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Risk Factors Set up your Counterparty Accounts Home-Office: Senior and Junior Counterparty Management. Underwritters, Guarantor and Guarantees Home-Office/Underwritter Guaranteed Collateral Counterparty Collateral Management Country Sovereign Risk: Country Exposure, Currency Devaluation, Exchange Controls and Losses from Country Defaults, Failure-to-Pay or Moratorium Country Wrong-Way Exposure Unexpected losses from Exposure to Countries Hedge or optimize your portfolio to benefit from Country Devaluations Country Bankruptcy, Losses from Country Default, Sovereign Risk Independant or Correlated Country Risk Independant or Correlated Country Risk Survival Copulas and Sovereign Risk Survival Copulas and Sovereign Risk Access Risksvr™ Engine Kernel Counterparty Credit Exposure Credit-Exposures, Potential-Future-Exposure, Current-Exposure, Maximum Exposure Rating systems Credit-Curves, Credit Default curves, Hayard curves, Survival Curves, Expected Default Curves, Marginal-conditional Default curves, forward No-Default curves Transition Matrices: Migration or Default-Only Counterparty Migration Unexpected Losses Include many different Recovery From Default assumptions Capture your Positions' Distribution Frequency Custom Buckets Quantile Reports Quantile Reports Absolute Risk and VaR: Value-at-Risk Relative Risk and Earnings-at-Risk Ex-Ante Tracking-Error Benchmark Value-At-Risk [BVaR] Credit Sensitive Assets Obligor Correlation Time-To-Default Copula Technology Obligor Correlation - Asset Correlation Compute Time-To-Default Copulas
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