current-exposure

  1. B

    NGR calculation for Netting Set which includes one single trade

    /
  2. Nicole Seaman

    P2.T6.707. Stress testing counterparty exposures

    Learning objectives: Differentiate among current exposure, peak exposure, expected exposure, and expected positive exposure. Explain the treatment of counterparty credit risk (CCR) both as a credit risk and as a market risk and describe its implications for trading activities and risk management...
Top