UC-187
Counterparty & Hedging Credit Risk
Assesses combined exposure to shared banks, offtakers and hedge counterparties so concentration risk is seen before it bites.
TBDBuild Duration
TBDIndicative ROI
The Challenge
Both companies hedge and sell through overlapping counterparties, and the combined concentration appears on no single report. Stress shows up as correlated exposure at the worst time.
How It Works
- Ingests counterparty exposures, hedge books, offtake contracts and ratings.
- Aggregates and stresses combined exposure by counterparty and group.
- Alerts treasury on limits and concentration with recommended rebalancing.
What It Removes
- Counterparty concentration unseen
- Exposure aggregated by hand quarterly
- Correlated stress found in the event
Input Data RequirementsCounterparty exposure data, hedge books, offtake contracts, credit ratings
Output FormatCombined exposure and concentration dashboard, limit alerts, rebalancing options
“Our real exposure to every shared bank and offtaker, on one screen, stressed daily.”