funding-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...
  2. Shau_2207

    Funding Exposure vs. Credit Exposure

    @David Harper CFA FRM , Can you please help me explain this? As I understand the it should be default of the counterparty increase funding cost when margin is not posted the party with positive exposure has to fund the amount of loss. Similarly in the second sentence.
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