Balance Sheet FX Risk
Application component: Fiori UI for Treasury and Risk Management
App type: Web Dynpro
Line of business: Finance
Leading industry: Cross Industry
Solution capability: Debt and Investment Management (S/4)|Financial Risk Management (S/4)
Description:  With this app, you can analyze your balance sheet FX risk. The app reads open items and balances in foreign currency of your G/L accounts in Financial Accounting (FX exposure), financial transaction data from the Transaction Manager (hedging instruments), and operational data from One Exposure. The app enables you to analyze details of balance sheet FX risk by adding attributes (for example, related to financial transactions, bank accounts and general ledger postings) to the content area as rows or columns. The Balance Sheet FX Risk tile displays balance sheet the FX risk measures absolute exposures, absolute hedges, and absolute net exposures as well as hedge amounts and exposure amounts on the level of the company codes in display currency. It allows you to analyze the values by adding attributes as rows to get these values on lower levels also. 
The analytical app Balance Sheet FX Risk  Balance Sheet Exposure on higher level aggregation level.
Analytical drill down capabilities allow you to easy slice and dice.
Key features:    The app displays the amounts in display currency.  When you call the app in the delivered version, enter the display currency.  You can also choose the company codes. If you do not enter company codes, the app displays the data for all company codes. You can enter the exchange rate type for the currency translation from transaction currency to display currency. You can choose the transaction currencies you are interested in. If you do not enter transaction currencies, the app displays the available data for all transaction currencies.   On the Data Analysis tab, you see the company codes as rows and the following measures (key figures) for balance sheet FX risk in the columns:   Absolute exposures in display currency The total of absolute amounts of exposures for each transaction currency translated into the reporting currency.   Absolute hedges in display currency The total of absolute amounts of hedges for each transaction currency translated into the reporting currency.   Absolute net exposures in display currency The total of absolute amounts of net exposures for each transaction currency translated into the reporting currency.   Exposure amount in display currency The total of the amounts of exposures for each transaction currency translated into the reporting currency.   Hedge amount in display currency The total of amounts of the hedges for each transaction currency translated into the reporting currency.   In the last row, you see the overall result for the selected company codes. Calculation of Key Figures for Balance Sheet FX Risks The key figures shown are calculated on the basis of the settings that you make in the Define Key Figures app. The app calculates the current values for the defined key figures per currency and creates totals at the key figure group level, totals of all key figures for exposures per currency, as well as totals of all key figures for hedges per currency. The net exposure for each currency is derived from the difference between the total of exposures per currency and the total of the hedges per currency. Further, these key figures are taken as the basis for calculating the absolute exposure, the absolute hedges, and the absolute net exposure for the entire company code. For this, the absolute amounts of the net exposures, exposures, and hedges of the transaction currencies are translated into the reporting currency and totaled.   Formulas Used to Calculate Key Figures for the Company Code where   NE(abs.) = Net exposures (absolute) = total of absolute amounts of net exposures for each transaction currency, translated into the reporting currency   E(abs.) = Exposures (absolute) = total of absolute amounts of exposures for each transaction currency, translated into the reporting currency   H(abs.) = Hedges (absolute) = total of absolute amounts of hedges for each transaction currency, translated into the reporting currency   TC = transaction currency   RC = reporting currency   rTC/RC = exchange rate of transaction currency to reporting currency   Note The current exchange rates are needed for the calculations. Ensure that the exchange rates are kept up to date.   You can analyze details for the balance sheet FX risk by adding, for example, the attribute Key Figure ID. In this case, the key figure groups and key figures (which you defined in the Define Key Figures - Balance Sheet FX Risk app) are displayed as rows and the measures are also calculated and displayed on these levels.  You can also add other attributes related to financial transaction, bank accounts, and general ledger postings to the content area, as rows.   On the Graphical Display tab, you can see the values as graphic.   On the Query Information tab, you can see, for example, the values of the variables and filters selected.   Navigate to apps related to general ledger accounts using the Jump to function.   Export results to Microsoft Excel.   Note You can completely change the structure and the measures firstly by adding rows and columns, and secondly by adding other measures by changing the filter values for the Key Figures field. 
Business roles: Treasury Specialist - Front Office| Treasury Specialist - Middle Office
Treasury Specialist - Front Office : 
Concludes and manages financial transactions to hedge foreign exchange and interest rate risks.

Treasury Specialist - Middle Office : 
Manages the risk policy and monitors the financial risks such as credit risks and market risks.