Credit Value Adjustment - Aggregate:   This gives the Credit Value Adjustment for all the counterparty(ies) that are constituents of a specified Counterparty Type. The vales are determined by the models and parameterisations specifies in the Counterparty Credit Risk Preferences section.



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.