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 component of the forex risk (See also Foreign exchange risk / exchange rate risk). Related positions are:• Open currency position per CCY.• pen currency position per CCY group.• Total open currency position.Related reports are:• Inquiry of bank-rel-position.• Open Currency Position.• Overall Mismatch.• Mismatch per Book.• Mismatch per Product.
International financial encyclopaedia . 2014.
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