Title
Revaluation Guidelines for Commercial Banks FX Assets
Law
Bsp Circular Letter
Decision Date
Apr 1, 1993
The BSP Circular Letter mandates that commercial banks must conduct monthly revaluations of US Dollar foreign exchange assets and liabilities using the Philippine Dealing System Weighted Average Rate, with specific conditions for rate selection based on transaction volume and differential thresholds.

Law Summary

Revaluation Method for US Dollar Foreign Exchange Assets and Liabilities

  • Primary revaluation rate: Philippine Dealing System Weighted Average Rate (PDSWAR) for the day
  • Conditional switch to Philippine Dealing System Closing Rate (PDSCR) if discrepancy exists between PDSWAR and PDSCR exceeding 2% of PDSWAR
    • Requires that total daily transactions be at least $20 million
    • Last transaction volume should be at least 15% of total daily transactions
  • If no transaction occurs on a given day, the immediately preceding revaluation rate is used

Revaluation Method for Non-US Dollar Foreign Currency Assets and Liabilities

  • Calculated using the designated Peso/US dollar revaluation rate (as determined for US dollar assets/liabilities)
  • Converted against the relevant US dollar/third currency exchange rate as per the Central Bank Reference Exchange Rate Bulletin

Accounting Treatment of Revaluation Entries

  • Revaluation entries must be recorded at least monthly
  • End-of-month revaluation entries may be reversed the following day to reflect accurate financial position

Effective Date and Implementation

  • This revision is effective immediately from April 1, 1993
  • Supersedes prior guidelines set forth in Circular Letters dated February 20, 1986, and April 23, 1986
  • Incorporated as part of the Manual of Accounts for Commercial Banks

Key Legal Concepts and Compliance Requirements

  • Emphasizes accuracy in foreign exchange valuation to ensure truthful financial reporting
  • Introduces objective quantitative criteria for selecting appropriate exchange rates for revaluation
  • Provides clear directive on fallback procedures when market transactions are absent
  • Enhances transparency and consistency in foreign currency accounting practices within commercial banks

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