you use the RDL to store results data.

The system contains the following reports that you can use to analyze your Customizing settings:

- Analyze Functions (New)

- Analyze Modules and Primary Data Sources (New)

- Compare RDB and RDL Field Lists (New)


If the standard setting is used, in the main client the system stores the results in the RDL. If, in the mainclient, you have already stored data in the RDB and want to continue using the RDB you must change thestandard setting from RDL to RDB in this client.

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Note that the standard setting is not applied when you upgrade the system or make a client copy. In thiscase, the target for the storage of results is not defined. Therefore you have to specify the required targetfor the client.

Effects on Data Transfer

It is not possible to migrate the results data already stored in the Result Database.


You enter the settings required in Customizing under Define Results Storage.

2.1.4.2.3.6 Analyze Functions (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) you can check the following functions to determine whichresults storage, Module Editor modules and primary data sources they use:

- Account Pooling

- Free Line

- Credit Exposure

- Generic BI Data Extraction

- Aggregation

- Regulatory Reporting Interface


You check the functions in Customizing under Analyzer Functions.

See also


2.1.4.2.3.7 Compare RDB and RDL Field Lists (New)

Use

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From Bank Analyzer Release 5.0 (FS-BA) you can compare the field lists in the Results Data Layer(RDL) with those in the Result Database (RDB).


You start the comparison of the field lists in Customizing under Compare RDB and RDL Field Lists.

See also


2.1.4.2.3.8 Analyze Modules and Primary Data Sources (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) you can determine in which of the following functions,including the Module Editor, particular modules and primary data sources are used:

- Account Pooling

- Free Line

- Credit Exposure


- Aggregation



You carry out this analysis in Customizing under Analyze Modules and Primary Data Sources.

See also


2.1.4.2.3.9 Filter Settings for Messages (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) for certain processes you can define which types of messages

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and which problem class the system is to store in run administration. You use filter variants to do this,which you can enter in the selection settings for the run. To improve system performance, you can set upa filter variant to exclude messages of the type Information , for example. Information messages would

then not be stored in the database or displayed in the logs in run administration.


You enter the settings required in Customizing for Bank Analyzers under Edit Filter Settings forMessages.

2.1.4.2.4 FS-BA-PM-GM-FL Free Lines


Use

From Bank Analyzer Release 5.0 (FS-BA) online detail reporting contains the following new functions:

- The architecture upon which the online detail reporting is based has been adapted to the newconcept of the Integrated Finance and Risk Architecture (IFRA) and is now completely integratedinto the postprocessing function.



- If you change the display mode (top right-hand part of the screen) from Display Eligible Collateral Only to Display All Collateral , on the tab pages you can display relationships for all financialtransactions. Previously the system displayed relationships for the eligible collateral only.

- Some tab pages contain the Complex Key Figure pushbutton, which you can use to display an

overview of the complex key figures that are used.

- Online detail reporting reflects enhancements made to the system regarding trading activities andthe Double Default Framework ( Standardized Method and Internal Model Method).

- You can branch to online detail reporting from the overview of results objects (RDL view) bychoosing the Branch to Online Detail Reporting pushbutton. This enables you to start thecalculation again for individual bundles.

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- In addition to Credit Exposure Calculation, you can use online detail reporting in Account Poolingand Determination of the Free Line. To start this function, on the SAP Easy Access screen choose

Bank Analyzer -> Processes and Methods -> General Calculation and Valuation Methods -> Account Pooling -> Online Detail Reporting for Account PoolingFree Line -> Online Detail Reporting for Determination of the Free Line

See also

For more information see the SAP Library under Bank Analyzer -> Processes and Methods -> GeneralCalculation and Valuation Methods -> Common Functions -> Online Detail Reporting or Bank Analyzer -> Processes and Methods -> Credit Risk -> Credit Exposure -> Online Detail Reporting .


Use




See also

Define Results Storage (New)Field Assignment for Results Data (Extended)


Use

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into account the storage of results in the Results Data Layer (RDL) as per the Integrated Finance and Risk Architecture (IFRA).



- Result data area

- Result type

- Result group type


- RDL Viewer : This enables you to navigate to an overview of the result objects of each level of thecalculation. You can choose this pushbutton only if the results of the selected run were stored in theRDL. In the overview of the result objects you can display more information about each resultobject, branch to online detail reporting, and change the status of a result object.Note: If the results are stored in the RDB, for Account Pooling and Determination of the Free Lineyou can choose the Detail Log pushbutton. In Credit Exposure, you can still use the Level 0, Level 1and Level 2 pushbuttons to display detailed information about the Credit Exposure run, as per thelevel you select.

- Time Stamp : This displays the timestamp collection.



See also



Bank Analyzer -> Processes and Methods -> Credit Risk -> Credit Exposure -> Run Administration ->

Special Features for Run Administration in Credit Exposure .Fore more information about the storage of results data, see the Release Information Storage of Results(New).


Use

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Effects on CustomizingYou enter the settings required in Customizing under Define Results Storage.


Use


- Account Pooling

- Free Line

- Credit Exposure


- Aggregation


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See also



Use




See also



Use

From Bank Analyzer Release 5.0 (FS-BA) you can determine in which of the following functions,

including the Module Editor, particular modules and primary data sources are used:- Account Pooling

- Free Line

- Credit Exposure


- Aggregation


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See also



Use

From Bank Analyzer Release 5.0 (FS-BA) for certain processes you can define which types of messagesand which problem class the system is to store in run administration. You use filter variants to do this,which you can enter in the selection settings for the run. To improve system performance, you can set upa filter variant to exclude messages of the type Information , for example. Information messages wouldthen not be stored in the database or displayed in the logs in run administration.

Effects on CustomizingYou enter the settings required in Customizing for Bank Analyzers under Edit Filter Settings forMessages.

2.1.4.2.5 FS-BA-PM-GM-CD Collateral Distribution


Use


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See also


Field Assignment for Results Data (Extended)


Use

From Bank Analyzer Release 5.0 (FS-BA) run administration contains a release function for the followingruns:

- Account Pooling

- Determination of the Free Line

- Facility Distribution

- Collateral Distribution

For more information see the SAP Library for Bank Analyzer under Bank Analyzer -> Processes and Methods -> General Calculation and Valuation Methods -> Common Functions -> Run Administration .

2.1.4.2.5.3 Field Assignment for Results Data (Extended)

Use

From Bank Analyzer Release 5.0 (FS-BA) you can store results from Determination of the Free Line,Facility Distribution, and Collateral Distribution as before in the Result Database (RDB) or in the ResultsData Layer (RDL). The field assignment for the RDL has been added to the function for handling thefield assignment for the RDB.

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Edit Field Assignment for Results Data Layer or Result Database

Check Module Editor for Field Assignments in RDL/RDB and Generate

See also



Use



You enter the settings required in Customizing for Bank Analyzers under Edit Filter Settings for

Messages.

2.1.4.2.6 FS-BA-PM-GM-DD Determination of Default

2.1.4.2.6.1 Changing the System Structure of the Module Editor (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) the selection function contains a Business Add-In (BAdI) thatyou can use to change the system structure of the Module Editor.

You can implement a BAdI for a given main module of a selection ID in order to change the content of system structures. This BAdI is delivered with the extension spot /BA1/R6_ENHANCEMENTSPOT_DP.


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You implement BAdIs in the following sections in Customizing:

- Extraction and Reporting Services (Generic BI Data Extraction and Generic Ad Hoc Reporting):

BAdI: System Structure of Module Editor- Determination of Default:

BAdI: System Structure of Module Editor

- Historical Database:BAdI: System Structure of Module Editor

- Regulatory Reporting Interface:BAdI: System Structure of Module Editor

- Limit Manager:BAdI: System Structure of Module Editor

2.1.4.2.6.2 Settings for Messages (Deleted)

Use

From Bank Analyzer Release 5.0 (FS-BA) the following Customizing functions are no longer available:

- Settings for messages in data processing (Determination of Default)

- Settings for messages in HDB processes (Historical Database)

- Enter settings for messages in data extraction processes (Disclosure and Reporting)

You should now use the function Filter Settings for Messages instead.


The existing Customizing for the settings for messages given above is no longer taken into account by theprocesses of the Data Processing Framework.

See also

Filter Settings for Messages (New)

2.1.4.2.6.3 Reorganization in the Data Processing Framework (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) the system contains the following functions that you can use inthe Data Processing Framework to delete temporary data and logs that you no longer need:

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Delete Temporary Data

Display and Delete Logs

To start these functions, on the SAP Easy Access screen choose Bank Analyzer -> Tools -> Reorganization </ -> Data Processing Framework -> Delete Temporary Data or -> Display and Delete Logs.

