foreign exchange nostro projection

См. также в других словарях:

• 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

• 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,… …   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

• 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

• Open currency position —   The sum of the open currency spot position and the open currency forward position, being the measure of the foreign exchange risk.   The open currency position is the difference between balance assets and liabilities in foreign currency plus… …   International financial encyclopaedia

• 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

• 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

• 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… …   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