Meaning current exposure method
What does current exposure method mean? Here you find 2 meanings of the word current exposure method. You can also add a definition of current exposure method yourself
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current exposure methodDefinition Means to measure the cost of a default that takes place within a swap agreement.
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current exposure methodTerm used in the Basle Capital Accord to denote a method of assessing credit risk in off-balance sheet transactions, consisting of adding the market to market replacement cost of all contracts and an [..]
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