These functions are available in the following applications of the Data Processing Framework:


- Determination of Default

- Historical Database


- Limit Manager

They replace the following functions, which will not be supported further and so have been removedfrom the area menu:

Application Description Report

Determination of Default Reorganize Cluster Tables /BA1/R6_REP_DP_CLU_DE

Determination of Default Reorganize Aggregation Tables /BA1/R6_REP_DP_AGG_REORG_DFLT

Historical Database Reorganize Cluster Tables /BA1/R6_REP_DP_CLU_HDB

Historical Database Reorganize Aggregation Tables /BA1/R6_REP_DP_AGG_REORG_HDB

Historical Database Display Logs for HDB Runs /BA1/R6_JC_APPLOG_SHOW_HDB

Disclosure and Reporting Reorganize Cluster Tables /BA1/R6_REP_DP_CLU_BW

Disclosure and Reporting Reorganize Aggregation Tables /BA1/R6_REP_DP_AGG_REORG_BW

Disclosure and Reporting Display Logs for Disclosure and Reporting /BA1/R6_JC_APPLOG_SHOW_DR

Regulatory Reporting Interface Reorganize Cluster Tables /BA1/RS1_CLU_REORG_RR

Regulatory Reporting Interface Reorganize Aggregation Tables /BA1/RS1_AGG_REORG_RR

2.1.4.2.6.4 Reading of Multiple Timestamps (New)

Use

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From Bank Analyzer Release 5.0 (FS-BA) you can enter multiple timestamps for a run. For example, youcan enter different timestamps for the source data and results data for a run. The system contains a centralfunction for timestamp administration.

See also

Central Timestamp Administration (New)


Use




2.1.4.3 FS-BA-PM-FC Flow Creation

2.1.4.3.1 New Characteristics for Impairment (New)

Use

Starting with Bank Analyzer (FS-BA) Release 5.0, the following new descriptive characteristics areavailable for financial positions: /BA1/C55IMP_DT (Impairment Change Date) and

/BA1/C55IMP_VD (Impairment Validity) . You must add these characteristics to a financial position if you have assigned the characteristic /BA1/C55IMPAIR (Impairment Indicator) to a financial position.

These two characteristics are required to determine, for derivations, whether an impairment exists on the

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financial position date.

For derivations, replace the source characteristic /BA1/C55IMPAIR (Impairment Indicator) with /BA1/C55IMP_VD (Impairment Validity) . At runtime, the system uses the characteristics /BA1/C55IMPAIR (Impairment Indicator) and /BA1/C55IMP_DT (Impairment Change Date) todetermine the indicator /BA1/C55IMP_VD (Impairment Validity) .

See also

If you are using the subledger scenario:

- SAP Library under Bank Analyzer -> Processes and Methods -> Accounting Processes (Subledger Scenario) -> Create/Dissolve/Cancel Impairment .

If you are using the merge scenario:

- SAP Library under Bank Analyzer -> Analytics -> Merge Scenario (Balance Analyzer) -> Accounting -> Create/Dissolve/Cancel Impairment .

2.1.4.3.2 Hedge Indicator for Key Date Valuation Type (New)

Use

Starting with Bank Analyzer (FS-BA) Release 5.0, the following new indicator is available in the Define Key Date Valuation Type IMG activity: For Hedge Position . If you set this indicator, financialpositions involved in a hedging relationship are valuated, as part of the update of derived businesstransactions, using this key date valuation type. A financial position is considered to be involved in ahedging relationship if it fulfills the following criteria: It is in a hedging relationship or if it belongs to astructured position containing at least one position belonging to a hedging relationship.

To use the Hedge Accounting Workplace, you must use this indicator to define one key date valuationtype. This key date valuation type must be assigned to the Start of Day Position key date valuationclass.


In the Implementation Guide (IMG), choose Bank Analyzer -> Analytics -> Accounting: Merge Scenario-> Balance Analyzer -> After Generation -> Accounting -> Processing Business Transactions ->

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Processing Internal Business Transactions -> Key Date Valuation -> Define Key Date Valuation Type .

2.1.4.3.3 FS-BA-PM-FC-FPP Financial Position Processes

2.1.4.3.3.1 Accrued Interest (New)

Use

Starting with Bank Analyzer Release 5.0 (FS-BA), the new calculation step type Supply Dirty Price isavailable, in addition to the already existing calculation step types for supplying the clean price.

Method template 0P01 Purchase Interest-Bearing Securities and Method Template 0P05 Buy-Back Liability-Side Transaction T63 Posts expense attributed to reduced short position

T60 Posts expense attributed to increased long position

Procedure template 0P11 Sale Interest-Bearing Securities

T61 Posts revenue attributed to increased short position

T62 Posts revenue attributed to increased long position

See also

If you are using the subledger scenario:

- SAP Library under Bank Analyzer -> Processes and Methods -> Accounting Processes (Subledger Scenario) -> Calculation Management ->Calculation Methods -> Elementary Calculation Methods-> Accrued Interest.

If you are using the merge scenario:

- SAP Library under Bank Analyzer -> Analytics -> Merge Scenario (Balance Analyzer) ->

Accounting -> Calculation Management ->Calculation Methods -> Elementary Calculation Methods -> Accrued Interest.

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2.1.4.4 FS-BA-PM-HP Hedge Processes

2.1.4.4.1 FS-BA-PM-HP-HAW Hedge Accounting Workplace

2.1.4.4.1.1 Automatic Hedge Proposal Processing (New)

Use

Starting with Bank Analyzer (FS-BA) Release 5.0, the Hedge Accounting Workplace can automaticallyprocess hedge proposals generated during cash flow hedge analysis. The system generates a worklist forthe hedge proposals and stores it in a folder of your choice in the navigation structure of the HedgeAccounting Workplace. During the transfer of hedge proposals, these worklists are automatically filled,the hedge proposal is processed, and the relevant hedging relationships are given the status pending .

See also

The IMG activity Store Target Folder and Worklist Definition for Hedge Proposal Processing.

2.1.4.4.1.2 Consistency Check for Hedging Relationships (New)

Use

Starting with Bank Analyzer (FS-BA) Release 5.0, a consistency check is available for the custom fieldsof a hedging relationship. The system carries out the consistency check in the Hedge AccountingWorkplace if you have manually changed a hedging relationship and want to save your changes. Theconsistency check is designed to recognize, for hedging relationships, those changes that may impactsubsequent processes such as the fair value effectiveness test or the calculation of qualified positions.

See also

The IMG activity Assign Customer-Specific Fields to Consistency Groups.

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2.1.4.4.1.3 Automatic Proposals for Hedging Instruments in PFV HedgingRelationshi (New)

Use

Starting with Bank Analyzer (FS-BA) Release 5.0, a function is available, in the Hedge AccountingWorkplace, that allows you to generate automatic proposals for hedging instruments to be included inportfolio fair value hedging relationships. The system automatically distributes the proposed hedginginstruments among the time buckets of the maturity band.

See also

SAP Library under Bank Analyzer -> Processes and Methods -> Hedge Processes -> Hedge AccountingWorkplace .

2.1.4.4.1.4 Usability and Performance Improvements (New)

Use

Starting with Bank Analyzer (FS-BA) Release 5.0, the following changes have made to improve theusability and performance of the Hedge Accounting Workplace:

- When the Hedge Accounting Workplace is called up, a selection screen is displayed for thepreselection of the hedging relationships to be processed.

- The versions of a hedging relationship are displayed in the navigation structure of the HedgeRepository, and a graphical overview of the versions can be accessed via a menu item.

- The Hedge Accounting Workplace now includes tab pages for the display of logs, events,effectiveness test results, and time series for a hedging relationship.

- The Hedge Accounting Workplace now integrates reporting functions for hedging relationships andevents.

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2.1.4.4.3 FS-BA-PM-HP-CFH Cash Flow Hedge Analysis

2.1.4.4.3.1 Simplified Function for Cash Flow Hedge Analysis (New)

UseFrom Bank Analyzer Release 5.0 (FS-BA) the system contains a transaction that you can use to start thewhole cash flow hedge analysis process. In previous releases you had to create the valuation runs andaggregation runs separately, and schedule them. In the new function this is now done by the system.

To access this function, on the SAP Easy Access screen choose Bank Analyzer -> Processes and Methods-> Hedge Processes -> Cash Flow Hedge Analysis -> Run Administration -> Create and Schedule ->Start Cash Flow Hedge Analysis .

2.1.4.4.3.2 Restart for Incomplete Runs (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) you can restart runs for the fair value effectiveness test,portfolio fair value hedge, and cash flow hedge analysis that finished but are incomplete. The system then

determines the missing data. In the fair value effectiveness test and the portfolio fair value hedge, you usean indicator to define whether the system is to create a new version of the run in question, or whether itshould restart the incomplete run. In cash flow hedge analysis you can restart an incomplete run bychoosing it from a selection screen.

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2.1.4.4.4 FS-BA-PM-HP-PFV Portfolio Fair Value Hedge

2.1.4.4.4.1 Restart for Incomplete Runs (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) you can restart runs for the fair value effectiveness test,portfolio fair value hedge, and cash flow hedge analysis that finished but are incomplete. The system thendetermines the missing data. In the fair value effectiveness test and the portfolio fair value hedge, you usean indicator to define whether the system is to create a new version of the run in question, or whether it

should restart the incomplete run. In cash flow hedge analysis you can restart an incomplete run bychoosing it from a selection screen.

2.1.4.5 FS-BA-PM-CR Credit Risk

2.1.4.5.1 FS-BA-PM-CR-CE Credit Exposure Calculation


Use

From Bank Analyzer Release 5.0 (FS-BA) online detail reporting contains the following new functions:

- The architecture upon which the online detail reporting is based has been adapted to the newconcept of the Integrated Finance and Risk Architecture (IFRA) and is now completely integrated

into the postprocessing function.



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Edit Settings for Distribution Methods

2.1.4.5.1.3 Counterparty Credit Risk Method (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) you can use the following counterparty credit risk methods forsecurities financing transactions (SFT) and OTC derivatives:

- Mark-to-market method

- Standardized method (for OTC derivatives only)

- Internal model method

You can use the methods for the relevant netting agreements and for individual transactions that are notpart of netting agreements.


