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Hedge Accounting for FX Swap - Group Ledger IFRS (2UF)

This scope item supports the following processes:

00 - Hedge Accounting for FX Swap supporting IFRS 9

No lanes are present in the pool, add at least 1 lane first SAP S/4HANA < 2UF - Hedge Accounting for FX Swap - Group Ledger IFRS > You can add the lane only when the pool is highlighted Treasury Specialist - Middle Office Define or Adjust Hedging Area Create Raw Exposure Take Snapshot Review Net Open Exposure in Hedge Management Cockpit Create Raw Exposure for Overhedge Situation Take Snapshot Create and Submit Swap Request in Hedge Management Cockpit Release Swap Request You can add the lane only when the pool is highlighted Treasury Specialist - Front Office Create Original Foreign Exchange Contract with Hedging Classification 02 - Create FX Swap Transactions You can add the lane only when the pool is highlighted Treasury Specialist - Back Office Automatically Create Original Hedging Relationship ( Planned Designation) Set Contract Settlement Status with Incoming Confirmation Release Original Hedging Relationship Automatically Update Original Hedging Relationship and Create New Hedging Relationship ( Planned Designation) Set Contract Settlement Status for FX Swap Transactions with Incoming Confirmations Process Hedging Relationships at Swap Date Process Reclassification for Original Hedging Relationship at Balance Sheet Recognition Date Process Reclassification for New Hedging Relationship at Balance Sheet Recognition Date 06 - Contract Maturity for Securing FX Transaction 1XN - Market Data for Treasury and Risk Management 1S4 - Market Data Feed from SAP Cloud Platform 04 - Contract Maturity for Original FX Transaction and Offsetting FX Transaction You can add the lane only when the pool is highlighted Treasury Accountant Reclassify Hedging Reserve and Cost of Hedging Reserve at Exposure Subitem End Date of Original Hedging Relationship 05 - Period End Closing after Maturity of Original and Offsetting FX Transactions Reclassify Hedging Reserve and Cost of Hedging Reserve at Exposure Subitem End Date of New Hedging Relationship 07 - Reporting End Event 01 - Period End Closing Befor Swap 03 - Period End Closing between Swap Date and Maturity of Original FX Transaction

01 - Period End Closing Before Swap

No lanes are present in the pool, add at least 1 lane first SAP S/4HANA < 2UF - Hedge Accounting for FX Swap - Group Ledger IF... You can add the lane only when the pool is highlighted Treasury Specialist - Back Office Period End Closing Period End Closing Calculate NPV of Hedging Instrument and Hypothetical Derivative You can add the lane only when the pool is highlighted Treasury Accountant Run Key Date Valuation Run Classification Financial Instruments Valued

02 - Create FX Swap Transactions

No lanes are present in the pool, add at least 1 lane first SAP S/4HANA < 2UF - Hedge Accounting for F... You can add the lane only when the pool is highlighted Treasury Specialist - Front Office Create FX Swap Transactions Create FX Swap Transactions Option 1: Create FX Swap Transactions in Single Step Option 2: Create Two Legs of FX Swap Separately and Create Swap Reference

03 - Period end Closing between Swap Date and Maturity of Original FX Transaction

No lanes are present in the pool, add at least 1 lane first SAP S/4HANA < 2UF - Hedge Accounting for FX Swap - Group Ledger IFRS > You can add the lane only when the pool is highlighted Treasury Specialist - Back Office Period Ending Closing Period Ending Closing Calculate NPV of Hedging Instrument and Hypothetical Derivative You can add the lane only when the pool is highlighted Treasury Accountant Run Key Date Valuation Run Classification Financial Instruments Valued

04 - Contract Maturity for Original FX Transaction and Offsetting FX Transaction

No lanes are present in the pool, add at least 1 lane first SAP S/4HANA < 2UF - Hedge Accounting for FX Swap - Group Ledger ... You can add the lane only when the pool is highlighted Treasury Specialist - Back Office FX Transaction is mature FX Transaction is mature (1X1) Foreign Currency Risk Management 1X9 - Foreign Currency Risk Management - Parallel Ledger Process Hedging Relationships at Maturity Date of Original FX Transaction and Offsetting FX Transaction De-designation done