BizTerm Definition
Open currency position report
Full Definition

The open currency position report gives information about the open currency position (OCP) per currency, OCP per currency group and the total OCP. The open currency position is the measure of foreign exchange risk. It is the difference between all assets and liabilities plus forex (conditional and unconditional) purchases and sales in a foreign currency. 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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