This module monitors the company’s exposure to business counterparties and alerts when changes in exposure occur. It is both a lookup database and monitoring/alerting engine. The Counterparty Risk module also includes a scoring and alerting system for each counterparty. It relieves risk and compliance groups of the arduous and daunting tasks of finding, gathering and analyzing the same information and discovering exposures before it’s too late.
Partial list of primary factors used in counterparty risk calculations include: