PrevioRisk Pre-Deal Manager module helps you to ensure initial assessment of the deal before it is contracted, allowing to take into account the following metrics specified by regulator:

• Counterparty-level current exposure and potential exposure, calculated daily, based on the previous day’s position data and any exchange of collateral.
• Individual counterparties with large potential exposures, when those exposures are driven by a single market factor or transaction type. In these circumstances, banking organizations should supplement statistical measures of potential exposure with other measures, such as stress tests, that identify such concentrations and provide an alternative view of risks associated with close-outs.
• Exposures from over-the-counter (OTC) derivatives. When they are material, additional product class break-outs (for example, traditional lending, securities lending) should be included.
• Additional relevant risk measures, such as (for credit derivatives) jump-to-default risk on the reference obligor, and economic capital usage.

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”.