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    Potential Future Exposure (PFE)

    Dear QuantMan, Thanks for the reply. I have downloaded the chapter 7 as suggested, when looking at the <Spreadsheet 7.1>, can we know how could we derive the below:- a) Mu (Mean) b) Standard Deviation (sigma) c) Alpha (confidence level) Aside, I saw list of figure on right hand side with...
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    Potential Future Exposure (PFE)

    Any excel or example? Still don't understand....... Many thanks.
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    Potential Future Exposure (PFE)

    Mind to share what's the meaning of "z"? Also, is there anywhere we can find the relevant article about this formula? Appreciate.
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    P2.T6.411. Expected (EE) and potential future exposure (PFE)

    Hi Nicole, Interesting write up from the posted question. Anyway can we know what's the formula you have used?
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    Potential Future Exposure (PFE)

    Hi Guys, Does anyone know what's the formula and advice available to calculate derivatives "PFE" exposures? E.g. Monte Carlo...... Thanks!
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