3809584 - Incorrect effective interest rate be assigned to securities cash flows - SAP S/4HANA Cloud Public Edition

In the Manage Securities Classes app, a coupon rate is maintained in the Conditions tab of a security class, but the predicted cash flows displayed in the Cash Flow view still show a different, incorrect interest rate.

SAP S/4HANA Cloud Public Edition

1. Open the app Manage Securities Classes and navigate to the affected security class.
2. Open the Basic Data & Conditions tab and verify the maintained coupon rate.
3. Choose Cash Flow and select Asset: observe that predicted cash flows are calculated with a rate different from the maintained coupon.

When a coupon rate or interest condition is created or updated on a security class in the Manage Securities Classes app, the change is stored in the security class master data. However, the planned cash flow records for existing deals are not automatically recalculated upon saving the security class change.

As a result, the position cash flows for deals that were created before — or around the same time as — the condition update continue to use the previously calculated rate until a recalculation is explicitly triggered.

Run the Update Planned Records for Securities app to recalculate the position cash flows based on the current conditions maintained in the security class.

1. Open the app Update Planned Records for Securities.
2. Enter the relevant selection criteria (company code, security class, transaction, date range as applicable).
3. Execute the update.

Refer to: Update Planned Records for Securities | Help Portal

TRM, securities, coupon rate, cash flow, predicted cash flows, effective interest rate, EIR, Manage Securities Classes, Manage Financial Transactions, Position Cash Flows, Update Planned Records for Securities, interest calculation, conditions tab, valuation area , KBA , FIN-FSCM-TRM-2CL , Treasury and Risk Management (Public Cloud) , Problem