Glossary

Updated 23 September 2018

This glossary offers definitions of technical terms commonly used in the BIS Quarterly Review.

The glossary is also available as a PDF file in ChineseFrench, German, Italian and Spanish.

gross credit exposure

Gross market value minus amounts netted with the same counterparty across all risk categories under legally enforceable bilateral netting agreements. Gross credit exposure provides a measure of exposure to counterparty credit risk (before collateral).

Updated: 11 Dec 2016
gross credit exposure

Gross market value minus amounts netted with the same counterparty across all risk categories under legally enforceable bilateral netting agreements. Gross credit exposure provides a measure of exposure to counterparty credit risk (before collateral).

Updated: 11 Dec 2016