信用风险暴露是指由于交易对方不能履行合约或偿还债务而可能出现损失的交易金额。
...违约可用违约概率( Probability of Default , PD )来衡量;交易对手违约时可能的经济损失可用信用风险暴露( Credit Exposure , CE )来衡量;交易对手违约后的损失可用违约损失( Loss Given Default , LGD )来衡...
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信用风险未来潜在暴露 Potential Future Exposure
是指由于未来市场价值的变动而可能引致的信用风险暴露。
Credit exposure that may develop on an obligation due to possible changes in its market value.
在全球信用不断膨胀的背景下,信用风险暴露也越来越严重。
Under the background of fact that global credit is inflating constantly, the credit risks expose more and more serious.
有关关联交易、贷款限额和交易对手信用风险暴露的规则都有所提高。
There are enhanced rules on affiliate transactions, lending limits, and counterparty credit exposures.
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