Credit Exposures
From Open Risk Manual
Revision as of 00:05, 28 January 2020 by Wiki admin (talk | contribs)
Definition
Credit Exposures denotes the set of Credit Risk Exposure to which an entity is exposed. In the context of credit risk there has been substantial formalization and standardization of the concept of exposure as it became one of the key Risk Parameters identified and required for implementation of the Basel II framework. This key metric is the so called Exposure At Default.
