Exposure period

From ACT Wiki
Jump to navigationJump to search
The printable version is no longer supported and may have rendering errors. Please update your browser bookmarks and please use the default browser print function instead.

A period of time during which, if market prices or rates were to change adversely, a loss might be suffered.

For example, a floating rate borrower is exposed to the risk of a rise in the market interest rate. The exposure period starts today and ends on the date on which the interest rate is set.


See also