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 three months after the Valuation Date, calculated by the Valuation Agent using its swap credit exposure methodology to a 99% 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.

  • I p.88-89 (4/1/08)) With respect to the Five Authors Reply she stated she did not think that using the Peak Exposure was valid because she believed the authors were looking at data from only one antenna.

  • Peak Exposure ‐ Crime ‐ The total sum of the largest amount of cash on hand at any one time for each agency during 4th quarter 10 Consists primarily of nursing exposure which include medical students involved in clinical training and the exposure is per student per clinical training course per quarter.Underwriting ActivitiesCommercial Insurance PlacementThe State alongside its Broker of Record, Arthur J.

  • The Peak Exposure Limit for all Asbestos types is 0.6 fibres per millilitre of air averaged over any 10-minute period.

  • If the exposure likely to arise from work being conducted on, ACMs may exceed either the Control Limit or Peak Exposure Level then this work must be conducted by a Health and Safety Executive (HSE) licensed contractor.

  • Neither Party represents or warrants that Confidential Information disclosed hereunder will not infringe any third party's patents, copyrights or trade secrets or other proprietary rights.

  • 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.

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

  • Their use should be considered on a case by case basis and they should precede manual walked transects.

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.

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

  • 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.

  • Outstanding Credit Exposure means, as to any Bank at any time, the sum of (i) the aggregate principal amount of its Loans outstanding at such time, plus (ii) 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.

  • 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.

  • Revolving Credit 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.

  • Leveraged Exposure means a leveraged long exposure to the Reference Asset.