Modules
PrevioRisk allows to handle counterparty credit risk during its entire lifecycle – from pre-deal analysis, through portfolio valuation and stress-testing, to reporting and regulatory compliance. The variety of tools and capabilities offered in our solution are grouped into functional modules:
This module helps you visualize PFE numbers for FX, Interest Rates and Commodities across various horizons, using add-on approach – in standard or user-defined format.
This module helps you to generate and visualize standard or user-specific reports pertaining to portfolio, concentration risk, limits and trader at various levels.
This module helps you to generate and visualize standard or user-specific reports for CVA, DVA, incremental and marginal CVA at various levels of aggregation.
This module helps to apply limits at any aggregation level (portfolio, counterparty, instrument, country etc.). Users can also set triggers at single or multiple points.
This module helps you to generate and visualize standard or user-specific reports for Credit Exposure, PFE and other exposure statistics at various levels.
This module allows to run a variety of historical or user-defined stress scenarios, encompassing changes in market risk factors, as well as in model assumptions (such as volatilities, probabilities of default and recovery rates).
This module helps you to price the deals and calculate PV and PFE for 50+ products across various asset classes.
This module contains reports pertaining to BASEL III new requirements on Counterparty Credit Risk and CVA.
div class=”span4″/strongdiv class=”row”
a href=”http://previorisk.com/solutions/modules/pfe-tables/” title=”PFE_tables”div class=”span1″