SAP Treasury and Risk Management Training Course

Duration 5 days 10 modules · 33 contact hours
Level Intermediate Certificate on completion
Who attends Treasury Managers, SAP Treasury Consultants and others
Fee from USD 1,100 KSh 95,000 for Kenyan organisations
Where 52 cities + online See dates by city
Next start 9 Nov 2026 Course code SD-RM-045

Before you join: Participants should understand core treasury concepts, including cash flow timing, interest, foreign exchange, debt instruments and basic financial accounting entries.

Dates & prices

Two start dates a month in every city, and live online on weekdays or weekends. Fees are per participant; classroom fees include tuition, materials, lunch and refreshments, and the certificate.

Suggest a date or city

Showing the next six months. Later dates, other cities and private deliveries for your team are available on request.

Course overview

Treasury teams need reliable control over borrowing, investments, foreign exchange, derivatives, cash positions and financial risk reporting. Poorly configured SAP Treasury and Risk Management can produce incorrect valuations, delayed accounting postings, weak counterparty controls and inconsistent liquidity forecasts. This course addresses the configuration decisions that determine how treasury transactions are captured, valued, settled, accounted for and reported in SAP S/4HANA.

Participants learn how SAP Treasury and Risk Management is structured, from organisational assignments and business partner data through Transaction Manager product configuration, market data, valuation, accounting integration and liquidity planning. The course covers money-market instruments, loans, bonds, foreign exchange, swaps, options and hedge relationships. Participants also examine Market Risk Analyzer concepts, Value at Risk settings, stress testing, limit monitoring and the controls needed for treasury policy compliance.

Teaching combines focused instructor briefings with guided SAP configuration walkthroughs, treasury cases and group analysis of transaction flows. Cases reflect practical situations such as refinancing a corporate loan, valuing a foreign-exchange forward, posting bond amortisation, monitoring a counterparty limit and reconciling treasury positions with Financial Accounting. Participants leave with a structured SAP TRM configuration workbook, test-script outline, accounting mapping model and personal implementation plan that can support system design, change requests or operational improvement work.

The course is suited to finance and treasury professionals who work with SAP configuration teams, support treasury operations, prepare risk reports or need to understand the system controls behind treasury accounting and cash management. It is particularly relevant to organisations operating centralised treasury, shared-service finance or group reporting models.

What you will be able to do

  • Configure SAP Treasury and Risk Management organisational settings, master data and access controls
  • Set up transaction, product and flow types for treasury deal processing
  • Process money-market, debt, foreign-exchange and derivative transaction lifecycles
  • Apply market data, curve assignments and mark-to-market valuation methods
  • Integrate treasury flows with Financial Accounting and IFRS 9 classifications
  • Build cash position and liquidity forecast structures from SAP transaction data
  • Assess market risk using Value at Risk, stress testing and limit monitoring
  • Produce configuration, testing and cutover documentation for SAP TRM changes

Benefits of attending

For you

  • Ability to translate treasury process requirements into SAP TRM configuration settings
  • Confidence reviewing valuation runs, accounting postings and transaction errors
  • Practical basis for supporting SAP Treasury implementation or enhancement projects
  • Stronger capability to discuss IFRS 9, hedge accounting and risk reporting requirements
  • Reusable documentation for configuring and testing treasury transaction workflows

For your organisation

  • More consistent configuration of treasury products, flows and settlement controls
  • Reduced risk of incorrect treasury valuations and financial accounting postings
  • Improved visibility of cash positions, liquidity forecasts and funding requirements
  • Better evidence for segregation of duties, limit controls and audit review
  • Faster translation of treasury policy changes into tested SAP system changes

Course modules

10 modules over 5 days

Participants can structure SAP TRM organisational settings, master data and access controls for treasury operations.

  • SAP S/4HANA Treasury and Risk Management scope, components and organisational assignments
  • Company codes, business areas and valuation areas mapped to treasury requirements
  • Customising transport layers, clients and change-control responsibilities established
  • Number ranges and transaction identifiers controlled for audit traceability
  • Business partner roles configured for counterparties, banks and correspondence data
  • Authorisation concepts separated between deal entry, valuation and payment release
  • Fiori app access aligned with treasury processor and approver roles

Participants can configure Transaction Manager structures that control treasury deal capture, approval and lifecycle events.

