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
  Overall mismatch per currency versus limits
  Mismatch per currency per book
  Mismatch per currency per product
  Break-even rates report
  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.

Look at other dictionaries:

  • 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

  • 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

  • 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 —   Refer instead to Cumulative mismatch and Position …   International financial encyclopaedia

  • Mismatch limit —   Maximum allowed cumulative interest risk position/mismatch/gap …   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

  • Forward mismatch position —   Net cumulative cash flow, i.e. difference between amounts of outstanding forward purchases and outstanding forward sales, per currency resulting from outstanding forward contracts measured over a defined period …   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

  • 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

  • Economic Affairs — ▪ 2006 Introduction In 2005 rising U.S. deficits, tight monetary policies, and higher oil prices triggered by hurricane damage in the Gulf of Mexico were moderating influences on the world economy and on U.S. stock markets, but some other… …   Universalium

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