Average interest rate yield curve for bank overdraft account

Is it possible to:
u2022     Define a yield curve for (monthly) average interest rate based on an reference interest rate that is entered daily.
u2022     in a function module read the value for this average interest rate that is in table JBD11
u2022     in the interest indicator customizing transaction OBAA assign the above function module
u2022     In the bank GL account assign the above interest indicator

Hi,
Interesting derivation though I haven't worked on this directly, technically this should work. But just a quick question, if you want the monthly average rate of the reference rate values entered for 30 days, you mean to say it is an average of all the values for the month? If that is the case, you need not define the yield curve at all.
You can estimate the par rate for a future date or a future period and find the discount factor for those days which can be used to determine the net present values of a future flow using the yield curve as the base.
But for your case, if it is just the average, pick the reference interest rate values and find the average in your function module itself. I dont see a need to use the yield curve.
Regards,
Ravi

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Help..! ..how to calculate the average interest rate in discoverer?

help..!
I want to calculate average interest rate in discoverer, question describes below:
1. the data have 4 columns, 1 account number, 2 balance, 3.interest rate, 4. product type 1, product type 2
2.average interest rate =
sum (product type1 account bal * rate / sum(product bal)).
a*sum(product bal) is sum every records column 2 according the type of product
b*every record need to calculate using balance to divide sum(product bal) for calculate the rate of the sum(product bal) of type of product
c* sum(b*) is what my answer rate.
3.
I need to display average interest rate in discoverer, and each product have a one average rate according user drill-up or drill-down product dimension.
*product dimension have two level
please tell me how to let every record divide by group sum(product bal)
or tell me how to solve this problem.
thanks!
david

Hi David
Try using the AVG analytic function.
Best wishes
Michael

G/L Account for Bank Clearing Account

Hi:
Quick question: when we post TBB1, Treasury creates payment requests (table PAYRQ) with entries in field BKHBK, data element PRQ_BKHBK. This field is normally empty and F111 should pickup corresponding GL account from T042Y (FBZP: Bank Determination). But in our case, because Treasury passes this account during TBB1, it's being picked up and conflicting with T042Y.
So my question is: how do I deactivate Treasury to not pass this account to payment request? Or how do I change it's value within treasury so it would match with Bank Determination value?
This field in PAYRQ is called G/L Account for Bank Clearing Account.
Thanks,
JS

Yes, it does not post to GL but it does identify Bank Clearing GL account when it's posted which is recorded at BKHBK field of PAYRQ. F111 gets 'confused' and throws error message when this value does not match with corresponding entry in T042Y. How to deactivate it?
Other way of solving this problem would be if I can identify separate Gl account for incoming and outgoing payments bank clearing account. I know it's defined in Account Determination (table TRACV_ACCSYMBREP). It's Account Symbol 3 (Bank Clearing). There we have masked GL account as "++++3". This account is used for clearing of incoming payments. And for outgoing payments we use "++++5"
Thanks,
JS
Edited by: JSmithYahiya on Jan 19, 2012 5:46 PM

DTW FORMAT FOR BANKING ( On account Transaction)

Dear Experts
Can any one send DTW format for Banking On account Transaction . i want to upload bank charges
Regards
Shihabuddin CC

Hi Shihabuddin,
I hope you are on the latest patches having the new DTW templates. DTW Templates
For Outgoing Payments
OVPM - Outgoing Payments (DocType is A for Accounts)
VPM1- Payment by Checks, VPM3 - Payment by Credit card
VPM4 - Payment_Accounts
Incoming Payments
ORCT - Outgoing Payments (DocType is A for Accounts)
RCT1 - Payment by Checks, RCT3 - Payment by Credit card
RCT4 - Payment_Accounts
all the above three templates will need to be imported in one go.
If you open the templates the comments will help you know the required fields
Regards,
Rakesh N

How to consider the Bank overdraft Accounts in SAP

Hi,
If there is any overdraft in Bank Current Account the client is asking that it should reflect on Liabilities side and if it has a debit balance it should show on Assets side. Is it possible if we create only one account depending on the balance i.e if there is debit balance it should be on Assets side and if it has a credit balance it should be on Liability side.
with Regards.
Sreenu.K

Hi,
While defining the GL Account in Financial Statement Version, check box for Debit balance under Current Assets and Credit check box under current liability. We can define one GL Account twice in Financial statement version.
Customer when takes the report with tcode: F.01 using the financial statement version, the account will appear based on its balance as required.
Hope this resolves the query.
Thanks & Regards,
Harish

Bank overdraft accounting process in ECC6

Hi,
how configurate the bank overdraft process below?
Is it possible to post mannually overdraft account procedure?
the posting procedure is the following, i.e. vendor process :
- purchasing : charge credit150u20AC/debit vendor 150u20AC
- payment : debit vendor150u20AC/credit bank sub account 150u20AC
- overdraft account procedure :debit bank sub account 50u20AC/credit overdraft account 50u20AC
Thanks for your feed back.
Edited by: rouetf on Jan 4, 2010 1:20 PM

Hi,
please, could you answer me? Thank you.

