Credit Risk Matrix:   A credit risk matrix is a gives a set of precentages associated with various market instruments of varying maturity. To determine credit risk under the "mark to market" approach, the notional principal amounts or underlying values are multiplied by the appropriate percentages. RiskSystem maintains a database of risk matrices as supplied by a variety or regulatory authorities.



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.