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SAP TRM - Hedging For Interest Rate & Exchange Rate Together

Dear All,

We have a requirement where as per Business they want cover Interest Rate Risk & Exchange Rate Risk Together in one Hedging.

Example Scenario :

They have a Foreign Currency (USD) Loan with Variable Interest Rate, they are creating Cross Currency Swap Buy USD & Sell MYR with fixed interest rate , hence they are hedging Interest Rate & Exchange Rate both with this activity, how will we simulate the same in SAP under THMEX..

As far i know we have to select "Risk Category" Interest Rate Risk or Exchange Rate Risk we don't have both together to capture , Any suggestions please.



Regards,

Reenu John

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  • Posted on Jul 25, 2016 at 03:46 AM

    Hi Reenu,

    You are correct it's not possible to accomodate both. You have to create 2 Hedge plan for this.

    Regards,

    Jain

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