In IMG activity Edit Calculation Method you can define which method is to be the default method forSFTs, and which is to be used for OTC derivatives. You can define that the system is to behave as beforeby choosing the mark-to-market method.

You can also define whether this method is to be used only if the transaction itself does not contain amethod (partial use) or whether this method should be used regardless of which method is stored in thetransaction (not partial use).

In the IMG activities listed below you can enter additional settings for the method you selected:

- Define Custom Process Parameters

- Edit Regulatory Settings

- Edit Read Method for Counterparty Credit Risk

See also

- Settings for the Standardized Method (New)

- Custom Process Parameters (Extended)

- Regulatory Settings (Extended)

2.1.4.5.1.4 Complex Key Figures (Changed)

Use

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From Bank Analyzer Release 5.0 (FS-BA) changes have been made to the fields and substructures of theexisting complex key figures.

Effects on Data TransferComplex Key Figure /BA1/KX62CONTR

The changes made to the substructures and fields of complex key figure /BA1/KX62CONTR are shownin the tables below, which are listed by substructure.

Substructure BUPA

Field Name Description Status

FLG_PS_REG_FRMWRK Indicator: Collateral provider is subject to the regulation framework New

FLG_DI_LSR_ISSUED Indicator: Debt security that was issued has low specific risk New

Substructure CD


FLG_BASKET_CD Indicator: Basket credit derivative New

Substructure CONTRACT


FLG_IMM_EXP Indicator: Immaterial exposure New

PD_LGD_IRBADV_ADJ Option for adjusting the PD and LGD in the advanced IRB approachNew

OPT_LGD_ADJ_DDF Option for adjusting the LGD in the double default framework New

FLG_TRMT_DDF_ALLWD Indicator: Can be treated under the double default framework New

Substructure ELIGIBILITY


FLG_ELIG_FOR_DDF Indicator: Eligible for the double default framework New

FLG_MIN_REQ_DDF Indicator: Minimum requirements for the doubledefault framework were met New

Substructure NETTING


CCR_METHOD Method for calculating the EAD for counterpartycredit risk New

Complex Key Figure /BA1/KX62REL_CTR

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COEF_OF_CORREL Correlation coefficient New

FLG_SENIOR_LIEN Indicator: External senior lien NewFDB_LINK_TYPE Link type in the bundling service New

Complex Key Figures /BA1/KX62REL_C and /BA1/KX62REL_G


HAIRCUT_G Generic haircut New

FLG_ELIG_FOR_DDF Indicator: Eligible for the double default framework New

LGD_DDF Adjusted LGD in the double default frameworkNew

LGD_CLASS_DDF LGD class for adjusted LGD in the double defaultframework New

COEF_OF_CORREL Correlation coefficient New

FLG_BP_OF_SAME_GRP Indicator: Business partner belongs to the same groupNew

Complex Key Figure /BA1/KX62RESLT


CONS_ANNUAL_SALES Consolidated annual sales New

MATURITY_M Maturity M New

FLG_DDF_APPLIED Double default framework was applied New

Complex Key Figure /BA1/KX62CONST

Substructure CE_PRODUCT_CAT


NA_REPOLEND Netting agreement for repos and repo-styletransactions Deleted

NA_SEC_FIN_TRAN Netting agreement for securities financing transactionsNew

Substructure DIM_CR_DERIV (Dimension of credit derivative) Deleted

Field Name StatusFIRST Deleted

SECOND Deleted

ZERO Deleted

Substructure CCR_METHOD New


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CURRENT_EXPOSURE_METHOD Mark-to-market method New

STANDARDIZED_METHOD Standardized method New

INTERNAL_MODEL_METHOD Internal model method New

Substructure OPTION_DSR (option for treatment of direct settlement risk) New


IRB Treatment as in the IRB approach New

SA Treatment as in the standardized approach New

RW Standard risk weight New

Substructure OPT_LGD_ADJ_DDF (Option for adjusting the LGD in the double defaultframework) New


USE_LGD_OF_EXPOSURE Use the LGD of the exposure New

USE_LGD_OF_GUARANTEE Use the LGD of the guarantee New

Substructure PROD_CAT (Product category)


OTHER_DERIVATIVE Other derivatives Deleted

OTHER_OTC_DERIVATIVE Other OTC derivatives New

NON_OTC_DERIVATIVE Derivatives other than OTC derivatives New

OTHER_SEC_FIN_TRAN Other securities financing transactions New

Complex Key Figure /BA1/KX62PARAM

Substructure BANK


ALPHA_IMM Scaling factor alpha in the internal model method New

BETA_SCALING_FTR Scaling factor beta for the standardized method New

FLG_RW_IMM_EXP Indicator: Standard risk weight for immaterial exposures New

OPT_DIR_SETTL_RISK Option for the treatment of direct settlement risk in the IRB approachNew

FLG_COL_STD_ELIG Indicator: Eligibility of collateral in the standardized approach formaturity mismatch New

FLG_F_LGD_DSR_AIRB Indicator: Flat LGD for direct settlement risk in the advanced IRBapproach New

RCR_FACT_OPTION Option for the determination of the capital requirement factorDeleted

PD_LGD_IRBADV_ADJ Option for adjusting the PD and LGD in the advanced IRB approachDeleted

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2.1.4.5.1.6 Settings for the Internal Model Method (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) the system contains the internal model method in addition totwo other counterparty credit risk methods. For more information, see the Implementation Guide (IMG)for the relevant IMG activities.


The following IMG activities are of particular relevance for the internal model method:


- You enter the settings for the counterparty credit risk method you want to use in IMG activityDefine Calculation Methods.

- BAdI: Assignment of Characteristics and Key Figures

- You define scaling factor alpha for the internal model method in IMG activity Define CustomProcess Parameters.

The Fair Value Server is used to calculate maturity M in the internal model method. For a detailedexample that also describes which settings need to have already been made in Customizing, see the SAPLibrary under Bank Analyzer -> Processes and Methods -> Credit Risk -> Credit Exposure -> Credit

Exposure Calculation -> Counterparty Credit Risk Methods -> Example: Calculation of Maturity M inthe Internal Model Method .

See also

Counterparty Credit Risk Method (New)

2.1.4.5.1.7 Loss Given Default (Extended)

Use

From Bank Analyzer Release 5.0 (FS-BA) the following changes have been made to the calculation of the

loss given default (LGD):Direct Settlement Risk

In the Customizing for custom process parameters, if you define that the system is to calculate the directsettlement risk for an asset and to use the advanced IRB approach, then the system applies a value of 45% as the LGD of the exposure.

Standard Setting for Partial Use

If just a risk weight has been assigned to the exposure, in the calculation of the adjusted LGD atrelationship level for collateral under the IRB approach, for the LGD of the exposure the system uses a

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default value that is based on the type of the exposure. This feature was already implemented in Bank Analyzer 4.2.

Capital Deduction at Relationship Level

If there is a capital deduction, in the calculation of the adjusted LGD at relationship level, the system usesa value of 100% for the LGD of the exposure.

Adjusted LGD in the Double Default Framework

If you have set the Relevant for Double Default Framework indicator in the transaction, the systemcalculates the adjusted LGD at relationship level for the LGD of the guarantee or the LGD for theexposure in the double default framework.

2.1.4.5.1.8 Basel II Master Data (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) SAP provides the following fixed characteristics for masterdata:

- CCF class

- LGD class

- CCF segment ID

- LGD segment ID

- PD segment ID

- Pool ID

You can define the values of these characteristics in Customizing. For example, you can define that thesystem is to derive the segment ID of the PD from a PD value.


You define master data in the following IMG activities:

- Create CCF Class

- Create LGD Class

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- Create Segment ID for CCF

- Create Segment ID for LGD

- Create Segment ID for PD

- Create Pool ID

2.1.4.5.1.9 Calculation of Maturity M (Extended)

Use

From Bank Analyzer Release 5.0 (FS-BA) the calculation of maturity M has been extended to reflect therequirements of the double default framework. This means that maturity M can be calculated forcollateral, guarantees, and credit derivatives.

2.1.4.5.1.10 Netting (Extended)

Use

From Bank Analyzer Release 5.0 (FS-BA) the function for the netting of derivatives, repos andon-balance-sheet transactions has been extended so that maturity M can be calculated for periods of lessthan a year. The Maturity M Exception parameter is used to do this, which you can enter in thetransactions.

2.1.4.5.1.11 Probability of Default (Extended)

Use

From Bank Analyzer Release 5.0 (FS-BA) the calculation of the probability of default (PD) ahs beenchanged as follows:

Default Setting for Partial Use

If just a risk weight has been assigned to the exposure, in the calculation of the adjusted PD atrelationship level for a collateral under the IRB approach, the system uses a default value of 100% forthe PD of the exposure. This feature was already implemented in Bank Analyzer 4.2.

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Capital Deduction at Relationship Level

If there is a capital deduction, in the calculation of the adjusted PD at relationship level, the system uses a

value of 100% for the PD of the exposure.

