Overall mismatch


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 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.

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