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Jan 29, 2011 at 07:45 PM

Market Risk Analyzer : ALM simulation

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Business requirement : to make a interest income/expense budget/forecast for the next fiscal year and to evaluate the P&L impact of future changes in the debt / investment portfolio.

Idea for solution : JBRT_CFM report (Net Interest income tab)

Problem :

1. There are many (intercompany) loans are rolled over many times during the year. The same holds for the short term investments in securities.

2. On the other hand, there are also expected pre-payments on some of the existing loans, that will be renewed at different conditions or that will not be renewed at all.

Is there an other solution than to create manually a bunch of fictitious transactions

OR

is there better report for this kind of request?

I was also considering report AISPL, but I do not fully grasp the figures of this report and I cannot find any good documentation about it neither), so my focus for this business requirement is still on JBRT_CFM.

I have seen in SPRO a node "additional settings for simulation using scenarios", but I am not sure of its relevance for net interest income calculation in JBRT_CFM.

Has anyone relevant experience and good suggestions to meet such business requirement in SAP?

Thanks,

Carl