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Risk Management Manual of Examination Policies

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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%

 

 


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