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Міжнародні розрахунки та валюні операції - Savluk M.І.

10.5. Currency position

Currency position of the bank - співвідношення (різниця) між сумою активів та позабалансових вимог у певній іноземній валюті та сумою балансових і позабалансових збов'язань у цій самій валюі.

Activate the post - balance wimiga - the activa , yaki oblikovkuyutsya on the day before the balance, tobto є beside rozporyadzhenny bank for the hour, the activist, yaki bank to take possession of Maybutnomu (purchase of the currency for the forwards, futures, options, and majbutny nadohodzhennya Currencies in vigilat income).

Balance is the balance of the strikes - the tseobovaniya bank for the day before the balance in front of the customers and those contractors that zobov'yazannya bank at Maybutnyu (sales of the currency for the forwards, f'yuchers, option, Maybutny zbitki in pevnіy currencies).

The currency position of the credit is suma active in the pozalansovyh vimog at the penny currency and not in the sum of balance and post-balance craws at the currency itself. Відкрита валюна позиція містить додатковий ризик у разі зміни exchange rate.

Currency positioning of the credit of the dovga - suma active and those pozazalansovih vimog shift the sum of balances and post-balance craws in the leather currency. Bank із такою позицією може зазнати втрат у разі підвищення курсу національної валюти відносно іноземної.

The currency position of the short answer is short - the sum of the balance sheets and those of the post-balance zobov'azan is transferred to the sum of active and post-balance wimogs in the leather currency. Bank із такою позицією може зазнати додаткових втрат у разі підвищення курсу іноземної валюти відносно національної.

Currency position zakrita - suma active and pozabalansovih vimog zbіgaєtsya іz sumoyu balansovih ta pozabalansovyh zobov'azan at kozhnyi inozemnіy currencies.

Butt. At ponadilok JSCB "Ukraina" on mizhbankovskomu rink zdіsniv converting operation - having bought 1 000 000 dale. The United States for the hryvnia for the rate of 5,4455 for the local demand, tobto bank in the wake of the position behind the US dollar. Potim at the fourth bank zakriv posytsiyu, tobto zdisniviv protinezhnu operation - selling 1 000 000 dollars. The US for hryvnia for the rate of 5,4435. The rate of the National Bank of Ukraine in ponadilok became 5,4465, and in the oncoming days the NBU rate was as follows: вівторок - 5,4445; Of the average - 5,4480; The fourth is 5.4420. On the day of the purchase, the surplus to the bank for the balance became 1000 UAH, and in the onset of the day: the number of zlotok per vidkritoju positsiyeu becoming 2000 UAH, the middle - the surfeit 3500 UAH, and in the fourth - the coffin 4500 UAH. Finansovym the result of carried out operations for the balance of buli umbrellas on a sum of 2000 UAH. Кожна відкрита валюна позиція щодня перецінюється that you can show як збитки, so і прибуток, але це - currencies ризик, тобто at зміні exchange rate, you can зазнати значних втрат.

For the densely-priced foreign currency, write a podsumok for all balance sheets and balance assets and all balance sheets and post-balance loans to the bank. Якщо вартість активів та позабалансових вимог перевищує ватість пасивів і позабалансових збов'язань, відкривається довга відкрита валюна позиція. Yaksho vartit pasivіv and pozabalansovyh zobov'azan interchange vartit active and pozabalansovih vimog, vidkrivaevatsja korotka vіdkryta currencyno pozitsіya. At the time of the entry of the foreign currency, the position is shown with a plus sign, and the short of the foreign currency position is signed by the minus sign.

