expected-positive-credit-exposure

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    Gregory CH:7 Exposure definitions EE and PFE

    Hello, although feeling comfortable with the topic, there is this nagging uncertainty about EE and EPE. (1) Is EE an exposure number that the fin inst. has for EACH cp (ie the average of all exposure values with a particular cp) and is EPE an exposuure that a fin inst. has across ALLcps...
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