Open currency position report

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 all assets and liabilities plus forex (conditional and unconditional) purchases and sales in a foreign currency. 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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  • 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

  • Position reports —   Reports include:   Account type info with default position code   Bank related positions and limits   Country exposure versus limits   Customer daily position   Customer position   Foreign exchange position statement   FX results   Mismatch  … …   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 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

  • Liquidity risk report —   A position report which gives information about the liquidity risk per currency versus limits. The liquidity risk is the risk of non availability of sufficient liquidity.   Related positions are:   Capital & P&L.   C/A Nature.   B/S Difference …   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

  • 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

  • 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 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

  • 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

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