PrevioRisk is a platform-independent solution for effective Counterparty Credit Risk measurement, visualization, and communication.

Risk Measurement

Take advantage of the best global analytics practices, including exposure calculation (EE, PFE, CVA), Monte Carlo simulations, and stress testing, while answering the growing regulatory demands. PrevioRisk seamlessly integrates to your current data and BI systems, thus allowing you to leverage high-power simulation engine by market leading analytics such as MSCI RiskMetricsTM.

Visualization

Sift through the sea of interactive data, using the game-changing risk dashboards that provide full view of the portfolio and allow to spot at first sight the numbers relevant for decision-makers: CEO, CRO, traders, fund managers compliance officers, and board members. PrevioRisk's customizable modules and user-friendly interface ensure that real-time data remain accessible, logical, relevant and actionable.

Communication

PrevioRisk's smart dashboards, convenient limit approval mechanism and extensive reporting capabilities immediately improve connectivity within the institution, as well as with its clients and regulators. The power of enhanced communication creates a huge competitive advantage for your company, while providing full transparency of risk-management processes and measures for compliance checks.

Do you want to get the best of the both worlds? With PrevioRisk you benefit from market leading analytics with certainty that they are used by top-tier financial institutions, as well as you get strong advantages of dealing with a small and result-oriented firm, including extensive product training, tailored implementation, and customer care.

Modules

PFE Tables

Explore standard or user-defined risk weight tables for FX, Interest Rates and Commodities instruments. Check PFE numbers for a chosen instrument across time horizons, using add-on approach to avoid repeated simulations.

Data Visualization/Dashboards

View your exposures at a glance, drilling down into details by any chosen aggregation level (such as country, asset class, industry, or trading desk). Monitor portfolio concentrations and check limits utilization.

CVA

Generate and visualize standard or user-specific reports for unilateral or bilateral credit value adjustment (CVA and DVA), incremental and marginal CVA, including netting and collateral effects.

Limits and Triggers

Establish limits at any aggregation level (such as portfolio, counterparty, instrument, country) or for selected metrics (PFE, CVA, settlement). Single/multiple triggers and notifications are also available.

Exposure Analytics

Assess key credit exposure metrics (current exposure, EE, PFE) and view PFE profile for your deals at selected level of aggregation.

Stress Testing

Choose from variety of historical or user-defined stress scenarios, encompassing changes in both market risk factors and valuation model parameters (such as volatilities, probabilities of default and recovery rates).

Pre-Deal Manager

Price the deals and calculate PV and PFE for 50+ products across various asset classes. Check limits for line availability before the deal is booked.

BASEL III

Answer new regulatory requirements on Counterparty Credit Risk and CVA, including BASEL III rules.

Benefits

Mission Clarity

Get your whole team on the one page about what matters in Counterparty Credit Risk by mitigating exposures, managing risks and identifying opportunities to take action immediately.

Regulatory Compliance

In order to facilitate our clients needs to adapt to the regulatory environment without sacrificing efficiency and performance, we have built specific functionality which is listed by each PrevioRisk module.

Many Components – One Solution

PrevioRisk is developed and enhanced with the help of client and industry feedback. It is a modular, building-block architecture that provides wide asset class coverage, enabling clients to generate exposure distributions and estimate statistics across user-defined horizons.

It has the best-of-breed risk and stress testing capabilities to emphasize the test credit exposure: either by defining market data scenarios or by stress-testing of netting and collateral options.

PrevioRisk brings greater control and transparency for enhanced reporting though the replication of counterparty methodologies and seamless integration of analysis and data.

Onboarding Simplicity

Onboard PrevioRisk in the company in as little as 3 weeks, and be able to produce reports in 5 weeks to capture the maximum business value in the shortest timeframe.

Pre-integrated solutions between Bloomberg, Thomson Reuters, and Copp Clark provide clients with seamless implementation and production rollouts.

PrevioRisk comes with well-documented and standardized APIs, which allow it to interface with your existing databases and industry standard applications, overcoming the rigidity of standard enterprise applications while leveraging legacy systems to increase business agility.

Enterprise-Wide, On Demand Risk Information Dashboards

PrevioRisk takes the pain out of data management and offers the customized dashboards providing actionable results, delivered in a timely fashion to the right audience. Using analytical insights, you can more confidently make decisions that decrease your risk exposure. With PrevioRisk, you are able to increase transparency and lower regulatory compliance costs for improved business performance.

No Surprises Approach

To reduce cost and time for PrevioRisk implementation, we do cloud installation of our software for you to determine whether it satisfies your business needs using your data. This helps us to work together as a team and to identify potential gaps before system implementation. Minimal sunk costs allow you to implement the winning solutions in line with your budget constraints.

Real-Time Update

PrevioRisk helps you to keep all Counterparty Credit Risk maintenance processes up to actual speed. You get real-time results, letting you focus on risk management, not measurement.

Leverage Our Human Capital

Our customers have access to our PhD research staff that look for new ways and cutting-edge approaches to analytics, to help you make better business decisions and increase your competitive advantage.

Excellent Customer Service

In our client service, the key direction is our advantageous combination of functional expertise with deep industry knowledge. PrevioRisk offers its clients end-to-end support that encompasses implementation, training, analysis and optimization services - whenever you require it. Our clients' markets go beyond borders, so do our services.

We Are Small Enough To Care!

No take it or leave it. No take it and good luck with it. Get analytics from the world’s leading providers, but with the personalized customer service and customization, training and customer care from a small and dedicated team.