"Open Item Managed" for Bank GL accounts

I am trying to tell my users that they should set the bank GL accounts (not the bank clearing account) as "open item managed". Our users have been clearing the bank accounts down to make it exactly the same as the bank statement. All the SAP Helps and manuals suggest that bank accounts shouldn't be open item managed. But what is the implication? Is there any auidt issue?
Thanks

Hi
The main Bank Account is the GL Account that is used for all the accounting transaction by default including the payment transactions. Bank Sub Account is used as a clearing account for payment transaction to track the payments that are not yet cleared by the bank. It would not make sense to make the main Bank account Open Item managed from accounting perspective. This account will come into picture when actual clearing happens and gets confirmed from the Bank.
It may not be an Audit related perspective.
Anuradha Ambekar

Opening balance for bank GL Account

Hi,
Is there any function module or table to get the bank opening and closing balance with respect to business area and date.
Regards

Hi Ankita,
Please check these Function Modules.
BAPI_GL_GETGLACCPERIODBALANCES ---> Posting period balances for each G/L account
BAPI_GL_ACC_GETPERIODBALANCES ---> Posting period balances for each G/L account
Best regards,
raam

How to put validations for Bank Gl accounts

Dear Gurus,
I have a requirement, where i want to make Profit center mandatory for the Bank Debits only.
Can you please suggest if my below written Validation would be useful in this respect.
Please correct my coding also. As i am doing validation for first time.
My working in Validation at line item level is :
Prerequisite: BKPF-BURKS = "ABCD"
Check : BSEG-BSCHL = 40 and BSEG-HKONT = "xxxxxx" to "yyyyyy"
Message: Please enter profit center.
regards
NJP

Hi,
You can acheive it in 2 ways.
1. (GL account >= xxxxx AND <= yyyyy)
or
2. Create a set for GL account using t-code GS03 and use as -
GL Account in <set name>
Regards,
Sridevi

Example of hedge accounting for interest rate risk

Hello
Can anyoe give an example of hedge accounting for interest rate risk with values using a variable interest rate bond and a interest rate swap where a prospective and retrospective effectiveness test would be positive?
Thanks,
Arjan

not precisely - the respective flow is still in status 'S' @ TPM13, so in this sense it looks consistent. what is though strange that if you look into the tab 'Cash flow' in the Posting view, you can see a status 'Interest rate not adjusted for flow', though there is interest adjustment executed as per the screenshot attached.
/Renatas

Reversal of interest rate instrument ...

Hi Experts
I am using money market , prod type 55A interest rate instruments for loans . i have entered a simple fixed interest 10 % monthly payment loan for principle 100000. I have done settlement & made posting for first 6 months interest payable cash flows..
the problem is i want to reverse the last cash flow..
i first undo settlement then through tpm10 i reversed the last interest flow
However when i see my loan cash flows all the postings were missing though only cash flows appear.. in tpm10 i can still these documents as yet to be reversed.
again when i do settlement again & post the interest payable, all those entries were agin posted through tbb1 ... pls suggest where the problem is occuring or there is other way of doing this.....
thanks & regards
saurabh gupta

If you want to reverse an interest rate adjustment for which flows have
already been posted, you have to flag the corresponding interest flows
for reversal in the cash flow via Transaction TO02:
- 'Cash flow' tab page
- Button 'Processing mode ==> Reverse'
- Select the flow
- Button 'Flows ==> Reverse flow'
Otherwise the system generates error message FTR_GUI608: "You cannot
create/change or reverse the interest rate adjustment on &" if you
attempt to reverse the interest rate adjustment (Transaction TI37).
Moreover, it is not possible to reverse transactions with interest rate
adjustments or to terminate transactions within the runtime of an
interest rate adjustment flow, as was the case prior to Release CFM.
This results in the following sequence for the reversal of a transaction
which contains interest rate adjustments with posted interest:
This results in the following sequence for the reversal of a transaction
which contains interest rate adjustments with posted interest:
- Flag interest rate adjustment flow for reversal in the cash
flow (see above)
- Reverse or change interest rate adjustment with Transaction TI37 (if needed)
- Reverse flows with Transaction TPM10 in FI

