Distribution of Exposures definition

Distribution of Exposures means the forecast of the probability distribution of market values that is generated by setting forecast instances of negative net market values equal to zero.
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Distribution of Exposures means the forecast of probability distribution of market values where negative net market values are set equal to zero;
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Examples of Distribution of Exposures in a sentence

  • Regional or Geographic Distribution of Exposures 2020Frw’0002019Frw’000 f i.

  • When there are no ratings for the issue, the rating assigned to the issuer is searched H.2. Quantitative Information - Standard Method Table 14 | Geographical Distribution of Exposures Amounts in Euros.

Related to Distribution of Exposures

  • Revolving Exposure means, with respect to any Lender at any time, the sum of the outstanding principal amount of such Lender’s Revolving Loans and its LC Exposure and Swingline Exposure at such time.

  • L/C Exposure at any time, the sum of (a) the aggregate undrawn amount of all outstanding Letters of Credit at such time, and (b) the aggregate amount of all L/C Disbursements that have not yet been reimbursed or converted into Revolving Loans at such time. The L/C Exposure of any L/C Lender at any time shall equal its L/C Percentage of the aggregate L/C Exposure at such time.

  • Unrealized losses means the fair market value of the cost to such Person of replacing such Rate Management Transaction as of the date of determination (assuming the Rate Management Transaction were to be terminated as of that date), and “unrealized profits” means the fair market value of the gain to such Person of replacing such Rate Management Transaction as of the date of determination (assuming such Rate Management Transaction were to be terminated as of that date).