Foreign exchange position reporting requires disclosure of cash balances, open positions, risk metrics and maturity mismatches. Form GPB, under FEMA Annex II and the Master Circular, requires banks to report foreign currency balances in USD, Net Open Exchange Position in INR, ... Summary
Foreign exchange position reporting requires disclosure of cash balances, open positions, risk metrics and maturity mismatches.
Form GPB, under FEMA Annex II and the Master Circular, requires banks to report foreign currency balances in USD, Net Open Exchange Position in INR, INR-equivalent exposures, AGL maintained, VaR maintained in INR, and a monthly tenor schedule of foreign currency maturity mismatches to disclose gaps, positions and cash balances.
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