Nostro projection

  Related position is the Dummy Position for Nostro Projection 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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  • Liquidity risk —   The risk of non availability of sufficient liquidity to meet cash flow requirements on a certain date in the future including today (having sufficient available or inflow of funds to accommodate outflow of funds). Also known as funding risk.… …   International financial encyclopaedia

  • Risk management —   Risk management is the management that is engaged in the control and monitor the risks of the bank. They must be aware of the exposure of the bank as a whole at any time.   The following reports exist to manage the following risks (created by… …   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

  • Department Management/Reconciliation reports — Reports include:   Cheques with extended clearing date   Confirmation of cheque clearing date   Country exposure versus limits   Customer daily position   Dormant/stagnant/unclaimed accounts   Doubtful debtors   Exception report on movement of… …   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

  • Break even rate —   A position which shows the break even rate per currency per time bracket. The break even rate is calculated with the following formula:   Break Even R.= ((tot ass x avg ass rate) (tot ass x avg liab rate))/Cumulative Mismatch   See also… …   International financial encyclopaedia

  • Combined position —   A combined position is a group of positions. Combined position codes can be defined to minimise laborious work in setting up positions or to combine time related and non time related position codes.   See also Position, position administration… …   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

  • 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

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