Loss Exposure definition
Loss Exposure means, with respect to any underlying transaction, the ▇▇▇▇-to-market value of such underlying transaction assuming a two standard deviation move in the underlying variables, multiplied by the square root of ten.
Examples of Loss Exposure in a sentence
If Injury to the Insured results, within 365 days of the date of the accident that caused the Injury, in any one of the Losses specified below, the Company will pay the percentage of the Maximum Amount shown below for that Loss: Exposure and Disappearance.