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- Potential_future_exposure abstract "Potential Future Exposure (PFE) is defined as the maximum expected credit exposure over a specified period of time calculated at some level of confidence.PFE is a measure of counterparty risk/credit risk. It is calculated by evaluating existing trades done against the possible market prices in future during the lifetime of transactions. It can be called sensitivity of risk w.r.t market prices. The calculated expected maximum exposure value is not to be confused with the maximum credit exposure possible. Instead, the maximum credit exposure indicated by the PFE analysis is an upper bound on a confidence interval for future credit exposure.Credit risk managers have traditionally remained focused on current exposure measurement (i.e., current mark-to-market exposure, plus outstanding receivables) and collateral management. The problem with this focus is that it places excessive emphasis on the present and fails to provide an acceptable indication of credit risk at some point in the future. Because losses from credit risk take a relatively long time to evolve, a more useful measure of exposure is potential exposure. Potential exposure is not like current exposure. It exists in the future and therefore represents a range or distribution of outcomes rather than a single point estimate.".
- Potential_future_exposure wikiPageExternalLink EEandPFENormal.html.
- Potential_future_exposure wikiPageExternalLink Canabarro_Duffie_Counterparty.pdf.
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- Potential_future_exposure wikiPageRevisionID "633745309".
- Potential_future_exposure wikiPageWikiLink AIG.
- Potential_future_exposure wikiPageWikiLink American_International_Group.
- Potential_future_exposure wikiPageWikiLink Bank_regulation.
- Potential_future_exposure wikiPageWikiLink Basel_III.
- Potential_future_exposure wikiPageWikiLink Black_swan_theory.
- Potential_future_exposure wikiPageWikiLink Call_option.
- Potential_future_exposure wikiPageWikiLink Category:Finance.
- Potential_future_exposure wikiPageWikiLink Collateral_management.
- Potential_future_exposure wikiPageWikiLink Confidence_interval.
- Potential_future_exposure wikiPageWikiLink Counterparty.
- Potential_future_exposure wikiPageWikiLink Credit_(finance).
- Potential_future_exposure wikiPageWikiLink Depression_(economy).
- Potential_future_exposure wikiPageWikiLink Dodd-Frank_Wall_Street_Reform_and_Consumer_Protection_Act.
- Potential_future_exposure wikiPageWikiLink Dodd–Frank_Wall_Street_Reform_and_Consumer_Protection_Act.
- Potential_future_exposure wikiPageWikiLink Enron.
- Potential_future_exposure wikiPageWikiLink FNMA.
- Potential_future_exposure wikiPageWikiLink Fannie_Mae.
- Potential_future_exposure wikiPageWikiLink Financial_transaction.
- Potential_future_exposure wikiPageWikiLink Freddie_Mac.
- Potential_future_exposure wikiPageWikiLink Gamma.
- Potential_future_exposure wikiPageWikiLink Insurance.
- Potential_future_exposure wikiPageWikiLink J._P._Morgan.
- Potential_future_exposure wikiPageWikiLink JP_Morgan.
- Potential_future_exposure wikiPageWikiLink Kidder,_Peabody_&_Co..
- Potential_future_exposure wikiPageWikiLink Kidder_Peabody.
- Potential_future_exposure wikiPageWikiLink Lehman_Brothers.
- Potential_future_exposure wikiPageWikiLink Mark-to-market.
- Potential_future_exposure wikiPageWikiLink Mark-to-market_accounting.
- Potential_future_exposure wikiPageWikiLink Market_price.
- Potential_future_exposure wikiPageWikiLink Moneyness.
- Potential_future_exposure wikiPageWikiLink Negative_expected_value.
- Potential_future_exposure wikiPageWikiLink Out_of_the_money.
- Potential_future_exposure wikiPageWikiLink Point_estimate.
- Potential_future_exposure wikiPageWikiLink Point_estimation.
- Potential_future_exposure wikiPageWikiLink Put_option.
- Potential_future_exposure wikiPageWikiLink Risk.
- Potential_future_exposure wikiPageWikiLink Savings_and_loan_crisis.
- Potential_future_exposure wikiPageWikiLink Sensitivity_of_risk.
- Potential_future_exposure wikiPageWikiLink Short_(finance).
- Potential_future_exposure wikiPageWikiLink Strike_price.
- Potential_future_exposure wikiPageWikiLink Tier_1_capital.
- Potential_future_exposure wikiPageWikiLink Tier_2_capital.
- Potential_future_exposure wikiPageWikiLink Too_big_to_fail.
- Potential_future_exposure wikiPageWikiLink Trade.
- Potential_future_exposure wikiPageWikiLink Volatility_(finance).
- Potential_future_exposure wikiPageWikiLinkText "Potential future exposure".
- Potential_future_exposure hasPhotoCollection Potential_future_exposure.
- Potential_future_exposure wikiPageUsesTemplate Template:Unreferenced.
- Potential_future_exposure subject Category:Finance.
- Potential_future_exposure hypernym Measure.
- Potential_future_exposure type Article.
- Potential_future_exposure type Work.
- Potential_future_exposure type Article.
- Potential_future_exposure comment "Potential Future Exposure (PFE) is defined as the maximum expected credit exposure over a specified period of time calculated at some level of confidence.PFE is a measure of counterparty risk/credit risk. It is calculated by evaluating existing trades done against the possible market prices in future during the lifetime of transactions. It can be called sensitivity of risk w.r.t market prices.".
- Potential_future_exposure label "Potential future exposure".
- Potential_future_exposure sameAs m.02q8w4x.
- Potential_future_exposure sameAs Q7234822.
- Potential_future_exposure sameAs Q7234822.
- Potential_future_exposure wasDerivedFrom Potential_future_exposure?oldid=633745309.
- Potential_future_exposure isPrimaryTopicOf Potential_future_exposure.