A Solution for Foreign Exchange Risk

I propose the following solution: Law to compel the parties (debtor and creditor) to share “exchange risk”, no matter what direction it manifests (which side wins and who loses); this means that every rate the customer would pay at a rate calculated by dividing 2 to spread the difference between the contract rate and payment date; this measure would lead to equitable sharing of RSV between the parties.
If we analyze the proposed solution, we see that it a) take into account the existence of the phenomenon and b) it reduces, ie closing the gap win-loss howsoever positioned the two contracting parties (they earn / lose half); Essentially a credit agreement is not a part (whatever that) to win the rate differences, it is a win laziness, as the sale and purchase spreads recently rejected by the EU Court (Kasler solution); do not forget that the bank gaining interest, which is the price of its Benefit debtor receiving earn money in advance. Gain / loss on foreign exchange differences not subject to contract and may not be avoided must be limited, and this can best be achieved by the proposed method.