TRM Derivation (index)

Characteristic derivation is the attempt to determine the characteristic values for all TRM characteristics.
In the system only a few characteristic values can be entered manually. The remaining characteristic values
can be entered via characteristic derivation.

Characteristic derivation consists of a series of derivation steps (the derivation strategy ), each of which can be
used in turn to derive characteristic values from other characteristics.

There are different derivation types to represent the different logical dependencies between source and target
fields

Derivation Types
• Move Derivation type: Move

Moves let you copy a constant or the content of any source field to a target field. For example, you can copy
the value of a characteristic to another field if certain conditions are fulfilled.

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TRM Derivation (index)

• Derivation rule Derivation type: Derivation rule

Derivation rule is an "if-then" rule that determines which actual characteristic values or combinations of source
characteristic values result in which target characteristic values.
• Clear Derivation type: Clear

Clear let you delete the value of a characteristic, setting that field back to its initial value (blank for CHAR fields,
"0" for NUMC fields).
• Table lookups Derivation type: Table lookup

Table lookups let you read individual records of any table to determine characteristic values. Here the source
fields must make up the key of a specific table, from which the system can copy certain contents to the target
fields.
• Customer Enhancement Derivation type: Enchancement

For instances where the derivation types provided by the system do not fulfill your requirements, you can use
a customer enhancement. This enhancement can be called up at any point in your derivation strategy (even
more than once).

For more complicated tasks you can use Groupings TRM Derivation: Groupings

As soon as all derivation steps are entered in the system - always Test your derivations Derivation: Test your
derivation steps.

Pathes for Derivation in TRM.

• External Link

IMG -> Financial Supply Chain Management -> Treasury and Risk Management -> Transaction Manager
-> General Settings -> Transaction Management -> External Link -> ... tr. FTR_XI_MAP_GEN,
FTR_XI_MAP_FXLEG, FTR_XI_MAP_FXSWAP, FTR_XI_MAP_FXOPTION
• Exposure Management 2.0

IMG -> Financial Supply Chain Management -> Treasury and Risk Management -> Transaction Manager ->
General Settings -> Exposure Management 2.0 -> Exposure Lifecycle -> Specify Determination of Exposure
Categories and Exposure Activity Types - tr. FTR_DERIVE_EXP_CAT

IMG -> Financial Supply Chain Management -> Treasury and Risk Management -> Transaction Manager ->
General Settings -> Exposure Management 2.0->
1. Define Exposure Fields Derivation Strategy - tr. FTR_DERIVE_EXP_FIELD
2. Determine Transaction Category and Transaction Activity - tr. FTR_DERIVE_EXP_HEDGE
• External Accounts

IMG -> Financial Supply Chain Management -> Treasury and Risk Management -> Transaction Manager -
> General Settings -> External Accounts -> Define Account Assignment Reference Determination (External
Accounts) - tr. TPM34

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TRM Derivation (index)

• Accounting

IMG -> Financial Supply Chain Management -> Treasury and Risk Management -> Transaction Manager ->
General Settings -> Accounting -> Link to Other Accounting Components ->
1. Define Account Assignment Reference Determination (OTC Transactions) - tr. TPM32
2. Define Account Asst Reference Determination (Securities/Listed Derivatives) - tr. TPM30
3. Define Account Assignment Reference Determination (Loans) - tr. TPM31
4. Additional Account Assignments -> Define Derivation of Additional Account Assignments - tr.
TPM_DERIVE_ACCNT (available starting from EHP5, bs FIN_TRM_LR_FI_AN_3)
5. Define Account Assignment Reference Determination (External Accounts) - tr. TPM34
• Basic Analyzer settings

IMG -> Financial Supply Chain Management -> Treasury and Risk Management -> Basic Analyzer Settings -
> Automatic Integration of Financial Objects in Transaction Master Data -> ... Define Derivation Strategy ...
tr. AFO_FOI_DER_MONEY, AFO_FOI_DER_FX, AFO_FOI_DER_DERIVA, AFO_FOI_DER_LOAN,
AFO_FOI_DER_ST, AFO_FOI_DER_TRL, RMDR1, RMBK1, AFO_FOI_DER_EXP.
• CRA

IMG -> Financial Supply Chain Management -> Treasury and Risk Management -> Credit Risk Analyzer ->
Basic Settings -> Automatic Integration of Financial Objects in Transaction Master Data -> ... Derive Default
Risk Control Parameters for XXX ... tr. KLABL_DE, KLABL_FX, KLABL_LO, KLABL_MM, KLABL_ACP,
KLABL_ST, KLABL_BCA, KLABL_RC

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