Global Exposure Monitoring

Enforce your risk practices with an efficient, real-time system that allows you to monitor your global exposures across all your business units and activities worldwide for banking and trading books and to set, manage and monitor limits.

Today, more than ever, banks need an accurate view of their global exposures. Understanding your full risk exposure for a counterparty, geography, industry, rating class or type of product is in itself challenging. When viewed over all business units, across the globe, it becomes even more challenging.

Introducing Fermat Global Exposure Monitoring

Fermat GEM offers an integrated system, which effectively link relationships between counterparties, facilities and credit risk mitigants. It provides:

• The ability to define hierarchical links between numerous dimensions such as counterparty, products, geographical areas and industry sectors
• Enterprise-wide calculation of direct and indirect consolidated exposures across banking and trading books
• Support of credit risk mitigations techniques such as netting agreement, collateral and guarantees management for effective exposure calculation and risk transfer assessment
• Efficient, flexible, scalable risk framework to implement a wide range of risk policies
• Powerful, embedded rules engine to set automatic limits and detect alerts such as automated notification when a new exposure is booked on a blacklisted customer or when a limit is breached
• Different types of metrics and exposure profiles (point in time or amortization profile over time) to estimate exposure and set limits
• Reports and ability to chart business activity over any dimension

© 2010 Moody's Analytics. All Rights Reserved.   Terms of Use    Privacy Policy    Proprietary Rights