expected positive exposure
Definitions over time (1)
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19/07/2016 – 25/12/2019 Article 272, Capital Requirements Regulation (CRR) Scope: Part III Title II Chapter 6
For the purposes of this Chapter and of Title VI of this Part, the following definitions shall apply:
‘expected positive exposure’ (hereinafter referred to as ‘EPE’) means the weighted average over time of expected exposures, where the weights are the proportion of the entire time period that an individual expected exposure represents.
Other definitions of this term in this act (1)
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