Commodity XL for Credit Analytics
Commodity XL for Credit AnalyticsCommodity 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) resulting in more effective and proactive decision making.”
Business Intelligence
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Integrated Operations
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Compliance & Control
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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) and statistical simulations (Monte-Carlo Potential Future Exposure (PFE). By applying full contract netting/margining terms and default probabilities, the system delivers contractually accurate results.