2.1.4.5.1.12 Custom Process Parameters (Extended)

Use

From Bank Analyzer Release 5.0 (FS-BA) the custom process parameters contain the following newfields:

- Standard risk weight for immaterial exposures for direct settlement risk

- Scaling factor alpha for the effective expected positive replacement cost in the internal modelmethod (IMM) for counterparty credit risk

- Scaling factor beta for the standardized method for counterparty credit risk

- Eligibility of collateral in the standardized approach for maturity mismatch

- Flat LGD for direct settlement risk in the advanced IRB approach

The following fields are redundant, and are no longer available in the custom process parameters:

- Option for the calculation of the capital requirement factor

- Option for the adjustment of the probability of default (PD) and loss given default (LGD)


Define Custom Process Parameters

2.1.4.5.1.13 Storage of Results in the Results Data Layer (New)

Use

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From Bank Analyzer Release 5.0 (FS-BA) you can store results from Credit Exposure Calculation in theResults Data Layer (RDL). To do so, you must make the necessary run settings in Customizing.


You make the settings required for runs so that results are stored in the Results Data Layer in thefollowing IMG activities in the Customizing for Credit Exposure:

- BAdI: Assignment of Characteristics and Key Figures

- Define Run Types for Preliminary Runs

- Define Run Types

See also


2.1.4.5.1.14 Regulatory Settings (Extended)

Use

From Bank Analyzer Release 5.0 (FS-BA) the regulatory settings contain the following new fields:

- Threshold value for days past due for direct settlement risk

- Threshold value for investment grade rating

- Threshold value for high rating


Edit Regulatory Settings

2.1.4.5.1.15 Run Administration (Extended)

Use

From Bank Analyzer Release 5.0 (FS-BA) the run administration functions have been extended to takeinto account the storage of results in the Results Data Layer (RDL) as per the Integrated Finance and Risk

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Architecture (IFRA).



- Result data area

- Result type

- Result group type


- RDL Viewer : This enables you to navigate to an overview of the result objects of each level of thecalculation. You can choose this pushbutton only if the results of the selected run were stored in theRDL. In the overview of the result objects you can display more information about each resultobject, branch to online detail reporting, and change the status of a result object.Note: If the results are stored in the RDB, for Account Pooling and Determination of the Free Lineyou can choose the Detail Log pushbutton. In Credit Exposure, you can still use the Level 0, Level 1and Level 2 pushbuttons to display detailed information about the Credit Exposure run, as per thelevel you select.

- Time Stamp : This displays the timestamp collection.



See also



Bank Analyzer -> Processes and Methods -> Credit Risk -> Credit Exposure -> Run Administration ->Special Features for Run Administration in Credit Exposure .

Fore more information about the storage of results data, see the Release Information Storage of Results(New).

2.1.4.5.1.16 Settings for the Standardized Method (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) the standardized method is one of three counterparty credit

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methods that you can choose. For more information, see the Implementation Guide (IMG) for therelevant IMG activities.


The following IMG activities are of particular relevance for the standardized method:

- Edit CCF for Counterparty Credit Risk

- Edit Calculation Rules

- Assign Calculation Rules to Calculation Types

- BAdI: Calculation of Risk Positions


You define scaling factor beta for the standardized method in IMG activity Define Custom ProcessParameters. You enter the settings for the counterparty credit risk method you want to use in IMG activityDefine Calculation Methods.

See also

Counterparty Credit Risk Method (New)


Use



- Analyze Functions (New)- Analyze Modules and Primary Data Sources (New)




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Use


- Account Pooling

- Free Line

- Credit Exposure


- Aggregation




See also



Use

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See also



Use


- Account Pooling

- Free Line

- Credit Exposure


- Aggregation




See also



Use

From Bank Analyzer Release 5.0 (FS-BA) for certain processes you can define which types of messages

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and which problem class the system is to store in run administration. You use filter variants to do this,which you can enter in the selection settings for the run. To improve system performance, you can set upa filter variant to exclude messages of the type Information , for example. Information messages would

then not be stored in the database or displayed in the logs in run administration.



2.1.5 FS-BA-RD Results Data

2.1.5.1 Aggregation (neu)

Use

As of Bank Analyzer Release 5.0 (FS-BA) the system can aggregate related results data within a resultview in the Results Data Layer (RDL). If several result types are assigned to the result view, then thesystem can aggregate results data across several result types.

When an aggregation query is made, the system groups the data of the result view according to one ormore granularity characteristics. You can aggregate characteristics using the MIN or MAX aggregationfunctions, and you can aggregate key figures using the SUM, AVG, MIN, or MAX aggregation functions.You can use selection criteria to restrict the amount of results data that is to be aggregated.

In the results metadata, you can define granularity characteristics, as well as characteristics and keyfigures that are to be aggregated and their functions. You do this in aggregation levels. You can storeselection criteria in filters as appropriate. The aggregation levels and the filters are assigned to a resultview.

The preaggregation function creates aggregated results for an aggregation level and a filter, and savesthem permanently on the database. If a new aggregation query is made and one-dimensional versioningwith reversal is used, the saved, preaggregated data and the newer data from the underlying result view ismerged to provide up-to-date aggregated results (delta aggregation). You can run the preaggregation in

parallel. You can cancel incorrect preaggregation runs using the run administration function.

The RDL provides its own data source server. The primary data sources for this data source server referexplicitly to a result view or an aggregation level and can be used for aggregation queries without beingsaved permanently.

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You make settings for aggregation levels and filters in Customizing under Edit Data Structures in theResults Data Area .

You make settings for primary data sources in Customizing under Edit Primary Data Sources.

2.1.5.2 Archivierung (neu)

Use

As of Bank Analyzer Release 5.0 (FS-BA) , you can archive data in the Results Data Layer (RDL). To dothis, you first have to create the required archiving objects per result type.

This is necessary because the tables in which the results data is saved are also generated. However, toarchive, the system requires archiving objects that know the names of the relevant tables. In addition, theresult types differ in their business meaning, and so you need to be able to define different archivingsettings for each result type. You make the settings for archiving objects or create archiving objects in theIMG activity Edit Technical Settings in the Results Data Area.

The generated archiving objects are displayed for each result type in the IMG activity Edit DataStructures in the Results Data Area.

Apart from generating archiving objects, the system also generates write programs, delete programs, andreload programs that you can use in the Archive Administration transaction to archive results.

You can archive the results data using the Archiving Engine without calling the archive administrationtransaction. The archiving settings are automatically transferred to the Archiving Factory, which allowsarchiving to be run in parallel. For more information, see the documentation for these transactions.

There are two archiving objects for result types that use one of the following versioning schemata:Two-dimensional versioning , result group versioning , or one-dimensional versioning . The system usesone archiving object for archiving result versions. The other archiving object is used if the result is to becompletely archived and if all versions were archived first.

For single versioning with reversal , there is only one archiving object for each result type, as the systemalways archives one result complete with all of its versions in this case.

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2.1.5.3 Ergebnisdaten-Framework (neu)

Use

As of Bank Analyzer Release 5.0 (FS-BA) the Results Data Layer (RDL) provides a results dataframework. The results data framework is, for example, responsible for the versioning of results data.

You can assign a versioning schema to every result type in the IMG activity Edit Data Structures in theResults Data Area. All result data that is stored in a result type is subject to the assigned versioningschema. You cannot change this assignment. Depending on the result category, the system implementsnecessary restrictions.

The RDL supports four different versioning schemata:

- Single versioning: This schema is used in the aggregation levels only.

- One-dimensional versioning with reversal: A result always has one version only. You cannot makeany changes. You can reverse only the complete result.

- Two-dimensional versioning: A result can have several versions that can be differentiated by theirtimestamps and key dates. If you change a result, the system always generates a new version of theresult.

- Result group versioning: You can save a result several times because there can be several resultgroups for the same result type and the same key date. Results data from different result types canbe grouped under one result group.

If you want to access result data, the results data framework first determines the valid result group andthen the correct result within the result group.

2.1.5.4 Externe Schnittstellen (neu)

Use

As of Bank Analyzer Release 5.0 (FS-BA) the Results Data Layer (RDL) provides new interfaces fordifferent functions, such as the loading, and deletion or reversal of external results in results data areas.

- RFC interfaces:For uploading and deleting generic key date results (inbound)

- Application to application (A2A) interfaces: For uploading and reversing subledger

documents (inbound)- Application to application (A2A) interfaces: For transferring data to the general ledger (outbound)

For more information about external interfaces, see the SAP library for Bank Analyzer under: Results Data Layer -> Interfaces .


You generate RFC interfaces for result types of result category Generic Key Date Results in Customizingunder Edit Technical Settings in Results Data Area .

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You make the structure mapping settings in Customizing under the XI Structure Mapping node.

You make additional Customizing settings for the derivation strategy of XI structure mapping under the

node Derivation Strategy for XI Structure Mapping.You edit specific settings for using the XI services in the RDL of Bank Analyzer under the node Settingsfor XI Interfaces.

2.1.5.5 Metadaten (neu)

Use

As of Bank Analyzer Release 5.0 (FS-BA) , you can use the results metadata of the Results Data Layer(RDL) to define results data areas as logical data pools for semantically integrated and reconciled results.A results data area consists of several data storages (result types) that are independent of each other andsemantically complete. It prescribes a minimum number of characteristics (common dimensions) that allresult types must contain.

Result types have one or more result node types that determine the characteristics and key figures, as wellas the structure of the results. Each result type is based on a predefined result category, and each resultnode type is based on a predefined result node category. These categories predetermine specific semanticproperties of the results. These include that business transactions consist of a header, at least one flow,and for each flow exactly two flow components. They also include the minimum requirement of characteristics and key figures that must be available in the result node types.

Result views consolidate the data of one or more result types and allow you to restrict the visible

characteristics and key figures as required. An ad hoc view containing all characteristics and key figuresfor the result type exists automatically for each result type.

