Rollover Risk definition
Rollover Risk means the amount by which expected positive exposure is understated when future transactions with a counterpart are expected to be conducted on an ongoing basis. The additional exposure generated by those future transactions is not included in calculation of EPE.
Rollover Risk means the amount by which positive exposure is understated in regard to a contractual framework within which the respective exposure is expected to be renewed in the future. The exposures that may be generated by future transactions on the basis of that contractual framework shall not be included in the calculation of expected positive exposure;
Rollover Risk means the amount by which EPE is understated when future transactions with a counterparty are expected to be conducted on an ongoing basis;