The amount of exposure a customer has to the movement of spot contracts and forward contracts.
Related information about aggregate risk:
- Aggregate Risk Definition | Investopedia
The exposure of a bank, financial institution, or any type of major investor to foreign exchange contracts - both spot and forward - from a single counterparty or ...
- Systematic risk - Wikipedia, the free encyclopedia
Systematic or aggregate risk arises from market structure or dynamics which produce shocks or uncertainty faced by all agents in the market; such shocks could ...
- Aggregate Risk - Financial Glossary
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z. Aggregate Risk. Clear Results. An investor's or trader's total exposure to spot and forward contracts.
- What is aggregate risk? definition and meaning
Definition of aggregate risk: The amount of exposure a customer has to the movement of spot contracts and forward contracts.
- Aggregate Risk Definition - What is a Aggregate Risk - Market Risk ...
Uninsured idiosyncratic investment risk and aggregate saving, Idiosyncratic investment risk and aggregate, Measurement of aggregate risk with copulas.
- Aggregate Risk and the Choice between Cash and Lines of Credit
We model corporate liquidity policy and show that aggregate risk exposure is a ... As a result, firms with high aggregate risk find it costly to get credit lines and opt ...
- Clearing, counterparty risk and aggregate risk - European Central ...
which are exposed to both aggregate risk and idiosyncratic risk. ... aggregate risk, the CCP should be designed to maintain proper incentives of members ...
- Evolution and Aggregate Risk « Cheap Talk
Jul 18, 2012 ... The corresponding result is that the evolved utility function should be the expectation, with respect to aggregate risk, of the natural log of the ...