Global Exposure definition
Global Exposure means the exposure of a particular Portfolio to financial derivative instruments. The exposure is calculated taking into account the current value of the underlying assets, the counterparty risk, future market movements and the time available to liquidate the positions;
Global Exposure means the exposure of a particular Portfolio to financial derivative instruments. The exposure is calculated taking into account the current value of the underlying
Global Exposure means the sum of the U.S. Exposure and the U.K. Exposure.
Examples of Global Exposure in a sentence
See on this method, CESR’s Guidelines on Risk Measurement and the Calculation of Global Exposure and Counterparty Risk for UCITS, CESR/10-788, 28 Jul.
More Definitions of Global Exposure
Global Exposure means the exposure of a particular Portfolio to financial derivative
Global Exposure means, at any time, the sum of the Total Credit Exposure at such time plus the Mexico Lender’s Credit Exposure at such time.
Global Exposure means the sum of the absolute values of outstanding commitments, after netting and hedging arrangements (where the market value of underlying security positions may offset a gross commitment) when applicable, expressed in the base currency of the Fund. Global Exposure is used as a measure to limit either the incremental exposure and leverage generated by a Fund through the use of financial derivative instruments (including embedded derivatives) or the market risk of the Fund’s portfolio.
Global Exposure means the global exposure of the Index Components or the Index calculated using the commitment approach as described in the Committee of European Securities Regulators’ Guidelines on Risk Measurement and the Calculation of Global Exposure and Counterparty Risk for UCITS dated 28 July 2010 (CESR/10-788)