expected-positive-exposure
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P2.T6.909. Credit exposure metrics continued (expected positive exposure and effective exposure) (Gregory Ch.7)
Learning objectives: Describe and calculate the following metrics for credit exposure: ... expected positive exposure and negative exposure, effective exposure, and maximum exposure. Compare the characterization of credit exposure to VaR methods and describe additional considerations used in the...- Nicole Seaman
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- credit-exposure effective-exposure expected-positive-exposure maximum-exposure negative-exposure
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- Forum: FRM® Practice Questions
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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...- Nicole Seaman
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- counterparty-credit-risk counterparty-exposures current-exposure derivative-portfolio expected-exposure expected-positive-exposure loan-portfolio peak-exposure stress-testing stressed-expected-loss
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- Forum: FRM® Practice Questions