Potential Future Exposure. Pfe measures the tail (near. Web potential future exposure (pfe) pfe is the credit exposure on a future date modeled with a specified confidence interval.
Potential future exposure definition
Web potential future exposure, or pfe, uses the same basic modelling machinery as market risk var, and expresses results using the familiar. We will need the following items. Pfe measures the tail (near. Web potential future exposure (pfe) is the maximum expected market risk exposure to a portfolio of derivative transactions at a chosen confidence level. Web potential future exposure (pfe) pfe is the credit exposure on a future date modeled with a specified confidence interval. For example, bank a may have a 95%.
We will need the following items. We will need the following items. Web potential future exposure (pfe) is the maximum expected market risk exposure to a portfolio of derivative transactions at a chosen confidence level. For example, bank a may have a 95%. Web potential future exposure (pfe) pfe is the credit exposure on a future date modeled with a specified confidence interval. Pfe measures the tail (near. Web potential future exposure, or pfe, uses the same basic modelling machinery as market risk var, and expresses results using the familiar.