Aggregation levels group the data of a result view according to one or more granularity characteristics.To generate a result record for each group, they use the aggregation functions MIN, MAX, SUM, andAVG for key figures, and MIN and MAX for characteristics. Data that is aggregated in this wayrepresents an (artificial) result type and can be displayed as an ad hoc view. A data query triggers theaggregation, but it can also be run beforehand and saved. If a new data query is made - if the versioningschema permits this - , the saved, preaggregated data and the newer data from the underlying result viewis merged to provide up-to-date aggregated results (delta aggregation).


Basic Settings

These settings are required for every result type:

- Edit Results Data Area

- Edit Data Structures in Results Data Area

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- Edit Technical Settings in Results Data Area

Settings for Flow Results

These settings are required for result types of the categories Business Transaction and Imported Subledger Document only:

- Edit Business Transaction Types

- Edit Flow Types

- Edit Reversal Reasons

- Edit Intervals for Document Numbers

See also

Results Data Layer (New)

2.1.5.6 Results Data Layer (neu)

Short text

Results Data Layer (New)

Use

As of Bank Analyzer Release 5.0 (FS-BA) the Results Data Layer (RDL) is a component of Bank Analyzer. The RDL is the central data store for analytical key figures that are calculated in the Processesand Methods Layer. These calculations are based on the data in the Source Data Layer (SDL). The keyfigures of the RDL can still be used by the Analytics Layer for additional evaluations and processes.

The RDL has the following tasks:

- To support semantic integration and the consistency of results data

- To provide a framework for storing and managing results data uniformly

The semantic integration and the consistency of results data is supported by the architecture of the RDL.Result data areas are on the highest structural level of the RDL. Within a results data area, you canmodify result types that belong to result categories predefined by the system. You do this in Customizing.You can assign characteristics (for example, product, customer, and organization unit) to a results data

area as common dimensions. These characteristics are common to all result types of the area. Thisensures that there is a minimum common level of granularity for the results data. Each key figure can beassigned to one result type only and can therefore be stored only once in a results data area. There are twoclasses of results categories: Flow results and key date results. Flow results are flows from a receiver to asender. Key date results are key figure values for a key date.

The results data framework supports the flexible definition of new result categories by SAP. Thefollowing generic services for the result categories will also be provided:

- Different versioning schemata

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- Generic user interface for displaying results data

- Definition of flat result views of one or more (structured) result types

- Aggregation in result views

- Archiving that can be run in parallel


You make the required settings in Customizing under Bank Analyzer -> Results Data Layer.

See also

Metadata (New)

Results Data Framework (New)

User Interfaces (New)

Aggregation (New)

External Interfaces (New)Archiving (New)

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2.1.5.7 User Interfaces (neu)

Use

As of Bank Analyzer Release 5.0 (FS-BA) the Results Data Layer (RDL) provides the following new userinterfaces:

- Display of results data

- Import of subledger documents

- Display log of delivery- Display XML messages that were processed incorrectly- Reverse subledger documents

- Preaggregation of results- Run preaggregation- Run administration of preaggregation

Display of Results Data

When you display results data, the system generates an SAP List Viewer (ALV list) that shows the resultsin view format. Hierarchical data structures are then shown in a denormalized view. The list supports theusual options for navigating when displaying details for referenced objects (for example master data)within the Bank Analyzer environment.

By double-clicking on a line of the ALV list, you can navigate to a detail view of the result, whichprovides a hierarchical representation of the result.

The following entries are required to call the display of results data:

- Results Data Area

- Result View

- For single versioning: Result status

- For two-dimensional versioning: Key date from, key date to

- For result group versioning: Key date from, key date to Result Group Type, result group, status

- Scenario- Filter

- System time

- Restriction of the maximum number of hits

- Additional restrictions at characteristics level (depending on the result view)

Import of Subledger Documents

1. Display log of delivery

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The system displays standard application logs for the delivery of subledger documents. The followingentries are required to call the display of the logs:

- Subobjects of the application log- Call ID

- System time interval

2. Display XML messages that were processed incorrectly

The system displays data from the incorrect subledger documents. The following entries are required tocall the display of the logs:

- ID of the XI service

- Call ID

- System time interval

- Action (display or delete)

3. Reverse subledger documents

The system starts to reverse subledger documents using the delivery package. The following entries arerequired for the reversal:

- Results data area

- Result Type

- Delivery package of reversal

- Reversal reason

- Delivery package of the documents to be reversedPreaggregation of Results

1. Run preaggregation

The system starts to preaggregate the results. The following entries are required for the preaggregation:

- Results data area

- Aggregation levels

- Filter

- System time

- Scenario- Key date

- Result group

- Technical settings for parallel processing

2. Run administration of preaggregation

Run administration is used within preaggregation to delete terminated, inconsistent runs and thecorresponding data to allow preaggregation to be restarted.

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You select a run and you are given a detail display of the run data, where you can delete the run and theaggregated data. In addition, you can display the aggregated data of the run.

2.1.6 FS-BA-AN Analytics

2.1.6.1 G/L Account Posting in Closed Periods (New)

Use

Starting with Bank Analyzer (FS-BA) Release 5.0, you can, in the Merge Scenario, post manually to theG/L account during closed periods.


Choose Bank Analyzer -> Analytics -> Accounting: Merge Scenario -> Basic Settings -> AccountingSystems and Legal Entities -> Define Closing Phases . For more information, refer to the relevant IMGdocumentation.

See also

- SAP Library under Bank Analyzer -> Analytics -> Merge Scenario (Balance Analyzer) -> GeneralSettings/Applications -> Open and Close Posting Periods .

- SAP Library under Bank Analyzer -> Analytics -> Merge Scenario (Balance Analyzer) -> Accounting -> G/L Posting .

2.1.6.2 Accounting Scenarios (New)

Use

Starting with Bank Analyzer (FS-BA) Release 5.0, the following two scenarios are available forAccounting:

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- Subledger Scenario

- Merge Scenario (Balance Analyzer)

Subledger Scenario

The subledger scenario is based on the Integrated Finance and Risk Architecture (IFRA). Accountingserves as the complete subledger for all financial instruments/transactions, including those whosevaluation (for example, according to IAS or US GAAP) does not differ from the valuation according tolocal GAAP. The completion of financial statements according to local GAAP is not a prerequisite in thesubledger scenario.

The subledger is supplied with business transactions from the Source Data Layer. The financial positionprocesses write their results to the Results Data Layer. The Results Data Layer contains a link to ageneral ledger (for example SAP-FI), in which the balance sheet is created.

In the Implementation Guide (IMG) , you will find Accounting activities under Bank Analyzer -> Basic

Settings -> Accounting-Specific Settings, as well as under Bank Analyzer -> Processes and Methods -> Accounting Processes .

In the SAP Easy Access Menu , you will find Accounting activities under Bank Analyzer -> Processesand Methods -> Accounting Processes.

Merge Scenario

The merge scenario existed in the previous release; it was called Balance Analyzer. The completion of financial statements according to local GAAP is a prerequisite in the merge scenario. The merge scenarioprocesses financial instruments and transactions whose IAS valuation differs from their valuationaccording to local GAAP. The system uses the Merge component to transform data that complies withlocal GAAP to data that complies with IAS. The system creates a complete IAS balance sheet, includinga profit and loss statement, and notes.

The merge scenario is based on an architecture that uses data from the Source Data Layer. Accountingdoes not write its results to the Results Data Layer. Results from Accounting are read directly fromBalance Processing. The system then further processes this data.

For technical reasons, the following terms have been changed in Release 5.0:

- Accounting object type was changed to product type

- Accounting object group was changed to product type group

- Accounting object category was changed to product category

- Accounting object class was changed to financial position class

In the Implementaion Guide (IMG) and in the SAP Easy Access Menu, you will find activities for

Accounting under Bank Analyzer -> Analytics -> Accounting: Merge Scenario.


In the IMG activity Choose Accounting Scenario , you decide whether to use the merge scenario or thesubledger scenario. This decision is client-dependent and cannot be changed .

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Use





- Extraction and Reporting Services (Generic BI Data Extraction and Generic Ad Hoc Reporting):BAdI: System Structure of Module Editor

- Determination of Default:BAdI: System Structure of Module Editor




2.1.6.4.2 BAPIs in the Historical Database (Changed)

Use

From Bank Analyzer Release 5.0 (FS-BA) the following BAPIs in the Historical Database have beenreleased for customers:

Internal model ( InternalModelHDB )

- Transfer of data from the internal model to the HDB ( InternalModelHDB.AddNewVersion )

- Transfer of data from the complex model hierarchy to the HDB(InternalModelHDB.AddNewVersionComplex )

- Reading of a complex model hierarchy ( InternalModelHDB.GetHierarchy )

- Read data records for an HDB package ( InternalModelHDB.GetPackageDetail )

- Read HDB data packages by means of the selection ID(InternalModelHDB.GetPackageList )

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- Read HDB data packages by means of the primary or secondary data source(InternalModelHDB.GetPackageListFromPdsSds )

- Transfer of data from the HDB to internal models ( InternalModelHDB.InputWrite )HDB layer ( LayerHDB )

- Transfer of data from external systems to the HDB ( LayerHDB.AddData )

2.1.6.4.3 Avoidance of Structure Mapping (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) you can use indicator in the filter settings of BAdI /BA1/R6_INTERNAL_MDL to prevent the mapping of structures.

The indicator improves system performance. If you set the indicator, the data in theDATA_WITHOUT_MAPPING table is not converted to tables MODELINPUTCHARS andMODELINPUTKFS.


