Mismatch per currency per book — Refer instead to Mismatch per book … 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 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
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
Forex book — The sub administration of the bank in which foreign exchange transactions are recorded per currency of which results are calculated on a revaluation basis. The (forward) mismatch position is the net cumulative cash flow, i.e. difference… … International financial encyclopaedia
Money market accrual book — The (forward) mismatch position is the net cumulative cash flow, i.e. difference between amounts outstanding placed and taken per currency resulting from outstanding contracts measured per time bracket. The line Today stands for the liquidity … International financial encyclopaedia
Money market trading book — A separate book is introduced for money market trading because the results on these products are not booked on accrual basis. The (forward) mismatch position is the net cumulative cash flow, i.e. difference between amounts outstanding placed… … International financial encyclopaedia
Money book — A Sub administration of the bank in which interest producing transactions are recorded per currency of which results are calculated on an accrual basis. See also Mismatch book, Forex book, Money market accrual book and Money market trading book … 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
