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.

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

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.

Establish limits at any aggregation level (portfolio, counterparty, instrument, etc.) or for selected metrics (such as PFE or CVA). Users can set single/multiple triggers and notifications.

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

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

Price the deals, calculate PV and PFE, and check limits for line availability for 50+ products across various asset classes.

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