Edit Filter ID for BAdI for In-House Model Version

2.1.6.4.4 Structure for the Delta Read of HDB Data (Extended)

Use

From Bank Analyzer Release 5.0 (FS-BA) an additional structure is filled during the delta read process fordata stored in the Historical Database (HDB). This structure contains the following fields:

- Status field

- Valid from date

- Valid to date

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- Time point from

- Time point to

The generic BI data extraction function analyzes this extended structure during the generic deltaextraction process.

2.1.6.4.5 Settings for Messages (Deleted)

Use






Effects on Existing DataThe existing Customizing for the settings for messages given above is no longer taken into account by theprocesses of the Data Processing Framework.

See also


2.1.6.4.6 Reorganization in the Data Processing Framework (New)

Use



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To start these functions, on the SAP Easy Access screen choose Bank Analyzer -> Tools ->

Reorganization </ -> Data Processing Framework -> Delete Temporary Data or -> Display and Delete Logs.






- Limit Manager









Disclosure and Reporting Reorganize Aggregation Tables

/BA1/R6_REP_DP_AGG_REORG_BWDisclosure and Reporting Display Logs for Disclosure and Reporting

/BA1/R6_JC_APPLOG_SHOW_DR



2.1.6.4.7 Reading of Multiple Timestamps (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) you can enter multiple timestamps for a run. For example, you

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can enter different timestamps for the source data and results data for a run. The system contains a centralfunction for timestamp administration.

See also


2.1.6.4.8 Filter Settings for Messages (New)

Use




2.1.6.5 FS-BA-AN-DR Disclosure and Reporting

2.1.6.5.1 Settings for Messages (Deleted)

Use






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The existing Customizing for the settings for messages given above is no longer taken into account by theprocesses of the Data Processing Framework.

See also


2.1.6.5.2 Reorganization in the Data Processing Framework (New)Use





These functions are available in the following applications of the Data Processing Framework:- Generic BI Data Extraction




- Limit Manager









Disclosure and Reporting Reorganize Aggregation Tables

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/BA1/R6_REP_DP_AGG_REORG_BW





Use




2.1.6.6 FS-BA-AN-RR Regulatory Reporting Interface

2.1.6.6.1 Define the Storage of Results (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) you can use the new Integrated Finance and Risk Architecture(IFRA) to store results. In Customizing you define whether you want to use the new architecture, andwhether you want to store results in the Results Data Layer (RDL). You define where results are storedfor each client individually. Therefore, you can create one client in which you store results in the normalway in the Result Database (RDB) and another in which results are stored in the Results Data Layer

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(RDL). This makes the transition from the old architecture to the IFRA architecture smoother. Werecommend that in the long term you use the RDL to store results data.












2.1.6.6.2 Changing the System Structure of the Module Editor (New)

Use







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Use










- Limit Manager




Determination of Default Reorganize Aggregation Tables

/BA1/R6_REP_DP_AGG_REORG_DFLTHistorical Database Reorganize Cluster Tables /BA1/R6_REP_DP_CLU_HDB





Disclosure and Reporting Display Logs for Disclosure and Reporting

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/BA1/R6_JC_APPLOG_SHOW_DR




Use


See alsoCentral Timestamp Administration (New)

2.1.6.6.5 Analyze Functions (New)

Use


- Account Pooling

- Free Line

- Credit Exposure


- Aggregation


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See also


2.1.6.6.6 Analyze Modules and Primary Data Sources (New)

Use


- Account Pooling

- Free Line

- Credit Exposure


- Aggregation




See also


2.1.6.7 FS-BA-AN-LM Limit Manager

2.1.6.7.1 Business Partner Hierarchies in Limit Manager (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) you can use business partner hierarchies to generate limit

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utilizations and to create reports for them that are based on the hierarchy.

The prerequisite for this is that the corresponding relationships are available in the master data for thebusiness partner. In the limit type you can store the relationship category and the depth of the analysis sothat when you generate the utilizations the risks are displayed not just for the original business partner butalso for the business partners that are in the same corporate group. The risks are shown in proportion tothe relationship of the business partner within the group.

There is a new report, the Limit Utilizations: Business Partner Hierarchies report, which you can use toreflect the structure of a corporate group, and to display the limits and their utilizations for the businesspartners in this structure.

Effects on CustomizingYou enter the settings required in IMG activity Edit Limit Types.

2.1.6.7.2 Primary Data Sources for Limit Data (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) you can use primary data sources to select data from LimitManager. This makes it possible to use generic BI data extraction to extract data from Limit Manager.

The following servers are provided (separate servers for the generation of worklists and for the selectionof single records):

Limits:

Limits are selected for the combination of the limit area and limit type, which you choose under Attributes . You can also select results at limit item level by choosing Select Limit Items .

Limit utilizations (totals records):

The totals records for limit utilizations are selected for the combination of the limit area and limit type,which you choose under Attributes . You can also select their limits by choosing Select Limits .

Limit utilizations (single records):

The utilizations at single record level and their limit characteristics are selected for the combination of thelimit area and the determination method, which you choose under Attributes .

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You enter the settings required in IMG activity Edit Primary Data Sources.

2.1.6.7.3 Selection of RDL Result Data (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) you can use selection criteria to select results data in Bank Analyzer, in particular the results stored in the Results Data Layer. You can do so only if primary datasources can be used to select the data.

In Limit Manager, the Data Processing Framework is used to select data for the generation of theutilizations and for postprocessing. The Data Processing Framework makes it possible to bring togetherthe data from various data sources. By using the aggregation function, the level of detail (granularity) of the data can be changed.

This flexibility is reflected in how the data from Limit Manager is stored; for each determination methodyou can enter a key to define that data is to be stored at single record level. This means that the level of detail of data in Limit Manager does not necessarily have to be defined by the financial transaction. Thekey for results storage for Basel II can be used instead.

If selection criteria are applied to RDL data, in the ALV reporting for limit utilizations you can navigateto the RDL from the utilizations at single record level.


You enter the settings required in Customizing for Limit Manager under General Settings for DataSelection , and in IMG activity Edit Determination Methods.

2.1.6.7.4 Clearing of Reservations (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) you can reduce reservations or clear them completely in LimitManager by creating the financial transactions for which the reservations were intended. To do so, in therespective financial transactions you need to store the external ID of the reservation as an attribute.

Once you have generated the utilizations you can then use a report to analyze which reservations werecleared by which transactions, and which were reduced by the transactions.

You can define whether a reservation is to be cleared completely by a transaction or just reduced by it by

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system displays the Review Date and Review Recipient fields in the reservation.

The SAP Workflow is used to send the limits for review. You can branch from the workflow item to theprocessing mode for the reservation.


You enter the settings required in IMG activity Enter Basic Settings for Reservations.

2.1.6.7.7 Single Commitments in Limit Manager (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) you can store single commitments for certain transactions sothat they can be deducted either partially or completely from the utilization of the respective limits.

In the calculation of the limit utilization, you can deduct single commitments, display them as a message,or not take them into account at all. You enter this setting in the limit type. In order to be able to use thesingle commitment function, you have to activate it in the determination method first.


You enter the settings required in the following IMG activities:

Edit Derivation Methods

Edit Limit Types

Edit Basic Settings


Use


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Use





These functions are available in the following applications of the Data Processing Framework:- Generic BI Data Extraction




- Limit Manager

They replace the following functions, which will not be supported further and so have been removed

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from the area menu:


Determination of Default Reorganize Cluster Tables /BA1/R6_REP_DP_CLU_DEDetermination of Default Reorganize Aggregation Tables

/BA1/R6_REP_DP_AGG_REORG_DFLT










Use


See also


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Use


Effects on CustomizingYou enter the settings required in Customizing for Bank Analyzers under Edit Filter Settings forMessages.

2.1.6.8 FS-BA-AN-PA Profit Analyzer

2.1.6.8.1 Module Editor (Changed)

Use

From Bank Analyzer Release 5.0 (FS-BA) the following changes have been made to the module editor:

Enhancements in the Calculation Module, Derivation Module, and Function Module steps:

- The Refresh Fields function has been extended to include the Calculation Module, Derivation Module , and Function Module steps.

Enhancements in the test environment:

- In the test environment, you can display a detailed log for each step, and therefore also for thecalculation module, by clicking the secondary mouse button.

- You can use the variant manager to display, edit, delete, and re-use variants.

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2.1.6.8.2 Authorization Object for the Derivation Tool (Changed)

Use

From Bank Analyzer Release 5.0 (FS-BA) the following authorization objects have been replaced:

- Instead of F_BA_P4_AT Authorization for Source Fields and Target Fields in Rule Entries in thederivation tool, you should now use authorization object F_BA_P4_01.

- Object F_BA_P4_RUL Authorization for the Derivation Rule of the Derivation Tool has beenreplaced by F_BA_P4_02.

Effects on System Administration

On the SAP Easy Access screen choose Tools -> Administration -> User Maintenance -> Role Administration -> Role . Then under Authorization adjust the authorization objects accordingly.

2.1.6.9 FS-BA-AN-STA Strategy Analyzer

2.1.6.9.1 Forward Transactions and Options on Bonds in Gap Analysis(Changed)

Use

From Bank Analyzer Release 5.0 (FS-BA) the price calculator handles forward transactions and optionson bonds as follows: The price calculator returns not just the NPV of the forward or the option, but alsocalculates the forward price or the strike and the NPVs of the cash flows of the underlying.

