Overview

Numerix Oneview Counterparty Credit Risk is an advanced platform designed to help financial institutions measure, monitor, and manage counterparty credit risk across their portfolios. It provides real-time, comprehensive risk analytics and exposure measurement, enabling firms to comply with regulatory requirements and optimize capital usage. The solution integrates market data, pricing models, and risk metrics to deliver an accurate and scalable framework for managing credit exposure from OTC derivatives and other complex financial instruments. With a flexible and configurable architecture, it supports diverse asset classes and risk methodologies, helping organizations mitigate potential losses and improve decision-making.

Features and Capabilities

• **Risk Measurement and Analytics: **Provides real-time counterparty credit exposure calculations, including potential future exposure (PFE), expected exposure (EE), and credit valuation adjustment (CVA).
• **Portfolio and Trade-Level Visibility: **Offers detailed risk analytics at both the trade and portfolio levels, enabling granular risk assessment and aggregation.
• **Support for Multiple Asset Classes: **Supports a wide range of financial instruments including derivatives, fixed income, FX, equities, and commodities.
• **Regulatory Compliance: **Enables firms to comply with Basel III, IFRS 13, CECL, and other regulatory frameworks through robust risk metrics and reporting tools.
• **Advanced Modeling Capabilities: **Integrates sophisticated credit models, simulation engines, and market data feeds for accurate valuation and risk analytics.
• Collateral and Margin Management: Tracks collateral postings and margin calls to optimize collateral usage and reduce counterparty credit risk.
• **What-if Scenarios and Stress Testing: **Facilitates scenario analysis and stress testing to assess risk under various market conditions and regulatory stress scenarios.
• **Integration and Workflow Automation: **Seamlessly integrates with existing risk management systems and supports workflow automation for efficient risk monitoring.
• **Scalability and Performance: **Designed to handle large portfolios with high-frequency updates, ensuring performance and scalability for enterprise environments.
• **User Interface and Reporting: **Intuitive dashboards and customizable reports provide actionable insights for traders, risk managers, and compliance teams.