Skip to content

Mercury Documentation

Exchange Rate Risk

Initializing search

Mercury Documentation

Home
About
Inputs
Inputs
- B4 - new inputs and params
- Collectively managed assets (CMA) treated with LTA
Transformations and outputs
Transformations and outputs
- SNB
  SNB
  - Credit risk mitigation - Mona
  - Available limit calculation
- CRE
  CRE
- MAR
  MAR
  - Equity Risk
  - Interest Rate Risk
  - Exchange Rate Risk Exchange Rate Risk
    Table of contents
    
    Used in the following modules
    
    Legal references
    
    Description
  - Commodity Risk
  - Netting
  - Options
- LEX
  LEX
  - Large exposure reporting
  - Parameters
- LIQ
  LIQ
- IRRBB
  IRRBB
  - Interest rate risk in the banking book
- BIS
  BIS
  - Ultimate Country Risk Calculation
- Other
  Other
- B4 - new outputs
- On request treatments
Transactions
Transactions
Operations
Operations
- Provisions and adjustments
- Intercompany transactions & Consolidation
Data model
Data model
- Structure and relationships
Application guide
Application guide
- User guide
- Technical guide
  Technical guide

Table of contents

Used in the following modules
Legal references
Description

7r0tcgtznmAR764KCO010w==;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

This content is protected with AES encryption.

Contact your administrator for access to this page.

Interest Rate Risk

Copyright © 2024 Quadrum SA