Product brief
Norma Exposure product brief
Pre-trade credit checks, counterparty exposure profiles with and without initial margin, limit usage recomputed live, what-if and stress on demand, so counterparty risk runs at the pace of the market rather than the overnight batch.
Product brief, 2 pages, PDF. Sent on request, to a company email.
What it covers
- Expected exposure, PFE and ENE profiles per netting set, with and without initial margin, recomputed on demand
- Pre-trade incremental exposure and limit usage
- What-if on trades, market data and CSA terms, initial margin included
- Shock scenarios, historical and hypothetical, saved and reused
