Peak Exposure definition

Peak Exposure means a high percentile of the distribution of exposures at any particular future date before the maturity date of the longest transaction in the netting set.
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Peak Exposure means the amount equal to Party B's maximum credit exposure in respect of a Replacement Transaction entered into on a date one month after the Valuation Date, calculated by the Valuation Agent using its swap credit exposure methodology to the Confidence Interval, as that methodology is updated to reflect, without limitation, the levels of volatility current as at the Valuation Time for the differential between USD-LIBOR-BBA and AUD-BBR-BBSW (each rate with a Designated Maturity of three months) and the A$-US$ forward exchange rates, and assuming that from that Valuation Date:
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Peak Exposure means the amount equal to Party B's maximum credit exposure in the Base Currency in respect of a Replacement Transaction entered into on a date one month after the Valuation Date, calculated by the Valuation Agent using a market standard swap credit exposure methodology to the Confidence Interval, as that methodology is updated to reflect, without limitation, the levels of volatility current as at the Valuation Time for USD-LIBOR-BBA and AUD-BBR-BBSW (each rate with a Designated Maturity of one month ) and the A$ - US$ forward exchange rates, and assuming that from that Valuation Date the Floating Rate Payer Amounts and Exchange Amounts are calculated on the basis that:
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Examples of Peak Exposure in a sentence

  • In order to accurately determine the potential risks from entering into new interest rate swaps, prior to entering into new swap agreements, the CFO will prepare for the President, the Chair of the Board and the Chair of the Finance Committee an updated analysis of Peak Exposure, both with and without the proposed new swap agreement.

  • Peak Exposure provides a quantification of the Regents’ worst case swap exposure.

  • Section 6.3 on "Detecting And Ranking Peak Exposure Sources" can be used to help identify additional locations.

  • Protective Measures Daily 8-Hour Exposure Peak Exposure Exposure Limit Value 87dB(A) 140dB (C) Upper Exposure Action Level 85dB(A) 137dB (C) Lower Exposure Action Level 80dB(A) 135dB (C) Any work location and / or location which is suspected of exposing staff to loud noise will be subject to a formal noise assessment.

  • Current exposure is often also called replacement cost.• Peak Exposure is a high percentile (typically 95 percent or 99 percent) of the distribution of exposures at any particular future date before the maturity date of the longest transaction in the netting set.

  • Note there is only one bank counterparty with a long-term credit rating below A- or A3, and at 30 September 2013 both Balance Date and Peak Exposure bandings were below 10 of Equity.

  • The maximum value of PFE(t) over the life a trade is referred to as the Maximum Peak Exposure (MPE) or Maximum Likely Exposure (MLE).PFE(MLE) plays an important role in the financial industry.

  • Guarantor irrevocably authorizes Administrative Agent to charge any account of Guarantor maintained with Administrative Agent or any Lender with such amount as may be necessary from time to time to pay any Guaranteed Obligations when due.

  • Peak Exposure Level or Dose: The maximum exposure level or maximum potential dose rate.

  • Without any warning, H2S may render victims unconscious and death can follow shortly afterwards.The Occupational Safety and Health Act (OSHA Regulations) set a 10 ppm ceiling for an eight hourly continuous exposure (TWA limit), a 15 ppm concentration for Short Term Exposure Limit for 15minutes (STEL) and a Peak Exposure of 50 ppm for 10 minutes.

Related to Peak Exposure

  • 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.

  • Short Exposure means a short inversed leveraged exposure to the Reference Asset.

  • Total Exposure means, for any Lender at any time, the sum of (i) the aggregate principal amount of all outstanding Loans of such Lender plus (ii) such Lender’s Applicable Percentage of the Letter of Credit Usage.

  • Total Revolving Exposure means, as to any Revolving Lender at any time, the unused Commitments and Revolving Exposure of such Revolving Lender at such time.

  • 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.

  • Facility Exposure means, at any date of determination, the sum of the aggregate principal amount of all outstanding Advances and the Available Amount under all outstanding Letters of Credit.

  • Swap Exposure means, as at any relevant date, the amount certified by the Swap Bank to the Agent to be the aggregate net amount in Dollars which would be payable by the Borrower to the Swap Bank under (and calculated in accordance with) section 6(e) (Payments on Early Termination) of the Master Agreement if an Early Termination Date had occurred on the relevant date in relation to all continuing Designated Transactions entered into between the Borrower and the Swap Bank;

  • Total Credit Exposure means, as to any Lender at any time, the unused Commitments, Revolving Credit Exposure and outstanding Term Loans of such Lender at such time.

