Learning objective: Describe and calculate the following metrics for credit exposure: expected mark-to-market, expected exposure, potential future exposure ....
Questions:
908.1. The probability distribution of the expected future value (EFV) of a position in a derivative contract is...
Hello,
Could you please advise if I can find somewhere graphs depicting potential future exposure vs. time for various instruments. Something like those attached (but correct).
Thank you,
Tereza
Concept: These on-line quiz questions are not specifically linked to learning objectives, but are instead based on recent sample questions. The difficulty level is a notch, or two notches, easier than bionicturtle.com's typical question such that the intended difficulty level is nearer to an...
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