On the rozmіr Відкритої валютної позиції bank vplyvayut:

• Купівля та sales готівкової та безготівкової іноземної currency, усі строкові угоди - форварди, опціони, ф'ючерси та ін .;
• The rest of the currency in the vigilant income, abo vitrat ta nahrauvannya earnings і vitrat, yakі oblіkovuyutsya vidpovіdnih rahunkah. For example, the bank having won a loan for a sum of $ 1000, but on the day of being retained for the course of the NBU it became 5445 UAH, or on another day at the rate of exchange NBU tse budet vzhe other suma, on the order of 5435 UAH);
• The purchase (sales) of the main assets of that commodity-material price for the foreign currency;
• Podohodzhennia kostyv in the foreign currency to the statutory fund;
• Repayment by the bank of unprofitable zaborgovanost in the foreign currencies (decommissioning of the alleged zdіysnyuyutsya vidpovidnogo rahunku vitrat;
• Formation of reserves in inozemniy currency for rahunok vitrate;
• Інші обмінні операції zinozemnoyu currency.

Bud-yaka conversion business, in yakіy take the fate of two currencies, carried out by the bank, zmіnyuє yogo kozhirnu positsіyu. Наприклад, при купівлі Bank $ 5 million. USA for japaneseu єnu for the course 110.78 stovorjutsja dovga positsіya on sumu 5 million dale. The United States is short for sum 553 900 000 єн.

Розглянемо прись зміни валютної позиції bank for rahunok konversіynoї operation:

• On rahunok klієnt in the bank, there were pounds sterling at a sum of 1 000 000 GBP. Cis grosi perebuivayut on one iz NOSTRO-rahunkiv bank and positsiya bank zakrita (pasivi zbigayutsya with assets).
• To the bank it is necessary to sell pounds sterling and buy American dollars for the needs. Він здійснює операцію for the rate of 1.6050. On the NOSTRO-rahunku bank, the American dollar was declared, and the pounds sterling was written off.

At the bank z'yavilisya rozbizhnosti in the assets і pasivah - the bank is facing a foreign currency position, whether it be the currency of the GBP / USD currencies, you can bring to the forefront the abnormal zbits, you can close the position at the Maybutny Bank, even after your exchange rate.

Dealers of banks for a day on the robs are very busy with the operations with their currencies, and in the fact that they are not allowed to enter the bank, they can lead up to the zbits.

Butt. Dealer pratsyuvav on the market American dolar-nimetskaya brand і for the day robiv kilka operations.

By the end of the day, there was a lot of positioning behind the US dollars and a short stance behind the HIM brands. To the dealer it is necessary to close the account of the position, toto the operation of such an order, to reduce the price to zero, and to increase the risk of zbits to the USD / DEM exchange rate. Tobto Yom neobhіdno sell US dollar that buy nimetsky brands. The course, with yakomu vin zakriyutsya without pribudku chi zbitkiv, - tse 1,4744, tobto, selling 10 500 000 USD, the dealer to collect the necessary sum in DEM. Yakshcho course zmіnitsya i budey podchimem 1,4744, then the dealer will zbitki, yakschoo z course ziste i stain vichimi 1,4744, then the dealer z'yavitsya pributok. Наприклад, він закрив позицію за доларом США за курсом 1,4750. Tse mean, scho yogo pributok for all the operations for the day becoming 6 250 nimetskikh brands.

Yaksho and the dealer pobnistyu zakriє positіyu in nimetskikh stamps, then pributok nek zlotok u nogo obsochlyvatimetsya in US dollars. On the contrary, the rate of USD / DEM has changed to 1.4730, and the dealer has closed the position for DEM.

At pidssumu the dealer having recognized zbitkiv at rozmіrі 10 013,57 dale. USA.

In Ukraine, revaluation of foreign currency positions is carried out at the rate of the National Bank before the foreign currencies. For zabobannya currency risk for komercitsnyh banks in Ukraine NBU vstavlyayet normativi vidkritoї positії.

In zv'yazku z vypusnyannam z 1 sіchnya 1999 p. New currency євро at розрахунку нормативів загальної відкритої валютної позиції bank, довгої та shortly відкритої валютної позиції у вільно конвертованійі currencies till 2002 р. Vrahovuyutsya євро та 11 warehouses currencies yak one currency (since 2001 - 12 warehouse currencies).