centile

« Exposition maximale » : le centile supérieur de la distribution des expositions à toute date future antérieure à l'échéance la plus éloignée des transactions relevant de l'ensemble de compensation ;
‘Peak Exposure’ means a high percentile of the distribution of exposures at any particular future date before the maturity date of the longest transaction in the netting set.
"exposition maximale" le centile supérieur de la distribution des expositions à une date future donnée, antérieure à l'échéance la plus éloignée des opérations relevant de l'ensemble de compensation ;
'peak exposure' means a high percentile of the distribution of exposures at particular future date before the maturity date of the longest transaction in the netting set;
Le centile d'une observation x est trouvable en divisant le nombre d'observations moins que x par le nombre total d'observations et puis en les multipliant par 100.
The percentile for an observation x is found by dividing the number of observations less than x by the total number of observations and then multiplying this quantity by 100.
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