Exposure of Currency

Business & Finance
Tutor: None Selected Time limit: 1 Day

How can I calculate the total exposure of a currency?And what does a haircut of this exposure means? 

Feb 20th, 2015

proportion of intercurrency transactions to total transactions,

total exposure of a currency=intercurrency transactions/ total transactions,

Haircut comes from the fact that market makers can trade at such a thin spread.


Feb 20th, 2015

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