Credit Value Adjustment:
This gives the Credit Value Adjustment for a single counterparty based on the models and parameterisations specified 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.