effective-expected-positive-exposure

  1. Nicole Seaman

    P2.T6.24.32. Funding and Credit Exposure, Effective Expected Positive Exposure, and Aggregation

    Learning Objectives: Describe the differences between funding exposure and credit exposure. Describe and calculate the effective expected positive exposure. Explain the general impact of aggregation on exposure and the impact of aggregation on exposure when there is correlation between...
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