PrevioRisk allows to handle counterparty credit risk during its entire lifecycle – from pre-deal analysis, through portfolio valuation and stress-testing, to reporting and regulatory compliance. The variety of tools and capabilities offered in our solution are grouped into functional modules:
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.