  • Transaction types, product types and activity categories structured for governance
  • Financial instrument master data defined using condition types and flows
  • Deal lifecycle events configured from contract entry through maturity processing
  • Derived business transactions generated for accruals, resets and settlements
  • Status management restricts unauthorised changes after deal approval
  • Payment details, calendars and factory calendars maintained for settlement dates
  • Transaction Manager tab layouts tailored for controlled data entry

Participants can configure common borrowing, deposit and investment instruments with appropriate cash flows and valuation attributes.

  • Money market deposits configured with interest calculation methods and payment schedules
  • Debt instrument classes mapped to fixed-rate and floating-rate borrowing
  • Bond purchases, redemptions and premium amortisation represented through flows
  • Effective interest method settings support amortised-cost accounting requirements
  • Variable-rate conditions linked to reference interest rates and reset rules
  • Commitment fees, drawdowns and repayments modelled for loan facilities
  • Position management distinguishes nominal, book-value and market-value views

Participants can configure foreign-exchange and derivative products from deal capture through settlement and expiry.

  • Foreign exchange spot, forward and swap products configured with currency pairs
  • Over-the-counter interest rate swaps defined using fixed and floating legs
  • Exchange-traded derivatives represented through contract specifications and margin flows
  • Exercise, expiry and barrier events maintained for option transaction processing
  • Settlement instructions route confirmation and payment flows to approved bank accounts
  • Deal capture checks enforce counterparty, limit and mandatory-field controls

Participants can configure market data and valuation settings for accurate treasury measurement and reporting.

  • Market data types configured for exchange rates, yield curves and volatilities
  • Rate source priorities and validity dates govern market data selection
  • Discount curves assigned to valuation areas and financial instrument classes
  • Mark-to-market valuation runs calculate present values and unrealised gains
  • Key date valuation distinguishes period-end reporting from daily risk measurement
  • Valuation postings reconcile market values, accruals and foreign exchange differences
  • Error logs isolate missing rates, curve gaps and inconsistent quotations

Participants can map treasury transaction flows to accounting entries, valuation postings and reporting classifications.

  • Account determination maps transaction flows to general ledger accounts
  • Posting specifications define debit-credit logic for each business transaction
  • Financial Accounting integration posts accruals, valuations and realised gains
  • Subledger positions reconcile treasury transactions with balance sheet reporting
  • IFRS 9 classification supports amortised cost, FVOCI and FVTPL treatments
  • Parallel valuation areas support local GAAP and group reporting
  • Posting reversals, corrections and backdated deals managed with audit trails

Participants can structure treasury cash positions and liquidity forecasts using SAP transaction and operational data.

  • Cash management bank accounts connected to treasury payment and liquidity processes
  • Cash position queries classify flows by bank account and value date
  • Liquidity forecast levels aggregate expected treasury, payables and receivables movements
  • Planning groups and liquidity items structure short-term cash forecasts
  • Payment medium integration transfers approved treasury payments to bank communication channels
  • Exposure data from SAP FI, MM and SD informs liquidity projections
  • Rolling forecasts compare planned cash flows with actual bank movements

Participants can configure and interpret SAP market-risk measures, stress tests and exposure limits.

  • Risk factors, market data and evaluation types defined for portfolio analysis
  • Market Risk Analyzer portfolios group transactions by currency, desk and entity
  • Value at Risk parameters set confidence levels, horizons and historical observations
  • Cash flow at Risk measures sensitivity of forecast exposures
  • Stress testing applies rate shocks, currency devaluations and curve shifts
  • Limit management monitors utilisation against counterparty and market-risk thresholds
  • Risk reports explain exposures, sensitivities and limit breaches to management

Participants can configure hedge relationships and control points that support risk policy and accounting requirements.

  • Hedge management relationships link hedging instruments with eligible exposures
  • Hedge designation documentation records risk, ratio and effectiveness assessment
  • Prospective effectiveness testing applies critical-terms comparison and quantitative methods
  • IFRS 9 hedge accounting postings separate effective and ineffective portions
  • Credit risk checks use counterparty ratings, limits and exposure aggregation
  • Segregation of duties separates deal capture, confirmation and accounting approval
  • Control evidence supports treasury policy compliance and external audit review

Participants can document, test and plan controlled deployment of SAP TRM configuration changes.

