Stream Credit Monitor for Counterparty Exposure
Stream Credit Monitor for Counterparty Exposure automates the process of credit risk and regulatory accounting monitoring for repo and other financing products. In addition, it provides online inquiry of the calculation results, so you can view details of how the counterparty or firm determined the margin or exposure.
Features
- Delivers automatic alerts notifying you of counterparty exposure and excess at the start of the day
- Monitors counterparty credit risk to determine the deficit amounts needed for determining capital charges
- Helps enable you to establish separate haircut schedules for credit risk and regulatory accounting
- Performs counterparty calculations and lists the exposure or excess in the reporting currency
- Displays open fails and produces alerts for tracking concentration limits by various criteria
- Provides a full suite of reports based on the nightly results and again at close of business
Benefits
- Helps you manage regulatory accounting processes
- Aggregates counterparty activity across multiple source systems
- Helps you quickly address exposure from an operational perspective
- Provides workflow to track the activities performed to address the exposure and excess
- Helps improve communication between operations and the accounting department
- Features a flexible rules engine to categorize haircuts
Brochures & Datasheets