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View RAM engineers View Top Management View Top Management View Technicians View Salesmen View Controllers View Insurance Experts View Controllers View Insurance Experts Collateral as a PAM

Counterparty B belongs to the retail segment. His loan is covered by a collateral. The collateral is a bond, which is modelled as a PAM (Principal at Maturity) in RiskPro. The coupon of the collateral is slightly above par, the NPV will be higher than the nominal value.

The value of the exposure can be observed in the market risk NPV report. The exposure is reduced by the value of the collateral:

522.71 Loan

102.55 Collateral

420.16 Net Exposure

The gross exposure as well as the exposure after the contract level collateral can be tracked in the report.

 

 

 

 

 

 

 

 

 

 

 

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