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These measures are used by companies to set economic and regulatory capital levels and influence the reserves that firms need to hold. The author shows that these exposures calculated under the risk neutral measure depend on the choice of num\u00e9raires and may be manipulated depending on this choice. So, it is concluded that the exposures should be calculated under the real world measure. It is shown how to use measure changes to compute real world exposures in a risk neutral framework. 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