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Effective Expected Positive Exposure

A measure that is used to determine exposure at default (EAD) for OTC derivatives under a bank's internal model method....

OBS Exposure

It stands for off-balance sheet exposure; any item that carries a risk of financial loss (and its corresponding revenue generation...

Off-Balance Sheet Exposure

Any item that carries a risk of financial loss (and its corresponding revenue generation or profit making potential). An exposure...

Exposure

A claim, contingent claim or position (short or long) which carries a risk of financial loss (and its corresponding revenue...

EAD

It stands for exposure at default; a measure of a bank's exposure to losses arising from defaulting loans. It represents...

Exposure at Default

A measure of a bank's exposure to losses arising from defaulting loans. It represents the total amount of potential losses...

Credit Spread Exposure

A type of credit risk exposure that involves a position in an instrument associated with a specific risk that arises...

Gearing

The characteristics of derivatives which allow the holder to achieve a much greater reward, or otherwise incur a far greater...