Credit Risk Matrix:
This section provides a range of functionality to allow the user to determine Counterparty Credit Risk using credit risk matrices as supplied in the UCITS legislation and other sources.
This shows the Credit Risk Matrices as supplied by various regulatory authorities
This gives the total counterparty credit risk for an individual counterparty as determined using credit risk matrices and a breakdown by matrix element
This gives the aggregate counterparty credit risk as detemined using credit risk matrices.