Exposure: Difference between revisions

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{{g}}Your “[[exposure]]” to a counterparty is the amount that your counterparty would owe you if you [[closed out]] the transaction today — the [[replacement value]] of the transaction, so to say.
{{g}}Your “[[exposure]]” to a [[counterparty]] is the amount that your [[counterparty]] would owe you if you [[closed out]] the transaction today — the [[replacement value]] of the transaction, so to say.
{{sa}}
*[[Mark-to-market]]
*[[Present value]]
*[[Rehypothecation]]

Revision as of 10:25, 21 April 2020

The Jolly Contrarian’s Glossary
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Your “exposure” to a counterparty is the amount that your counterparty would owe you if you closed out the transaction today — the replacement value of the transaction, so to say.

See also