collateral exposure - залоговый риск, риск [залогового] обеспечения

collateral exposure trades - операции по оценке состояния обеспечения и связанных с ним рисков

http://depository_en_ru.academic.ru/274/Collateral_and_Expos...
http://depository_en_ru.academic.ru/1601/Triparty_Collateral...

10.2. Daily and Intraday Exposure Reports

The Intraday Exposure Reports provide Collateral Receivers and Collateral Givers with details of their outstanding exposures and lists the allocated collateral per exposure throughout the business day.
The reports provide exposure details, including margin deficits / excesses and all allocated collateral broken down by service.

10.2.1. Intraday Collateral Exposure Statements (XML)

The MT569 Collateral and Exposure Statement provided to both Collateral Givers and Collateral Receivers is based on the SWIFT standard MT569 statement format. The statement is structured to combine the summary and detailed daily exposure report for Customers in their role as either Collateral Giver or Collateral Receiver. A statement will be produced for each role, so a Customer who acts in the capacity of both a Collateral Giver and Receiver can expect to receive two MT569 statements.
Подробнее см.: http://www.asx.com.au/documents/settlement/ASX_42363_Collate...

http://easy-swift.com/messagetypes.jsp