JavaScript is disabled for your browser. Some features of this site may not work without it.
Some users are experiencing upload errors at the moment. If you receive a "UWSpace is down for maintenance" error, please email jordan.hale@uwaterloo.ca as soon as possible. We are very sorry for the inconvenience.
Counterparty credit risk management has become an important issue for financial institutions since the Basel III framework was introduced. Expected exposure (EE) is defined as the average (positive) exposure at a future ...
