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

• 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.

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

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