Rollover Risk definition

Rollover Risk means the amount by which expected positive exposure is understated when future transactions with a counterpart are expected to be conducted on an ongoing basis. The additional exposure generated by those future transactions is not included in calculation of EPE.

Rollover Risk means the amount by which EPE is understated when future transactions with a counterparty re expected to be conducted on an ongoing basis; the additional exposure generated by those future transactions is not included in the calculation of EPE;

Rollover Risk means the amount by which EPE is understated when future transactions with a counterparty are expected to be conducted on an ongoing basis;

Examples of Rollover Risk in a sentence

• Rollover Risk: HDC is exposed to rollover risk on hedging derivative instruments should a termination event occur prior to the maturity of the hedged debt.

• Schwarcz, Rollover Risk: Ideating a U.S. Debt Default, 55 B.C. L.

• Rollover Risk – MaineHousing is exposed to rollover risk on swaps that mature or may be terminated prior to the maturity of the associated debt.

• Rollover Risk: The Authority is exposed to rollover risk only on swaps that mature or may be terminated at the counterparty’s option prior to the maturity of the associated bond.

• Lease Rollover Risk Upon the expiry of any lease, there can be no assurance that the lease will be renewed or the tenant replaced.

• Rollover Risk: Rollover risk is the risk that the Swap does not extend to the maturity of the associated debt.

• Rollover Risk – The risk that an issuer cannot secure a cost-effective renewal of a letter or line of credit or; the risk of a failed remarketing or auction with respect to any variable rate bonds associated with a swap.

• University leadership has discretion regarding funding levels for institutional aid provided to undergraduate students.

• Rollover Risk: For variable rate debt, the risk of the inability to obtain a suitable liquidity facility at an acceptable price to replace a facility upon termination or expiration of the contract period.

• Rollover Risk – Rollover risk refers to the potential need to find a replacement counterparty as part of the overall plan of finance if the interest rate swap does not extend to the final maturity of the underlying variable rate bonds.

More Definitions of Rollover Risk

Rollover Risk means the risk arising when EPE value is understated, under the assumption that future transactions with that counterparty will be conducted on an ongoing basis; the additional exposure generated by those future transactions is not included in calculation of EPE;

Rollover Risk means the amount by which positive exposure is understated in regard to a contractual framework within which the respective exposure is expected to be renewed in the future. The exposures that may be generated by future transactions on the basis of that contractual framework shall not be included in the calculation of expected positive exposure;