外汇操作风险管理(Ⅶ)

Management of operational risk in foreign exchange(Ⅶ)

外汇期权和不可交割远期合约有着特有的性质,需要不同于即期和远期外汇交易的方法进行处理。该文介绍了银行在处理外汇期权和不可交割远期合约交易时的最佳做法。此外,该文还介绍了几个外汇处理流程各个环节中通用的最佳做法。

Foreign exchange （FX） options and non-deliverable forwards （NDFs） have unique features that need to be handled differently than spot and forward FX transactions. This paper introduces bank＇s best practices in handling theFX options and NDFs.In addition,this paper also introduces the general best practices that apply to all segments of the FX process flow.