BizTerm Definition
Cumulative mismatch
Full Definition

The accumulated interest risk position/mismatch/gap at any given period of all interest risk positions/mismatches/gaps of future periods. The cumulative mismatch is calculated in the following reports: Forex risk analysis on fcy interest Overall mismatch per currency versus limits Mismatch per currency per book Mismatch per currency per product Break-even rates report See also Position, position administration tables, standard position codes, combined position code, risk management, foreign exchange risk, forex, open currency position, mismatch, interest risk, liquidity risk, forward revaluation, interest revaluation, break even and nostro projection.

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