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.