Simulation Statistics:   This shows the models and the parameters used in the models that will be used to estimate the Expected exposure and other statistices that are used in the determineation of Counterparty Credit Exposure. All the variable may be set in the screens accessed using the CCR Preferences dropdown menu.



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.