1 Reply Latest reply on Apr 11, 2018 12:25 PM by Richard Duffy

    Hedged credit exposure in UKM_COMMITMENTS

      We are using credit exposure with a 1 day horizon in credit management.  When I run ukm_commitments, there are 4 different exposure columns titled credit exposure.  The second and fourth columns are hedged credit exposure and they do sometimes differ from the plain credit exposure columns.  I have not been able to find a definition for hedged credit exposure that explains how/why it's different than regular exposure.  I'm hoping somebody out there can help me.

       

      Thanks,

      Cyndi

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