IS-Banking / Reference Interest Rates

Hi,
We are having a problem when creating a condition group - time deposit settlement (T-code F9COGR2). We first defined a reference interest rate (for credit interest time deposit). We then changed the interest rate and when we run the settlement, interests are calculated with different interests rates for each day instead of using the last reference interest rate.
Since SAP Help says: "If there are multiple percentage rates for a reference interest rate on a valid-from date, the system uses the most recent one. For adjustments in previous periods, the system uses the percentage rate that was valid at the time when the adjustment was made", we are wondering if there is a way to use ONLY the last interest rate even if the valid-from date is in the past.
Thanks,
Maria.-

Hi again Gurus!
Scenario changed.
\We have uploaded in our system the reference interest rates for EURIBOR 1 DAY, EURIBOR 1 WEEK, EURIBOR 1 MONTH and EURIBOR 2 MONTHS (OB83) for 21/02/2012. Then we executed JBYC. After selecting YC and currency for 21/02/2012 we choose u201CDetailsu201D. In the Detailsu2019 tab we execute u201CInterpolate Int. Dateu201D for each day of the following 60s.
Does anybody know if there is a way to calculate and STORE daily this information in the system, per yield curve and date?
Our client wants every day to calculate the interpolated days based on daily yield curve and to report it. Is this possible in TRM?
Special thanks,
George

Bapi for Create Interest Rate Instrument Trans. TM_51

Hi guys,
I need to make a copy of an interest rate instrument, so far i can obtain the information with the bapis FTR_IRATE_DB_SELECT and BAPI_FTR_IRATE_GETDETAIL. Bu t i haven't found any bapi that can create a new interest rate instrument with all the information that already exist in the original (only a few field are going to be changed).
The only bapi that i found already is BAPI_FTR_IRATE_CREATE, but it doesn't contain the all the structures needed like the conditions detail (interest, final repayment and conditions) for example.
Maybe this could be resolved with a batch input...
Any suggestion?.
Regards,
Eric

Hi guys,
someday's ago i resolved the problem but I forgot to close this post. The solution to the problem was resolved with the following bapis:
BAPI_FTR_IRATE_CREATE
BAPI_FTR_CONDITION_GETLIST
BAPI_FTR_CONDITION_CREATE
BAPI_FTR_ADDFLOW_GETLIST
BAPI_FTR_ADDFLOW_CREATE
BAPI_FTR_PAYDET_GETLIST
BAPI_FTR_PAYDET_CREATE
Regards,
Eric

BAPI for Create Interest Rate Instrument: BAPI_FTR_IRATE_CREATE

Hi guys,
I have problem about Create Interest Rate Instrument.
First I created program bdc and recording Tcode: TM_51 and I found problem that I can't record tab memo.Because real world meno can dynamic by Tcode: TBCN
I change method for Create Interest Rate Instrument by bapi:BAPI_FTR_IRATE_CREATE and this method user 2 structure :
BAPI_FTR_CREATE_IRATE and BAPI_FTR_CREATE
I can't found structure for fill memo description.
How can I create Interest Rate Instrument with memo?
Best regards

Hi Chutima,
I'm facing a similar problem, how did you resolved it?.
Regards,
Eric

How to Change Interest Rates for a loan with different disbursement?

Hi,
My user has a loan with Commitment capital of 35,000SGD with 1.3% interest Rate
On his first disbursement he allocation only 25,000 since interest rate is at Loan contract level 1.3% interest rate is use as well.
On his 2nd disbursement (for the remaining 10,000) he want to change interest rate from 1.3% to 1.5% which is not feasible, I think.
My advise:
1. Create a new contract with a capital amount of 10,000 and interest rate of 1.5%.
2. Reverse the disbursement for the original contract in order to change its commitment capital amount from 35,000 to 25,000 only.
The problem:
Upon reversal of the disbursement we got an error - "Account determination for paid disbursement not possible cotract 100701".
Can anybody know what should be the correct way to adjust the interest rate?
Or how can we get rid the error message to continue my proposal?
Thanks a lot.

Hi,
I assume you are using TCode - FNM3 for reversing the paid disbursement. Please check the Account Determination for Reversal posting keys/account symbols in SPROLoans MgtAcct Determination.
Regards
Prasad AV

Average interest rate yield curve for bank overdraft account

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