Describe and calculate the following metrics for credit exposure: expected mark-to-market, expected exposure, potential future exposure, expected positive exposure and negative exposure, effective exposure, and maximum exposure.
這個考綱的中文翻譯如下：
描述並計算下列「信用曝險額」(credit exposure)的衡量：1.「預期照市價定價」(expected mark-to-market)、2.「預期曝險額」(expected exposure, EE)、3.「潛在未來曝險額」(potential future exposure, PFE)、4.「時間加權預期曝險額」(expected positive exposure, EPE)與「負數曝險額、負數預期曝險額及負數時間加權預期曝險額」(negative exposure、negative expected exposure, NEE 及expected negative exposure, ENE)、5.「非遞減的預期曝險額或非遞減的時間加權預期曝險額」(effective exposure包括effective expected exposure, effective EE或effective expected positive exposure, effective EPE)及6.「最大潛在未來曝險額」(maximum exposure)。
