expected exposure
as defined in CRR, Article 272, point (19) (Definitions)
the average of the distribution of exposures at a particular future date before the longest maturity transaction in the netting set matures;
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Also defined in
- Directive 2006/48/EC of the European Parliament and of the Council of 14 June 2006 relating to the taking up and… 32006L0048, bIII.p20
the average of the distribution of exposures at any particular future date before the longest maturity transaction in the netting set matures.