Risk management is the management that is engaged in the control and monitor the risks of the bank. They must be aware of the exposure of the bank as a whole at any time.
The following reports exist to manage the following risks (created by treasury activities): Risk:
1. Foreign exchange risk:
1. Open Currency Position.
2. FX Risk Analysis on FCY Interest.
2. Interest risk:
1. Overall - Overall Mismatch. 2. Forward Forex(marked-to-market)
1. Mismatch per Book (Forex Book).
2. Mismatch per Product (Forex Book)
3. Money Market(on accrual basis)
1. Mismatch per Book(Money Market-Accruals Book).
2. Mismatch per Product(Money Market-Accruals Book).
4. Money Market Trading(marked-to-market).
1. Mismatch per Book(Marked-to-Market Book). 2. Mismatch per Product(Marked-to-Market Book).
5. Liquidity risk
1. Liquidity Risk.
2. Nostro Projection.
The following reports exist to manage the following results (created by treasury activities):
3. Forex result. 1. FX Result per day/month.
2. Forward Revaluation Results.
2. Interest result.
1. Break Even Rates.
2. Interest Rate Analysis. Refer to the individual reports. See also Position, position administration tables, standard position codes, combined position code, foreign exchange risk, forex, open currency position, mismatch, interest risk, liquidity risk, forward revaluation, interest revaluation, break even and nostro projection.