Exposure Analytics

PrevioRisk Exposure Analytics module enables you to evaluate your counterparty credit risk exposure, according to regulatory guidelines:

  • Current exposure (both gross and net of collateral);
  • Forward-looking exposure (that is, potential exposure);
  • Stressed exposure (broken out by market risk factors, and/or by scenario);
  • Key risk drivers of exposures, along with conditions or factors that would fundamentally change the risk profile of CCR. An example would be assessment of changes in credit underwriting terms and whether they remain prudent.

Reference: Office of the Comptroller of the Currency, Federal Deposit Insurance Corporation, Board of Governors of the Federal Reserve System and the Office of Thrift Supervision (June 2011). “Interagency Supervisory Guidance on Counterparty Credit Risk Management”.