Exposure value definition

Exposure value means the numerical value of the measured exposure in units of milliroentgen or roentgen where 1 roentgen equals exactly 2.58 x 10-4 coulombs per kilogram of air at standard temperature and pressure.
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Exposure value means, at any time with respect to any claim or set of related claims, the Reinsured’s reasonable estimate at such time of probable ultimate gross cost to the Reinsured of such claim or set of related claims, based on facts known at the time when sufficient information is available.
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Exposure value means the net present value of Global Flow Asbestos Litigation Expenses projected after the date of the Initial Valuation Report or the Final Valuation Report (as applicable), net of anticipated insurance proceeds.
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Examples of Exposure value in a sentence

  • The following formulas describe the calculation of the capital requirement for K-TCD: K-TCD=a x EV x Rf x CVA Where:- a=1.2- EV = Exposure value calculated in accordance Article 27 of IFR- RF = the risk factor applicable to the counterparty type as set out in the table 2 in Article 26- CVA = the credit valuation adjustment calculated in accordance with Article 32of IFR.

  • Exposure value under mark-to-market method The exposure value of derivatives is calculated as the sum of the positive mark to market values of the derivatives and the potential future exposure of the derivative calculated as per Article 274 of CRR.

  • Under the Standardised Approach the level of capital required against a given level of exposure to credit risk is calculated as: Credit risk capital requirement = Exposure value x Risk weighting* x 8%.

  • Exposure value calculation Exposure values for regulatory capital requirement purposes on over the counter traded products are calculated according to the CCR current exposure method.

  • Therefore, for ten (10) days after the third consecutive margin call, the Tariff Customer’s Non-FTR Potential Exposure value would be that calculated per the existing formulae plus the addition of up to $1,666,670.

  • When entering the data Exposure value in the Register, the exposure value and currency as per standard ISO 4271 shall be reported after taking into account credit risk mitigants and credit conversion factors in accordance with Implementing Regulation (EU) No 680/2014.

  • Exposure value refers to the sum of positive replacement cost and potential future credit exposure, however, for Repurchase transactions, it includes mark-to-market value of the securities provided as collateral (after application of regulatory volatility haircuts).

  • Institutions shall calculate the exposure value of a netting set under the standardised approach for counterparty credit risk as follows: Exposure value = α · (RC + PFE) where: RC = the replacement cost calculated in accordance with Article 275; and PFE = the potential future exposure calculated in accordance with Article 278; α = 1,4.

  • The X-COM Service determines the Settlement Instruction for the settlement within the limits of the Bilateral Exposure value, even if it is not foreseen the partialisation option as of paragraph 2.1.2;For the cancellation of non-settled transaction it applies what stated in paragraph 4.2.

  • The calculation includes the use of a multiplier that is at least set at 3.Advanced CVA capital charge: Exposure value and associated RWAs for the portfolios subject to the advanced method in accordance with Article 383 in the CRR.Standardised CVA capital charge: Exposure value and associated RWAs for the portfolios subject to the standardised method in accordance with Article 384 in the CRR.

Related to Exposure value

  • Exposure rate means the exposure per unit of time, such as roentgen per minute and milliroentgen per hour.

  • Unfunded Exposure Amount means, as of any date of determination, with respect to a Delayed Draw Loan Asset or a Revolving Loan, as applicable, an amount equal to the aggregate amount of all unfunded commitments associated with such Loan Asset as of such date.

  • L/C Exposure at any time, the sum of (a) the aggregate undrawn amount of all outstanding Letters of Credit at such time, and (b) the aggregate amount of all L/C Disbursements that have not yet been reimbursed or converted into Revolving Loans at such time. The L/C Exposure of any L/C Lender at any time shall equal its L/C Percentage of the aggregate L/C Exposure at such time.

  • Automatic exposure control means a device which automatically controls one or more technique factors in order to obtain at a preselected location(s) a required quantity of radiation (See also "Phototimer").

  • Applicable Value means, as of any date, with respect to each Share, the fair value of such Share, as determined in good faith by the Board of Directors.

  • Aggregate Credit Exposures means, at any time, the sum of (a) the unused portion of each Revolving Credit Commitment then in effect, (b) the unused portion of each Term Commitment then in effect and (c) the Total Outstandings at such time.

  • Aggregate Exposure Percentage with respect to any Lender at any time, the ratio (expressed as a percentage) of such Lender’s Aggregate Exposure at such time to the Aggregate Exposure of all Lenders at such time.

  • Leveraged Exposure means a leveraged long exposure to the Reference Asset.

  • Total Revolving Exposure means, as to any Revolving Lender at any time, the unused Commitments and Revolving Exposure of such Revolving Lender at such time.

  • Total Credit Exposure means, as to any Lender at any time, the unused Commitments and Revolving Credit Exposure of such Lender at such time.

  • Aggregate Outstanding Amount With respect to any of the Notes as of any date, the aggregate unpaid principal amount of such Notes Outstanding on such date.