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3784415 - Security Valuation included in book value for index-linked bonds despite “Do not realize gains/losses” – SAP S/4HANA Cloud Public Edition

Symptom

  • The system includes the Security Valuation amount in the book value even though the valuation step is set to “Do Not Realize Gains/Losses”.
  • After the first valuation run, the new book value is higher than expected because the Security Valuation (OCI) amount is carried into the base for subsequent runs.
  • The issue occurs in valuation flows for index-linked bonds with steps: index valuation, amortization, and security valuation.
  • No error messages are displayed.


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Environment

  • Product: SAP S/4HANA Cloud Public Edition
  • Treasury and Risk Management (Public Cloud)

Product

SAP S/4HANA Cloud Public Edition all versions

Keywords

index-linked bond, security valuation, oci, do not realize gains/losses, book value, position management procedure, valuation category, mid-year valuation with reset, tpm1, treasury and risk management, amortization, index valuation, revaluation reset, carryforward, public cloud , KBA , FIN-FSCM-TRM-2CL , Treasury and Risk Management (Public Cloud) , How To

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