Liquidity risk analysis per currency — A position report. See also Liquidity risk report … International financial encyclopaedia
Liquidity position — The liquidity position is the difference between the sum of liquid assets and incoming cash flows on one side and outgoing cash flows resulting from commitments on the other side, measured over a defined period, being the measure of the… … International financial encyclopaedia
Credit risk — Categories of financial risk Credit risk Concentration risk Market risk Interest rate risk Currency risk Equity risk Commodity risk Liquidity risk Refinancing risk … Wikipedia
Enterprise risk management — In business, enterprise risk management (ERM) includes the methods and processes used by organizations to manage risks and seize opportunities related to the achievement of their objectives. ERM provides a framework for risk management, which… … Wikipedia
Currency risk — Categories of financial risk Credit risk Concentration risk Market risk Interest rate risk Currency risk Equity risk Commodity risk Liquidity risk Refinancing risk … Wikipedia
Foreign exchange risk — (exchange rate risk) Risk that the market value of the bank, measured in the base currency, is exposed to fluctuations in foreign exchange rates. This risk is quantified by the open currency position. The related standard reports are: • Open… … 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
Open currency position report — The open currency position report gives information about the open currency position (OCP) per currency, OCP per currency group and the total OCP. The open currency position is the measure of foreign exchange risk. It is the difference between… … 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
Dark liquidity — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond … Wikipedia
