|
Risk Management Manual of Examination Policies
Section 17.1 - International Report Pages and Workpapers
| Position Analysis - Major Currency Positions |
99999 |
Country United Kingdom (Monetary Unit: Pound Sterling) |
Description |
Assets and Purchases
(Long Position) |
Liabilities and Sales
(Short Position) |
Foreign Currency |
U.S. Dollar Book Value |
Foreign Currency |
U.S. Dollar Book Value |
Cash |
1,000 |
2,600 |
|
|
Demand Balances Due (Nostro) |
50,000 |
19,800 |
|
|
Loans |
1,000,000 |
2,500,000 |
|
|
Securities |
100,000 |
275,800 |
|
|
Deposits of Banks (Vostro) |
|
|
100,000 |
242,000 |
Other Deposits |
|
|
400,000 |
1,040,000 |
Spot Contracts |
1,300,000 |
3,120,000 |
1,400,000 |
3,346,000 |
Forward Contracts |
|
|
|
|
Holdovers |
|
|
|
|
Other: (Specify) |
|
|
|
|
Accrued Interest Receivable |
10,500 |
25,200 |
|
|
Accrued Interest Payable |
|
|
3,000 |
7,200 |
Gross Position |
2,461,500 |
5,943,400 |
1,903,000 |
4,635,200 |
Less: Long/Short |
1,903,000 |
4,635,200 |
|
|
Net Position |
558,500 |
1,308,200 |
|
|
Net position as a % of the bank's total capital and reserves: 2.90%
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