1. UK Financial Services Law
  2. Legislation (UK)
  3. Assimilated law
  4. 2013
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  1. Retained EU Law - Regulation 575/2013/EU - Capital Requirements Regulation (CRR) - Definitions
  2. Definition found at art. 272 applies for arts. 271-311, 381-386
  3. distribution of exposures
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Status: Published
Version date: Pre-IP completion day
    Version 1 of 1    

distribution of exposures

means the forecast of the probability distribution of market values that is generated by setting forecast instances of negative net market values equal to zero

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