 Daily collateral, margin, liquidity, and credit risk scoring at your fingertips
In today’s post crisis economy, traditional methods of evaluating and managing credit risk between counterparties are lacking in their ability to accurately measuring current and future exposure. Allegro 8 offers a robust credit risk management solution with the ability to accurately rate counterparty credit scores in a timely manner.
Credit 8.1
Allegro’s Credit 8.1 solution goes beyond the traditional method of analyzing current point-in-time or historical counterparty credit risk, providing the tools to evaluate and forecast a counterparty’s potential future credit exposure. Real-time credit information can be captured and analyzed along with the ability to perform an in-depth analysis of counterparty liquidity. The result is a much more comprehensive and transparent view into your counterparty’s overall viability, allowing for a greatly enhanced credit risk management strategy and increased efficiency in managing counterparty credit exposure.
Credit Connect 8.1
Allegro’s Credit Connect 8.1 works with Credit 8.1 and automates the import of credit rating and fundamental data from the Interactive Data Managed Solutions/Securities Information Retrieval Service (SIRS™). This interface gives users instant access to the latest credit and financial data including credit ratings, company financials, credit metrics, default data, market implied ratings, credit default swap (CDS) pricing, and other key credit data for portfolio analysis. With Allegro, customers can turn access to real-time data into a competitive edge.
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Key Benefit |
Comprehensive Compliance Functionality
- Ability to interface with external rating agencies
- Counterparty collateral management
- Generation of auditable results
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Contracts, deals and trades now benefit from accurate and timely credit data along with a comprehensive counterparty credit management system. This ensures that an auditable system of record exists for all counterparty credit related information.
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Robust Credit Analytics
- Market and Credit Event Liquidity Adequacy stress testing
- Credit Value at Risk analysis
- Potential Future Exposure analysis
- Walk Forward analysis
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Going beyond the traditional method of analyzing current point-in-time or historical counterparty credit risk, Credit 8.1 now provides the ability to evaluate and forecast a counterparties potential future credit situation.
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Fully integrated Credit Exposure Capabilities
- Company & Counterparty scoring and rating details
- Company & Counterparty limit breaches and warnings
- Measurement of Mark-to-Market and unsecured exposure
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With access to timely and accurate credit data, clients can now gain better transparency into a counterparty’s credit status and make real-time decisions based on that data.
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In-depth Liquidity Analysis
- Comprehensive collateral status
- Monitoring of collateral obligations
- Documentation of collateral / margin disputes
- Default Risk and Recovery Factor functionality
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Timely and accurate counterparty collateral data now gives clients the ability to have a much more comprehensive view of a counterparty’s liquidity and make efficient adjustments.
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