- 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.
International financial encyclopaedia . 2014.
См. также в других словарях:
Mismatch loss — in transmission line theory is the amount of power expressed in decibels that will not be available on the output due to impedance mismatches and reflections. A transmission line that is properly terminated, that is, terminated with the same… … Wikipedia
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
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 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
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
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
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