This enables you to display the cash flows of the underlying in Strategy Analyzer.

2.1.6.9.2 Separate Tables for the Interim Results of Valuation Subruns (New)

Use

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From Bank Analyzer Release 5.0 (FS-BA) the system saves the interim results from the valuation subrunsin Strategy Analyzer in separate database tables. You can delete this data if required. SAP uses thefollowing tables for interim results:

- /BA1/R4_EV_GAP_S (gap analysis in Strategy Analyzer)

- /BA1/R4_EV_PV_S (NPV analysis in Strategy Analyzer)

- /BA1/R4_CASHF_S (cash flow hedge analysis)

In previous releases, the interim results were stored in the same database tables as the aggregated finalresults. If the volume of data was large, this led to performance problems when data was being deleted,for example.

Note: You can use reports /BA1/R5_DELETE_SWAP_PACKAGES_S and /BA1/R5_DELETE_SWAP_PACKAGES to delete the data.

2.1.6.9.3 Restriction of the Evaluations in Gap Analyses (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) you can define which gap analyses are to be carried out in thevaluation run. You can also define whether the system considers the fixed-rate view or the capitalcommitment view, or both views.

See also

IMG activity Create Valuation Environment and Assign Market Data Set to Derivation Strategy

2.1.6.9.4 Definition of the Package Size for Subruns in Parallel Processing(Changed)

Use

From Bank Analyzer Release 5.0 (FS-BA) in Strategy Analyzer you can define for each valuation subrun

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how many transactions the system is to select in parallel processing.

In previous releases you could define the size of packages for parallel processing for valuation runs only.This setting then applied for the subruns as well.

2.1.7 FS-BA-TO Tools

2.1.7.1 FS-BA-TO-RDB Result Database

2.1.7.1.1 Use of Characteristics to Read Data from the Result Database (RDB)

Use

From Bank Analyzer Release 5.0 (FS-BA) applications that use the Result Database (RDB) can definefield catalogs and use characteristics to read data that was archived more efficiently.

The applications and RDB clients can use the following Application Programming Interfaces (API):

- /BA1/R4_API_PTYP_CREATE_FCATThe system creates a field catalog that is based on a generated RDB package type or a list of characteristics.

- /BA1/R4_API_PTYP_DELETEThe system deletes a package type and the field catalog generated for it.

2.1.7.1.2 Separate Tables for the Interim Results of Valuation Subruns (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) the system saves the interim results from the valuation subrunsin Strategy Analyzer in separate database tables. You can delete this data if required. SAP uses thefollowing tables for interim results:

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- /BA1/R4_EV_GAP_S (gap analysis in Strategy Analyzer)

- /BA1/R4_EV_PV_S (NPV analysis in Strategy Analyzer)

- /BA1/R4_CASHF_S (cash flow hedge analysis)

In previous releases, the interim results were stored in the same database tables as the aggregated finalresults. If the volume of data was large, this led to performance problems when data was being deleted,for example.

Note: You can use reports /BA1/R5_DELETE_SWAP_PACKAGES_S and /BA1/R5_DELETE_SWAP_PACKAGES to delete the data.

2.1.7.2 FS-BA-TO-AGT Aggregation Tool


Use









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Use


- Account Pooling

- Free Line

- Credit Exposure


- Aggregation




See also



Use


- Account Pooling

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- Free Line

- Credit Exposure


- Aggregation




See also


2.1.7.3 FS-BA-TO-DPF Data Processing Framework

2.1.7.3.1 Authorization Object for the Data Processing Framework (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) you can check the selections made in the Data ProcessingFramework against authorization object F_BAR6_GRP. The check fields are:

- Application of the Data Processing Framework

- Selection group

- Selection ID


Add the authorization object to the existing user roles.

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2.1.8 FS-BA-IF Infrastructure

2.1.8.1 XI Structure Mapping (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) you can use XI structure mapping in the form of inbound andoutbound mapping.

This is a tool for using the XI services that are provided as of Bank Analyzer Release 5.0 . These servicesare for importing and reversing subledger documents in Bank Analyzer (inbound) and sending generalledger documents from Bank Analyzer (outbound).

As part of the inbound mapping, this tool converts the XML documents received into flat structures thatcan be used throughout Bank Analyzer.

As part of the outbound mapping, the tool converts flat Bank Analyzer structures to XML documents forsending.

2.1.8.2 Characteristic Repository (Enhanced)

Use

From Bank Analyzer Release 5.0 (FS-BA) there are the following changes in the characteristicrepository:

- New fixed characteristics based on InfoObjects

- New fixed characteristics with the Analysis Object role

- SAP also supplies new fixed technical characteristics and fixed standard characteristics

For more information about characteristics in the characteristic repository, see the SAP Library under Bank Analyzer -> Basic Settings -> Characteristic Repository.

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2.1.8.3 Key Figure Repository (Enhanced)

Use

From Bank Analyzer Release 5.0 (FS-BA) there are the following changes in the key figurerepository:

- New unit categories:

- 05 general unit for quantities

- 98 generic unit category

- New technical category 04 (number without unit) with the key figure categories:

- INTEGER ADDITIVE (cumulative number)

- INTEGER NOT ADDIT (non-cumulative number)

- SAP also supplies new visible and invisible SAP key figures

For more information about key figures in the key figure repository, see the SAP Library under Bank Analyzer -> Basic Settings -> Key Figure Repository.

2.1.8.4 Servers for General Primary Data Sources (Changed)

Use

From Bank Analyzer Release 5.0 (FS-BA) the following changes have been made to editing servers forgeneral primary data sources:

- It is now possible to conduct a delta read for general primary data sources, as long as the serversupports this function.

- You can select objects using the primary object status, as long as the server supports this function.

- You can use the specific aggregation procedure for the primary objects, as long as the serversupports this function.

- When you display the server there is a new field for the ID of the data reading group.

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2.1.8.5 FS-BA-IF-ERS Extraction and Reporting Services


Use














Use

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2.1.8.5.3 Structure for the Delta Read of HDB Data (Extended)

Use

From Bank Analyzer Release 5.0 (FS-BA) an additional structure is filled during the delta read process fordata stored in the Historical Database (HDB). This structure contains the following fields:

- Status field

- Valid from date

- Valid to date

- Time point from

- Time point to

The generic BI data extraction function analyzes this extended structure during the generic deltaextraction process.

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Use










- Limit Manager













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Use


See also


2.1.8.5.6 Generic Ad Hoc Reporting (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) the system contains functions for generic ad hoc reporting.

To access these functions, on the SAP Easy Access screen choose Bank Analyzer -> Infrastructure -> Extraction and Reporting Services -> Generic Ad Hoc Reporting .


You enter the Customizing settings for generic ad hoc reporting under Bank Analyzer -> Infrastructure-> Extraction and Reporting Services -> Generic Ad Hoc Reporting .

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2.1.8.5.7 Generic BI Data Extraction (Extended)

Use

From Bank Analyzer Release 5.0 (FS-BA) the run administration functions can be used for generic BIdata extraction. These functions are:

- Run administration for BI data extraction

- Delete runs flagged for deletion

- Display deletion logs

These functions were previously assigned to the Disclosure and Reporting component. For moreinformation, see the SAP Library under Bank Analyzer -> Infrastructure -> Extraction and ReportingServices -> Generic BI Data Extraction .


The Customizing for generic BI data extraction has been added to the General Settings for Data Selection section. You access these settings by choosing Bank Analyzer -> Infrastructure -> Extractionand Reporting Services -> Generic BI Data Extraction -> General Settings for Data Selection. Thesefunctions were previously assigned to the Disclosure and Reporting component.

The system also contains the new IMG activity Open Hub Destination and Transformation . For moreinformation see the Release Information Open Hub Destination and Transformation in Tool BI (New).

2.1.8.5.8 Customizing for Generic BI Data Extraction (Extended)

Use

From Bank Analyzer Release 5.0 (FS-BA) the Data Processing section has been added to the IMGactivity Generic BI Data Extraction . In the Data Processing section you can link a BI DataSource fromgeneric BI data extraction to the Customizing of the Data Processing Framework. You can also generate adelta load process.

Note that a BI DataSource can be defined from the perspective of characteristics and key figures or fromthe point of view of data processing. A BI DataSource defined for data processing must not contain anyentries for characteristics and key figures.

BI data extraction can be used in multiple clients. You can register a BI DataSource in multiple clients,but you can edit it in the main client only. The client in which you create the BI DataSource is consideredto be the main client. By choosing Set Main Client you can define that the current client is the mainclient.

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Generic BI Data Extraction

2.1.8.5.9 DataSources and Open Hub Destination in Tool BI (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) the system can provide Bank Analyzer data from the SourceData Layer (SDL) and the Results Data Layer (RDL) for external purposes. You can extract the data toTool BI and use the open hub destination to make the data available to a third-party tool.

BI DataSources for data extraction are generated on the basis of Customizing settings made in the Bank Analyzer core system. You replicate these settings to Tool BI in the IMG activity Generic BI DataExtraction. The function for generating DataSources has been extended. When you start the deltaextraction, delete data, or use parallel processing, you can now also specify the properties of theDataSource, along with selection group ID and selection ID (which groups together a primary data sourceof the category worklist and a secondary data source).

An InfoPackage, for which you created a replicated DataSource, is used to extract data from the RDL andSDL in the core Bank Analyzer system to the Persistent Staging Area (PSA) in local BI.

