Exposure
A risk of loss due to adverse movements in an asset. Many risk adverse international corporations carefully assess the level of their exposure to forex rate fluctuations and aim to hedge them using either forex forwards, swaps or currency options.
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aggregate risk
tranche
intraday limit
Dollar Duration
netting
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basis of assessment
International Bank for Reconstruction and Development
Central Registration Depository (CRD)
Front fee
Swissie