Foreign exchange risk analysis on foreign currency interest report
- 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 component of the forex risk (See also
Foreign exchange risk / exchange rate risk). Related positions are:
• Open currency position per CCY.
• pen currency position per CCY group.
• Total open currency position.
Related reports are:
• Inquiry of bank-rel-position.
• Open Currency Position.
• Overall Mismatch.
• Mismatch per Book.
• Mismatch per Product.
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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