FX risk

The FX risk Chapter contains:
– a comprehensive overview of the influence of FX fluctuations on bank,
– open currency position (OCP),
– RWA on FX risk,
– interest rate parity concept and implicit cost of hedging of OCP with FX derivatives.

PS:
– IE means illustrative examples.
– The easiest way to navigate in illustrative examples is to use the “Presentation” file.

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