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CAP-084 — Dynamic Exposure Calculation

Category Credit & structured products
Business goal Not yet linked to a business goal
Satisfying module MOD-030
Mode CALC
BD owner BD05 Credit
Human needed No

Continuously recalculates net exposure on a facility as utilisation changes and collateral values update, maintaining an accurate view of credit risk at any point in time. Feeds the capital adequacy engine and the concentration risk monitor in real time.