- 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.
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