Mismatch position

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 interest maturities of assets plus contingent assets and interest maturities of liabilities plus contingent liabilities measured over a defined period, being the measure of the interest rate risk.
  Related position codes are:
  Overall mismatch - spot.
  Overall mismatch - forward.
  Mismatch per book -spot.
  Mismatch per book - forward.
  Mismatch per product - spot.
  Mismatch per product - forward.
  Related reports:
  Overall Mismatch.
  Mismatch per Book.
  Mismatch per Product.
  Six mismatch positions exist being the measure of the interest rate risk. 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:

  • Forward mismatch position —   Net cumulative cash flow, i.e. difference between amounts of outstanding forward purchases and outstanding forward sales, per currency resulting from outstanding forward contracts measured over a defined period …   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

  • Position reports —   Reports include:   Account type info with default position code   Bank related positions and limits   Country exposure versus limits   Customer daily position   Customer position   Foreign exchange position statement   FX results   Mismatch  … …   International financial encyclopaedia

  • 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… …   International financial encyclopaedia

  • mismatch — Used in asset/liability management to describe the difference between rate sensitive assets and rate sensitive liabilities in rate gaps or between cash inflows and outflows in liquidity gaps. See gap. American Banker Glossary * * *    1) A… …   Financial and business terms

  • Position update —   Update options specify how the position should be updated. In automated systems you often have to specify what the system is to do. The following options are often possible:   update on line or not on line.   check limit on line during update… …   International financial encyclopaedia

  • Mismatch —   Refer instead to Cumulative mismatch and Position …   International financial encyclopaedia

  • Mismatch limit —   Maximum allowed cumulative interest risk position/mismatch/gap …   International financial encyclopaedia

  • mismatch — 1) Any financial position that is not perfectly offset 2) A floating rate note in which the coupon is paid monthly but the interest rate paid is that applicable to a note of longer maturity. The situation in which the assets (loans made) and… …   Big dictionary of business and management

  • 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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