International financial encyclopaedia . 2014.
Forward mismatch limit — Maximum allowed forward mismatch position on a particular point in time … International financial encyclopaedia
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
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
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
Forward revaluation results — A standard position report which shows Not yet defined. A related report is the Forex results per day/per month. See also Position, position administration tables, Standard position codes, combined position code, Risk management, Foreign… … International financial encyclopaedia
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
Open currency position — The sum of the open currency spot position and the open currency forward position, being the measure of the foreign exchange risk. The open currency position is the difference between balance assets and liabilities in foreign currency plus… … International financial encyclopaedia
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… … International financial encyclopaedia
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
