Counterparty Default Curve / Recovery Rate:
This allows the expected default curve and the associated recovery rate under default of a given counterparty to be specified. If no data has been supplied,
default values will be used.
Risk Matrix
The Risk Matrix gives a breakdown of the risk by risk metric and counterparty. If you wish to get more detail on the counterparty risk, change the counterparty risk
metric preference and the exposures may be analysed using the different options in the Counterparty Market Risk dropdown. These are context specific and their contents
will reflect the Counterparty Risk Metric preference.