  • Configuration workbooks document settings, dependencies, owners and transport identifiers
  • Test scripts cover deal entry, valuation, accounting and payment scenarios
  • User acceptance criteria trace requirements to expected system results
  • Defect triage assigns severity, root cause, owner and retest evidence
  • Cutover checklists sequence master data loads, open deals and balances
  • Reconciliation controls compare Treasury, Financial Accounting and bank statement balances
  • Role-based operating procedures define daily, monthly and period-end activities
  • Personal application plans prioritise configuration improvements after course completion

Exercises and examples are adapted to each cohort's sectors and roles.

What you take back to work

  1. SAP TRM configuration workbook
  2. Treasury transaction lifecycle model
  3. Market data and valuation checklist
  4. Treasury accounting mapping template
  5. Liquidity forecast structure
  6. SAP TRM testing and cutover plan

Who should attend

  • Treasury Managers — need controlled processes for deals, liquidity and risk reporting
  • SAP Treasury Consultants — configure and test Transaction Manager and risk functions
  • Treasury Analysts — support deal processing, valuation checks and risk reporting
  • Finance Systems Managers — govern SAP treasury design, changes and integrations
  • Financial Accountants — reconcile treasury postings, valuations and hedge accounting entries
  • Risk Managers — monitor exposures, limits and Market Risk Analyzer outputs

Skills and tools covered

Treasury transaction configurationMarket data valuationTreasury accounting integrationLiquidity forecastingMarket risk analysisTreasury controls

Tools and standards

SAP S/4HANA Treasury and Risk Management, SAP Fiori, IFRS 9, Value at Risk (VaR)

How the course runs

Training methodology

The course uses short instructor briefings to explain SAP TRM design choices, followed by guided configuration walkthroughs and treasury transaction cases. Participants analyse deal lifecycles, valuation results, posting flows, liquidity forecasts and risk reports in small groups. Simulations focus on realistic issues such as missing market data, incorrect account determination, counterparty-limit breaches and period-end valuation. Facilitated discussion links SAP settings to treasury policy, accounting requirements and control evidence. The final sessions support individual application planning for participants’ own SAP treasury responsibilities.

Requirements and prerequisites

Participants should understand core treasury concepts, including cash flow timing, interest, foreign exchange, debt instruments and basic financial accounting entries. Familiarity with SAP navigation, company codes, general ledger accounts and master data is expected. Experience in treasury operations, financial accounting, SAP FI or SAP project work is useful. Participants do not need prior SAP Treasury and Risk Management configuration experience, programming knowledge, ABAP skills or advanced quantitative risk-modelling expertise. The course explains configuration logic before applying it to treasury transaction scenarios.

A typical training day

08:30 – 10:30First session
10:30 – 10:45Refreshment break
10:45 – 12:30Second session
12:30 – 13:30Lunch and networking
13:30 – 15:00Third session
15:00 – 15:15Refreshment break
15:15 – 16:30Workshop and daily review

Live online deliveries follow the same structure in East Africa Time, with shorter screen blocks and longer breaks.

What the fee includes

  • Instruction by a practitioner facilitator
  • Full course workbook and materials
  • Exercise files, templates and case studies
  • Refreshments and lunch on classroom deliveries
  • Certificate of completion
  • Post-course application plan

Frequently asked questions

You should understand basic treasury products, financial accounting entries and SAP navigation. Prior SAP Treasury and Risk Management configuration experience is not required, but familiarity with SAP FI or treasury operations will help.

Bring examples of treasury products, reporting issues or configuration questions from your organisation if your policy permits. A laptop is useful for live online delivery and for recording configuration notes, although course materials are provided.

It is designed for treasury managers, treasury analysts, SAP consultants, finance systems staff, accountants and risk managers. It suits people who need to configure, review, test or govern SAP treasury processes.

A general treasury course focuses on funding, liquidity, investment and risk-management policy. This course focuses on how those requirements are represented through SAP S/4HANA Treasury and Risk Management configuration, transaction processing, valuation and accounting.

You can use the configuration workbook and test approach to assess current SAP TRM settings, prepare change requests or support project workshops. The methods also help identify gaps between treasury policy, accounting treatment and system controls.

Each training day runs from 08:30 to 16:30 and provides about 6.5 contact hours. Time is allocated to ten teaching modules covering configuration foundations, transactions, valuation, accounting, liquidity, risk analysis, controls and deployment planning.

Questions about this course?

Ask about dates, fees, group bookings or running it for your team. Our training team replies by email.

Ask on WhatsApp info@skillsetdevelopment.com

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