  • Aggregate Outstanding Credit Exposure means, at any time, the aggregate of the Outstanding Credit Exposure of all the Lenders.

  • Aggregate Revolving Exposure means, at any time, the aggregate Revolving Exposure of all the Lenders at such time.

  • High-risk exposure period means the following time period:

  • Aggregate Credit Exposures means, at any time, in respect of (a) the Term Facility, the aggregate amount of the Term Loans outstanding at such time and (b) in respect of the Revolving Credit Facility, the sum of (i) the unused portion of the Revolving Credit Facility at such time and (ii) the Total Revolving Credit Outstandings at such time.

  • Total Revolving Credit Exposure means, as to any Revolving Lender at any time, the unused Commitments and Revolving Exposure of such Revolving Lender at such time.

  • Revolving L/C Exposure of any Class shall mean at any time the sum of (a) the aggregate undrawn amount of all Letters of Credit applicable to such Class outstanding at such time (calculated, in the case of Alternate Currency Letters of Credit, based on the Dollar Equivalent thereof) and (b) the aggregate principal amount of all L/C Disbursements applicable to such Class that have not yet been reimbursed at such time (calculated, in the case of Alternate Currency Letters of Credit, based on the Dollar Equivalent thereof). The Revolving L/C Exposure of any Class of any Revolving Facility Lender at any time shall mean its applicable Revolving Facility Percentage of the aggregate Revolving L/C Exposure applicable to such Class at such time. For all purposes of this Agreement, if on any date of determination a Letter of Credit has expired by its terms but any amount may still be drawn thereunder by reason of the operation of Rule 3.14 of the International Standby Practices, International Chamber of Commerce No. 590, such Letter of Credit shall be deemed to be “outstanding” in the amount so remaining available to be drawn. Unless otherwise specified herein, the amount of a Letter of Credit at any time shall be deemed to be the stated amount of such Letter of Credit in effect at such time; provided, that with respect to any Letter of Credit that, by its terms or the terms of any document related thereto, provides for one or more automatic increases in the stated amount thereof, the amount of such Letter of Credit shall be deemed to be the maximum stated amount of such Letter of Credit after giving effect to all such increases, whether or not such maximum stated amount is in effect at such time.

  • U.S. Revolving Credit Exposure means, with respect to any Lender at any time, the sum of such Lender’s outstanding U.S. Revolving Loans and its U.S. L/C Exposure and U.S. Swingline Exposure at such time.

  • Swing Line Exposure means, at any time, the aggregate principal amount of all Swing Line Loans outstanding at such time. The Swing Line Exposure of any Lender at any time shall be its Applicable Percentage of the total Swing Line Exposure at such time.

  • Total Exposure Amount means, on any date of determination (and without duplication), the outstanding principal amount of all Loans, the aggregate amount of all Letter of Credit Outstandings and the unfunded amount of the Commitments.

  • Outstanding Credit Exposure means, as to any Lender at any time, the sum of (i) the aggregate principal amount of its Revolving Loans outstanding at such time, plus (ii) an amount equal to its Pro Rata Share of the aggregate principal amount of Swing Line Loans outstanding at such time, plus (iii) an amount equal to its Pro Rata Share of the LC Obligations at such time.

  • Swingline Exposure means, at any time, the aggregate principal amount of all Swingline Loans outstanding at such time. The Swingline Exposure of any Lender at any time shall be its Applicable Percentage of the total Swingline Exposure at such time.

  • Loan Exposure means, with respect to any Lender, as of any date of determination, the outstanding principal amount of the Loans of such Lender; provided, at any time prior to the making of the Loans, the Loan Exposure of any Lender shall be equal to such Lender’s Commitment.

  • Aggregate Credit Exposure means, at any time, the aggregate Credit Exposure of all the Lenders at such time.

  • Credit Exposure means, with respect to any Lender at any time, the sum of the outstanding principal amount of such Lender’s Loans at such time.

  • Revolving Facility Exposure means, for any Lender at any time, the sum of (i) the principal amount of Revolving Loans made by such Lender and outstanding at such time, and (ii) such Lender’s share of the LC Outstandings at such time.

  • Net Xxxx-to-Market Exposure of a Person means, as of any date of determination, the excess (if any) of all unrealized losses over all unrealized profits of such Person arising from Rate Management Transactions. “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).

  • Moody’s Exposure Period means the period commencing on a given Valuation Date and ending 49 days thereafter.

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