Setup a Foreign Currency Account and realise Cash at Bank.

Setup a Foreign Currency Account

Financials -> Accounts -> Add Accounts

Set the Currency rates

Manage Static Data -> Foreign Currency Exchange Rates

Select Set New Rate and complete the exchange rate table.

Record and Realise Cash at Bank

To enter the Cash at Bank through Asset Capture

Financials -> Assets -> Add Asset -> Cash at Bank

Change the Holding Account to the Correct Foreign Currency Account

Update the rate, if needed, by clicking on the radar next to the exchange rate.

IMPORTING TO A FOREIGN CURRENCY ACCOUNT

Unfortunately, You cannot import transactions to a FX bank account.

If you need to import the transactions, your only option would be to run the FX account as an $A account and import the $A equivalent of the FX.