Considering several exposure profiles is useful when analyzing the potential future exposure of the institution to a counterparty, allowing you to understand fully the impact of time, specifics of underlying contracts, and key risk drivers.
PrevioRisk Exposure Analytics module enables you to compute multiple exposure profiles per selected counterparty, as well as for the entire portfolio, tracing the time path of key exposure metrics.
- Current Exposure
- Potential Future Exposure (expected values or any quartile on the exposure distributions)
- Post processing operations like Peak, EPE, or the effective versions of all exposure statistics
With Credit Exposure Metrics graphs, you can easily:
- Track simulated results path at each scenario
- Re-estimate exposure statistics at different Confidence Intervals (CI)