exposure netting

exposure netting
offsetting exposures in one currency with exposures in the same or another currency, when exchange rates are expected to move in such a way that losses or gains on the first exposed position should be offset by gains or losses on the second currency exposure. Bloomberg Financial Dictionary

Financial and business terms. 2012.

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  • Exposure netting — Offsetting exposures in one currency with exposures in the same or another currency, where exchange rates are expected to move in such a way that losses or gains on the first exposed position should be offset by gains or losses on the second… …   Financial and business terms

  • Exposure at default (EAD) — is a parameter used in the calculation of economic capital or regulatory capital under Basel II for a banking institution. This is an attribute of any exposure on bank s client.DefinitionIn general EAD can be seen as an estimation of the extent… …   Wikipedia

  • Netting — This page is about the finance term. For the fabric called netting see Net (textile). In general, netting means to allow a positive value and a negative value to set off and partially or entirely cancel each other out. In the context of credit… …   Wikipedia

  • netting — Reducing transfers of funds between subsidiaries ( subsidiary) or separate companies to a net amount. Bloomberg Financial Dictionary Traders approved for duty deferment must also be approved to set off drawback and certain other repayments of… …   Financial and business terms

  • netting — The process of setting off matching sales and purchases against each other, especially sales and purchases of futures, options, and forward foreign exchange. This service is usually provided for an exchange or market by a clearing house. It also… …   Accounting dictionary

  • netting — The process of setting off matching sales and purchases against each other, especially sales and purchases of futures, options, and forward foreign exchange. This service is usually provided for an exchange or market by a clearing house It also… …   Big dictionary of business and management

  • Netting — Reducing transfers of funds between subsidiaries or separate companies to a net amount. The New York Times Financial Glossary * * *    A system whereby outstanding financial contracts can be settled at a net figure. Receivables are offset against …   Financial and business terms

  • net currency exposure — Exposure to foreign exchange risk after netting all intracompany cash flows. Bloomberg Financial Dictionary …   Financial and business terms

  • Counterparty exposure —   Difference between the sum of assets and contingent assets and the sum of liabilities and contingent liabilities relating to the same counterparty on which a credit risk is run(provided netting is allowed). See also Risk management …   International financial encyclopaedia

  • Photographic filter — Four photographic filters. Clockwise, from top left, an infrared hot mirror filter, a polarising filter, and a UV filter. The larger filter is a polariser for Cokin style filter mounts. In photography and videography, a filter is a camera… …   Wikipedia

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