A open hub destination in local BI is used to provide data to the third-party tool. From SAP NetWeaver2004s, SP 6, the open hub destination has its own tree structure in the Data Warehousing Workbenchunder Modeling . This tree structure comprises InfoAreas. The open hub destination is integrated into thedata transfer process for BI. As for other BI objects, the data is transformed.

When you create the open hub destination in IMG activity Edit Open Hub Destination andTransformation, you can use the BI DataSource as a template. The fields of the DataSource are addedautomatically to the export structure of the open hub destination. You can also define addition fields forthe open hub destination by using InfoObjects or entering them. For each field in the export structure youdefine whether the values are to be mapped internally or externally. The open hub destination alsodefined whether the data are written to a database table or to a file.

From SAP NetWeaver 2004s, SP 6 the open hub destination can be used as the target for datatransformation and for a data transfer protocol (DTP). By using the open hub destination as the target you

create a transformation and a data transfer process. The source in each case is the replicated DataSource.The transformation converts the fields of the DataSource into the fields of the export structure of the openhub. The data transfer protocol (DTP) controls how data flows from the BI DataSource to the open hubdestination. External systems can use APIs from BI to read the data from the database table.

Two steps are required in order to make Bank Analyzer data available to an external system. TheInfoPackage replicates the data to the Persistent Staging Area in BI, and the DTP writes the data from thePersistent Staging Area to the target in the open hub destination. If you add both steps to a process chain,the external system can use an API from BI to start the whole process.

For more information about the open hub destination, transformation, DTP and process chain, see the

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SAP Library under SAP NetWeaver 2004s -> SAP NetWeaver by Key Capability -> Information Integration by Key Capability -> Business Intelligence -> Data Warehousing ->

- Data Distribution -> Open Hub Services

- Transformation

- Data Distribution -> Data Transfer Process

- Data Warehouse Management -> Process Chain


Before SAP NetWeaver 2004s, SP 6 the main object in the open hub service was the InfoSpoke. In BI,the InfoSpoke can still be used as the main object in the open hub service.


You call the Data Warehousing Workbench in Customizing by choosing Edit Open Hub Destination andTransformation.


Use


- Account Pooling

- Free Line

- Credit Exposure


- Aggregation




See also


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Use


- Account Pooling

- Free Line

- Credit Exposure

- Generic BI Data Extraction- Aggregation




See alsoDefine Results Storage (New)

2.1.8.6 FS-BA-IF-CWS Communication and Worklist Services

2.1.8.6.1 Editing Primary Data Sources (Changed)

Use

From Bank Analyzer Release 5.0 (FS-BA) the following changes have been made to editing primary datasources:

New functions:

- You can access the where-used list from the where-used list tree via a pushbutton.

- When you create a primary data source manually, the system checks the technical name.

- Under Areas, Characteristics, and Key Figures you can select application areas, characteristics, andkey figures, and assign these to the primary data source.

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The following fields are also displayed under General Data:

- Enhanced Data Structure

- ID of Data Reading Group as input field

- Server of Data Reading Group ID as display field

2.1.8.6.2 Primary Data Source for Accessing Business Transactions (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) a server for business transactions is available in the system.You can use this server to set up a worklist from each dataset of business transactions. The new server forbusiness transactions has the following properties:

- Data source type: Worklist selection

- Data source category: Primary data source

- The server supports packaging

- The server supports packaging in parallel processes

- The server supports delta queries

- The attributes of the server are the business transaction class, item class, account category, andtemplate category.

- The server supports certain selection characteristics, deliverable characteristics, and granularitycharacteristics, but does not support key figures.

See also

For more information about the data sources, see the IMG by choosing Bank Analyzer -> Infrastructure -> Communication and Worklist Services -> Data Sources -> Primary Data Sources -> EditPrimary Data Sources.

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2.1.8.6.3 Central Timestamp Administration (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) there is central administration for all timestamps in thesystem. This makes it easier to trace and check data that the system reads and results that it generates.

In each process run the system generates a timestamp record in which it stores a summarized version of timestamps for a data reading group. SAP sets the data reading groups and defines a data area for datathat is related from a business perspective and which is to be processed with the same timestamp.

The system accesses the timestamp records in the subsequent process steps.

In this way the system stores the relevant timestamp records as an identifier for all results data from theResults Data Layer component. This ensures that the system can find the correct version of the source

data that led to these results.

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2.2.10 FS-BP-BA Business Partner for FS - Bank Analyzer

2.2.10.1 Aliases (Enhanced)

Use

From Bank Analyzer Release 5.0 (FS-BA) the following methods of the BOR ObjectBusinessPartnerFS Business Partner Financial Services and the following Business Add-Ins(BAdIs) are availabe for you to process the aliases:

Methods

- FSAddAlias (Create Alias)

- FSChangeAlias (Change Alias)- FSGetAlias (Read Alias)

- FSRemoveAlias (Delete Alias)

BAdIs

- FSBP_ALIAS_ADD_BAPI (BAdI for FSAddAlias)

- FSBP_ALIAS_CHG_BAPI (BAdI for FSChangeAlias)

- FSBP_ALIAS_GET_BAPI (BAdI for FSGetAlias)

- FSBP_ALIAS_REM_BAPI (BAdI for FSRemoveAlias)

Aliases have also been added to the complex external interface of the business partner (structureBUS_EI_EXTERN).

See also

For detailed information about methods and BAdIs for aliases, see the relevant system documentation.

2.2.10.2 Financial Services Attributes (Enhanced)

Use

From Bank Analyzer Release 5.0 (FS-BA) you can process the following new attributes for the SAP Business Partner for Financial Services :

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Status tab page

You can now store the date of last customer contact in the business partner.

Control tab page

You can determine the print format for printing correspondence for the business partner.


We have also included corresponding fields in the relevant Business Application Programming Interfaces(BAPIs) for the business object FSBPBankAnalyzer and the complex external interface for the business partner .

2.2.10.3 Basel II Attributes (Enhanced)

Use

From Bank Analyzer Release 5.0 (FS-BA) there are two new indicators for analyzing companies andorganizations when calculating risks in accordance with Basel II:

- Issuer is subject to regulation framework

- Debt instrument of low specific risk was issued

You can find these Basel II attributes in the transaction for editing the business partner on the tab pageBank Analyzer Attributes under the Basel II section.


We have also included the corresponding indicators in the Business Application Programming Interfaces(BAPIs) FSBaselAttrGet (Read Basel II Attributes) and FSBaselAttrSet (Change Basel II Attributes) for the business object FSBPBankAnalyzer and the complex external interface for the business partner .

See also

For more information about the Basel II attributes, see the SAP Library under Primary Object Business Partner -> Functions -> SAP Business Partner -> Basel II Attributes.

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2.2.10.4 Credit Standing Data (Enhanced)

Use

From Bank Analyzer Release 5.0 (FS-BA) the following methods of the BOR ObjectBusinessPartnerFS Business Partner Financial Services and the following Business Add-Ins(BAdIs) are available for you to process credit standing data:

Methods

- FSGetCreditStanding (Read credit standing data)

- FSSetCreditStanding (Edit credit standing data)

With these methods you can read and edit only the following parts of credit standing data:

- Credit standing

- Status of credit standing information

- Affidavit and date of affidavit

- Initiation of bankruptcy proceedings and date of proceedings

- Foreclosure and date of foreclosure

BAdIs

- FSBP_CREDT_STANDNG_GET_BAPI (BAdI for FSGetCreditStanding)

- FSBP_CREDT_STANDNG_SET_BAPI (BAdI for FSSetCreditStanding)

The fields for credit standing data have also been added to the complex external interface of the business partner (structure BUS_EI_EXTERN).

See also

For detailed information about methods and BAdIs for credit standing data, see the relevant systemdocumentation.

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2.2.10.7 Role-Dependent Required Entry Field Check for the Business Partner(Changed)

Use

From Bank Analyzer Release 5.0 (FS-BA) the following change has been made to the role-dependent

required entry field check for the business partner:In all BP roles in which the communication language was set as a required entry field, the correspondencelanguage has now been set as a required entry field in its place.


You can use the report RFSBP_LANGU_CORR_FILL (fill correspondence language from communication language ) to transfer values from the communication language to the correspondencelanguage for all business partners belonging to the category Person . For more detailed informationabout this report, see the report documentation.

2.2.10.8 Release Restrictions (Changed)

Use

The following functions are not released for Bank Analyzer Release 5.0 (FS-BA) :

- Cleansing tool to remove duplicate data

- Function for deleting business partners without archiving first

- Easy Enhancement Workbench (EEW) for enhancing the business partner

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2.2.10.9 Distribution of Business Partner Data Using SAP XI (New)

Use

From Bank Analyzer Release 5.0 (FS-BA) you can also send and receive Financial Services data forthe business partner using the SAP Exchange Infrastructure (SAP XI). This also makes it possible toexchange data for Financial Services attributes with other systems.

You can exchange the following Financial Services tables using the SAP Exchange Infrastructure:

- BP001 FS-Specific Attributes

- BP1010 Credit Standing Data (apart from rating information)

- BKK21 Business Partner Aliases

- BP1012 Ratings

- BP1030 Business Partner Regulatory Reporting Data

- BUTOBANK Business Partner: Bank Data

- BP011 Employment Data

- BP021 Fiscal Year Information


To replicate data for the SAP Business Partner for Financial Services , carry out the IMG activityActivate Function Modules in Customizing for the SAP Business Partner for Financial Services .

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