Effective Expected Positive Exposure (Effective EPE) definition
Effective Expected Positive Exposure (Effective EPE) means the weighted average over time of effective expected exposure over the first year, or, if all the contracts within the netting set mature within less than one year, over the time period of the longest maturity contract in the netting set, where the weights are the proportion that an individual expected exposure represents of the entire time interval.
Effective Expected Positive Exposure (Effective EPE) means the weighted average over time of effective expected exposure over the first year, or, if all the contracts within the