Aspen FTRAID · Risk AI Decisioning Request a demo

RAID for counterparty credit · Real-time risk intelligence

Counterparty credit risk, priced in real time

Early warning on every counterparty, and the move that breaks each limit, across your whole book.

RAID console · demo bank
RAID's Monitoring view: every client plotted by its exposure against its limit and its stress loss against its stress limit.
RAID console · demo bankRAID's Monitoring: every client placed by its PFE against its limit and its worst stress loss against its stress limit.
01

Counterparty monitoring

Rank every client by how urgently it needs review, with the reason on each line.

  • Breaches and early warnings at the top
  • A Risk Score from limits, margin coverage and liquidity
  • Margin shortfall across all agreements
RAID console · demo bankRAID's news read: the morning's costliest stories, each priced against the book at its own severity, with the client it hits hardest.
02

Stress tests from the news

Price every story in the morning's news against your book, each at its own severity.

  • Stories ranked by what they would cost
  • Each one built from 25 years of history
  • The clients it pushes past a limit
RAID console · demo bankRAID's Factor view: each market factor's exposure, its share of the stress appetite and the move at which the book breaks.
03

Break points

Find how far a market can move before a limit breaks, and who defaults first.

  • The smallest move that breaks the book
  • Losses after collateral at the break
  • Flags moves bigger than anything in 25 years

Also for counterparty credit

Your own viewsType a view in plain words, and RAID builds the move and prices your book.
Regulator scenariosRun a supervisor's published scenario on your book exactly as it was issued.
Model validationHand your validators the methods, the runs and the benchmarks they will ask for.
Your dataLoad your book as it sits, and RAID prices it against your own limits.