Counterparty Exposure Surface report

This report contains the following sections:

  • The 3D chart with two vertical planes indicating the selected horizon or quantile:

    Counterparty Exposure Surface - 3D


  • The Confidence Level chart displays a slice according to the selected factor(s) and dataset for the quantile where X-axis is years and Y-axis – exposure values:

    Counterparty Exposure Surface - Confidence Level


  • The Cross Section histogram chart gives a visual impression of the data distribution according to the selected factor and dataset for the horizon:

    Counterparty Exposure Surface - Cross Section histogram


  • The Cross Section line chart displays a slice according to the selected factors and the dataset for the horizon:

    Counterparty Exposure Surface - Cross Section line


  • The Correlation graph displays the overall picture of correlation between the selected factor and all other factors in the form of a heat map with 'hotter' (closer to the red spectrum) colors for the higher values and 'colder' (closer to the blue spectrum) – for small values:


  • The Scatter graph displays values for two variables for a set of data using Cartesian coordinates:

    Counterparty Exposure Surface - Scatter


  • The Data grid displays years and exposure values for the quantile slice and the counterparty PFE value according to the selected factor and dataset:

    Counterparty Exposure Surface - Data