Clients can use Counterparty Credit Risk Exposure Module to help them:

• Define characteristics of legal entities and agreements between them and to link transactions to relevant agreements
• Calculate credit exposure and apply limits at any aggregation level. This includes current or potential future exposure statistics (expected and maximum credit exposure) and PFE and time average Expected Peak Exposure (EPE) profiles
• Stress Test Credit Exposure: either by defining market data scenarios or by stress testing netting and collateral assumptions
• Aggregate statistics results across any user-defined dimension