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Re: Treasury - Foreign exchange - TPM1 (Midyear valuation without reset)

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Hi Priya,

 

I have recently encountered the same requirement from my client that would require to perform Key date valuation (TPM1) without reset. In my case, it was a foreign currency valuation for MM and OTC derivatives.

 

It should be derived business transaction that should be able to post unrealised gain/loss to realised gain/loss. First if you look at TPM13, you can find which update type (in my case, it was DBT_E005 and E006 that retain the sum-up valuation without reset) and could mark it as posting relevant and assign posting specification to post to G/L. DBT will also post the FX gain or loss as a difference from the last TPM1 valuation.

 

Hope that this helps

Cheers

Taro


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