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  1. Nicole Seaman

    P2.T6.908. Credit exposure metrics (expected exposure and potential future exposure) (Gregory Ch.7)

    Learning objective: Describe and calculate the following metrics for credit exposure: expected mark-to-market, expected exposure, potential future exposure .... Questions: 908.1. The probability distribution of the expected future value (EFV) of a position in a derivative contract is...
  2. T

    Potential Future Exposure

    Hello, Could you please advise if I can find somewhere graphs depicting potential future exposure vs. time for various instruments. Something like those attached (but correct). Thank you, Tereza
  3. Nicole Seaman

    P2.T6.712. Counterparty credit exposure essentials: calculation, netting & potential future exposure

    Concept: These on-line quiz questions are not specifically linked to learning objectives, but are instead based on recent sample questions. The difficulty level is a notch, or two notches, easier than bionicturtle.com's typical question such that the intended difficulty level is nearer to an...