Credit Risk Analysis including Reinsurance Counterparties

Calculates current and potential credit risk or counterparty exposure taking into account collaterals, guarantees and recovery rates. The new enhancements for the insurance sector allow integrated credit risk analysis for outstanding or expected receivables from reinsurance counterparties or policyholders. The exposure can be modelled on what-if or Monte Carlo-basis. The expected loss module simulates and calculates the effects of rating migrations, defaults and recovery dynamically.