Mismatch per product

Mismatch per product
  A standard position report. Related positions are:
  Open Currency Position.
  Capital & P&L.
  C/A Nature.
  B/S Difference.
  Call.
  Mismatch per Product - Spot.
  Mismatch per Product - Forward.
  The cumulative mismatch is calculated in the following reports:
  Forex risk analysis on FCY interest.
  Overall mismatch per currency versus limits.
  Mismatch per currency per book.
  Mismatch per currency per product.
  Break-even rates report.
  See also Position, position administration tables, Standard position codes, Combined position code, Risk management, Foreign exchange risk, Forex, Open currency position, Mismatch, Interest risk, Liquidity risk, forward revaluation, interest revaluation, break even and Nostro projection.

International financial encyclopaedia . 2014.

См. также в других словарях:

  • Mismatch per currency per product —   Refer instead to Mismatch per product …   International financial encyclopaedia

  • Mismatch per book — A standard position. Not yet defined. Related positions are: • Open Currency Position. • C/A nature. • Capital & P&L. • B/S Difference Position. • Mismatch/Book. • Call. • Mismatch Position per Book Spot. • Mismatch Position per Book Forward. •… …   International financial encyclopaedia

  • Mismatch position —   For Forex Book: Difference between amounts of outstanding forward purchases and outstanding forward sales, per currency resulting from outstanding forward contracts measured over a defined period.   For Money market Books: Difference between… …   International financial encyclopaedia

  • Overall mismatch — Standard position. Not yet defined. Related positions are: • Open Currency Position. • Capital & P&L. • C/A Nature. • B/S Difference. • Call. • Overall Mismatch Spot. • Overall Mismatch Forward. • The cumulative mismatch is calculated in the… …   International financial encyclopaedia

  • Cumulative mismatch —   The accumulated interest risk position/mismatch/gap at any given period of all interest risk positions/mismatches/gaps of future periods. The cumulative mismatch is calculated in the following reports:   Forex risk analysis on fcy interest  … …   International financial encyclopaedia

  • Interest risk —   The risk that the market value of the bank is exposed to fluctuations in interest rates. This risk is quantified by the interest risk position/mismatch/gap. See also Interest risk. Related reports are: • Overall mismatch. • Mismatch per book. • …   International financial encyclopaedia

  • Risk management —   Risk management is the management that is engaged in the control and monitor the risks of the bank. They must be aware of the exposure of the bank as a whole at any time.   The following reports exist to manage the following risks (created by… …   International financial encyclopaedia

  • Foreign exchange risk analysis on foreign currency interest report —   A standard position report which analyses the foreign exchange risk on interest by comparing defined risks with costs and expenses. It gives a total cumulative mismatch for the foreign exchange risk as well as a mismatch for each individual… …   International financial encyclopaedia

  • Open currency position —   The sum of the open currency spot position and the open currency forward position, being the measure of the foreign exchange risk.   The open currency position is the difference between balance assets and liabilities in foreign currency plus… …   International financial encyclopaedia

  • Standard position codes —   The following position codes are standard:   Open currency positions   Open Currency Position per Currency.   Open Currency Position per Currency Group.   Total Open Currency Position.   Mismatch positions   Overall Mismatch Position Spot.… …   International financial encyclopaedia


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