Payment by cheque for your AdSense earnings has still not been discontinued. But, Google has upgraded the payment system to EFT.
The EFT payment has been treated as the safest method for getting your Google AdSense payments directly into your bank account.
Since the payments arrive into your bank account in foreign currency, you may need to explain this to the bank. Google recommends you to obtain the specific instructions from the bank to get the payments via the US Dollar Wire Transfer from abroad. As stated in the previous response, it would be advisable to provide a declaration to the bank branch where you have your account about this recurring payments from abroad.
The currency conversion is dome by the respective bank and you may be charged a nominal fee for the conversion. It would be better for you to get the detailed schedule of the charges from your bank.
As for your query of receiving payments from Western Union, Google has stated that the service is currently available in select countries. You may need to get in touch with Google to get more information on the same. Google has been planning to extend the services to more countries soon.
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