Commodity XL for Credit Analytics
Do you have the systems in place to forecast, evaluate, and respond to market uncertainties?
Are you able to accurately forecast credit events?
Do you rely on limited data and manual processes to make critical strategic decisions?
Can you calculate potential future exposure within a given confidence level?
- Commodity XL for Credit Analytics™ models Potential Future Exposure (PFE) and Credit Value at Risk (CVaR) resulting in more effective and proactive decision making."
Business Intelligence
- Create customized scenarios based on economic downturns, adverse market events, or liquidity shocks
- Identify high risk events and the impact of potential ‘blow ups’
- Enhance credit decision making with data-driven insights and uncover new business opportunities
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Integrated Operations
- View multiple deal types including Forwards, Fixed Price, Index Priced, Swaps, Futures, Physical and Financial
- Calculate credit reserve requirements accurately and efficiently
- Drill-down to specific counterparty and deal via dynamic graphical display
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Compliance & Control
- Measure Maximum Exposure with a 95% confidence interval for a given counterparty for a user defined time period
- Calculate Expected Loss and Maximum Potential Loss
- Understand working capital needs with a clear picture of your likely exposures and expected losses
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Commodity XL for Credit Analytics
Triple Point’s Commodity XL for Credit Analytics models stress scenarios (percent, absolute, and relative price movements), statistical simulations (Monte-Carlo Potential Future Exposure (PFE)), and Credit Value at Risk (CVaR). By applying full contract netting/margining terms and default probabilities, the system delivers contractually accurate results.
How to get started - To learn more about Commodity XL for Credit Analytics and what it can do for your supply, marketing, trading and scheduling activities,
download a brochure,
request more information or call +1.203.291.7979.