PFE tables allow you tracing PFE or other exposure statistics for a transaction through time, using add-on methodology and thus enabling you to avoid repeated simulations. Add-ons can be a simple set of values, or you may view profile-based add-ons for each point of a term structure.
These tables are an easy-to-use instrument providing a ready reference to PFE numbers across time horizons and currencies, allowing you to capture risk exposure at a glance before actually making the deal.
PrevioRisk PFE Tables are available for Commodity, Forex and Interest Rates asset classes. These tables can be further customized to generate Structured Products PFE tables, as needed.
We also provide PFE tables across asset classes as a separate standalone service for our clients.
PFE Tables – Conceptual Scheme