Appendix 1
Definition of foreign exchange settlement exposure FX settlement process Measuring FX settlement exposures Current duration of FX settlement exposures Receipt of bought currency Current size of FX settlement exposures Potential impact of improving practices Payment cancellation and receipt identification Netting Tables
Definition of foreign exchange settlement exposure
FX settlement process
Measuring FX settlement exposures
Current duration of FX settlement exposures
Receipt of bought currency
Current size of FX settlement exposures
Potential impact of improving practices
Payment cancellation and receipt identification
Netting
Tables
Contact us * Risk Library * Documents by Author * Committees at the Bank for International Settlement (BIS) * Settlement Risk in Foreign Exchange Transactions * Appendix 1
