|
Risk Management Manual of Examination Policies
Section 17.1 - International Report Pages and Workpapers
| Position Analysis - Other Currencies |
99999 |
Other Currencies |
Country |
Monetary Unit |
Long |
Short |
Net Position |
(%)* Net Position |
Foreign Currency |
U.S. Dollar Book Value |
Foreign Currency |
U.S. Dollar Book Value |
Foreign Currency |
U.S. Dollar Book Value |
Australia |
Dollar |
24,600 |
27,900 |
|
|
24,600 |
27,900 |
0.06% |
Canada |
Dollar |
66,000 |
|
|
90,000 |
66,000 |
(90,000) |
0.20% |
France |
Franc |
1,000,000 |
210,000 |
|
|
1,000,000 |
210,000 |
0.47% |
Germany |
Mark |
693,000 |
215,000 |
203,000 |
61,000 |
490,000 |
154,000 |
0.34% |
Italy |
Lire |
27,873,600 |
30,500 |
54,344,500 |
59,500 |
(26,470,900) |
(29,000) |
0.06% |
Switzerland |
Franc |
|
|
|
|
0 |
0 |
0.00% |
|
|
|
|
|
|
0 |
0 |
0.00% |
|
|
|
|
|
|
0 |
0 |
0.00% |
|
|
|
|
|
|
0 |
0 |
0.00% |
|
|
|
|
|
|
0 |
0 |
0.00% |
|
|
|
|
|
|
0 |
0 |
0.00% |
|
|
|
|
|
|
0 |
0 |
0.00% |
|
|
|
|
|
|
0 |
0 |
0.00% |
|
|
|
|
|
|
0 |
0 |
0.00% |
|
|
|
|
|
|
0 |
0 |
0.00% |
|
|
|
|
|
|
0 |
0 |
0.00% |
| Subtotal (U.S.) |
|
|
|
|
|
0 |
536,200 |
0.00% |
| Plus: Major Currency (U.S.) |
|
|
|
|
|
|
1,308,200 |
|
| Aggregate Position (U.S.) |
|
|
|
|
|
0 |
0 |
|
| *as a percentage of the bank's Total Capital and Reserves |
|
|
|
|
|
|
1,844,400 |
3.88% |
Description |
Yes |
No |
1a. Is the net open position of each foreign currency reasonable in relation to the bank's total capital and reserves? |
X |
|
1b. Is the aggregate net open position of all foreign currencies reasonable in relation to the bank's total capital and reserves? |
X |
|
|
