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Risk Management Manual of Examination Policies

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Section 17.1 - International Report Pages and Workpapers

Maturity Distribution (GAP) Analysis
99999

Maturity Distribution Schedule

Monetary Units

Maturity Dates

Assets and Purchases Long F.C.

Liabilities and Sales Short F.C.

Net Gap for Period Long/Short F.C.

Spot Rate
P = Prem.

D = Disc.

Profit U.S.

Loss U.S.

Pound(UK)

5/15

51,000

100,000

(49,000)

 

 

 

 

5/16

25,000

 

25,000

 

 

 

 

5/17

25,000

 

25,000

 

 

 

 

5/18

35,000

 

35,000

 

 

 

 

5/19

50,000

40,000

10,000

 

 

 

 

5/22

 

50,000

(50,000)

 

 

 

 

5/23

50,000

75,000

(25,000)

 

 

 

 

5/24

100,000

50,000

50,000

 

 

 

 

5/25

50,000

 

50,000

 

 

 

 

5/30

50,000

75,000

(25,000)

 

 

 

 

5/31

 

100,000

(100,000)

 

 

 

 

June

110,500

100,000

10,500

 

 

 

 

July

125,000

203,000

(78,000)

 

 

 

 

August

175,000

110,000

65,000

 

 

 

 

September

 

75,000

(75,000)

 

 

 

 

October

245,000

225,000

20,000

 

 

 

 

November

175,000

100,000

75,000

 

 

 

 

December

325,000

200,000

125,000

 

 

 

 

20X6

370,000

300,000

70,000

 

 

 

 

20X7

150,000

50,000

100,000

 

 

 

 

20X8

250,000

50,000

200,000

 

 

 

 

After

100,000

 

100,000

 

 

 

 

TOTALS

2,461,500

1,903,000

558,500

 

0

0

 

Less: Profit/Loss

 

 

 

 

 

 

 

Future Adjustment

 

 

 

 

0

0


 

Yes

No

2. Are future maturities of foreign assets, liabilities, and contracts reasonably matched with respect to long and short positions in all time periods?

X

 

 

 


Last Updated 02/02/2005 supervision@fdic.gov