effectiveness test THMEX Nominal amount for hedge item not determined

[Former Member]

Hello

When I carry out the effectiveness test in THMEX for a interest rate risk hedge, the system issues error message THM_CENTRAL 011 "Nominal amount for hedge item 00000001 not determined".

I have an exposure for a variable interest bond for 1 mln

I have a hedged item for 1 mln

I have a hedging relationship of 1:1 with a interest rate swap for variable and fixed interest (incoming/outgoing° of 1 mln.

evaluation date 1.4.2009

horizon date 1.5.2009.

Any advice what to do?

regards

arjan

[Former Member · Accepted solution]

Hi,

What currency is the interest rate swap in? In the "Exposure" tab in THMEX, you have same currency next to Nominal Amount, right?

Please provide any other details including the steps and values for fields like "Hedge Strategy" etc.

Manish

[Former Member]

Hello, Manish

I've got the same error when I'm trying to create new hedging relationship with FXforward.

The error THM_CENTRAL010 "Nominal amount for derivative 3201000000001 (1000) not determined".

Hedge strategy is not specified because error appears before.

EA-FINSERV is SAPK-61704INEAFINSRV (so related notes already implemented).

Could you help, what should I do ?

[former_member226654]

Hi Georgi

Please do the following customization

Financial Supply Chain Management

-> Treasury and Risk Management

   -> Market Risk Analyzer

      -> Assign Cash Flow Indicator to Flow Types

         -> Define Assignment Manually

Here you need to assign the flow types used in the contract and assign

it to a cash flow indicator.

Regards

Bajaj Pankaj

[Former Member]

Hi Georgi,

I am also facing the same error “Nominal amount for derivative 14 (1002) not determined" It will be a great help if you can suggest how did you solve this issue please.

Regards,

Reenu John

[former_member198450]

HI,

Could you please share error screenshot.

Regards,
Jain

[Former Member]

Hi Pankaj,

I followed the below steps which you have proved the issue is resolved:) Thank You So much.

I am not getting any option to assign you points sorry ..

Financial Supply Chain Management

-> Treasury and Risk Management

   -> Market Risk Analyzer

      -> Assign Cash Flow Indicator to Flow Types

         -> Define Assignment Manually

Regards,

Reenu John

[former_member226654]

Hi Reenu

No issue

Thanks

Regards

Pankaj Bajaj

[Former Member]

Hi,

Please check if note 991809 is applicable to you based on your SAP release/support pack. Let us know.

Manish

[Former Member]

Hi Manish,

I checked the note. On y system current patch level for EA-FINSERV is 12, SAPKGPFD12 and the note 991809 is asking for the patch 7.

Any other suggestion?

Arjan